ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 824.8 814.9 -9.9 -1.2% 799.4
High 827.2 829.0 1.8 0.2% 824.7
Low 813.5 811.4 -2.1 -0.3% 781.7
Close 814.9 812.1 -2.8 -0.3% 823.8
Range 13.7 17.6 3.9 28.5% 43.0
ATR 15.0 15.2 0.2 1.2% 0.0
Volume 95,369 123,867 28,498 29.9% 629,904
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 870.3 858.8 821.8
R3 852.8 841.3 817.0
R2 835.0 835.0 815.3
R1 823.5 823.5 813.8 820.5
PP 817.5 817.5 817.5 816.0
S1 806.0 806.0 810.5 803.0
S2 800.0 800.0 808.8
S3 782.3 788.5 807.3
S4 764.8 770.8 802.5
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 939.0 924.5 847.5
R3 896.0 881.5 835.5
R2 853.0 853.0 831.8
R1 838.5 838.5 827.8 845.8
PP 810.0 810.0 810.0 813.8
S1 795.5 795.5 819.8 802.8
S2 767.0 767.0 816.0
S3 724.0 752.5 812.0
S4 681.0 709.5 800.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.0 800.2 28.8 3.5% 14.3 1.8% 41% True False 117,621
10 829.0 781.7 47.3 5.8% 15.0 1.8% 64% True False 129,574
20 839.2 780.0 59.2 7.3% 15.0 1.8% 54% False False 137,346
40 850.6 780.0 70.6 8.7% 14.5 1.8% 45% False False 131,172
60 850.6 780.0 70.6 8.7% 13.0 1.6% 45% False False 87,528
80 850.6 758.0 92.6 11.4% 10.8 1.3% 58% False False 65,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 903.8
2.618 875.0
1.618 857.5
1.000 846.5
0.618 840.0
HIGH 829.0
0.618 822.3
0.500 820.3
0.382 818.0
LOW 811.5
0.618 800.5
1.000 793.8
1.618 783.0
2.618 765.3
4.250 736.5
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 820.3 819.0
PP 817.5 816.8
S1 814.8 814.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.