ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 777.7 793.6 15.9 2.0% 824.8
High 794.9 794.1 -0.8 -0.1% 829.0
Low 772.8 778.6 5.8 0.8% 785.4
Close 792.8 790.6 -2.2 -0.3% 786.6
Range 22.1 15.5 -6.6 -29.9% 43.6
ATR 16.3 16.3 -0.1 -0.4% 0.0
Volume 109,483 146,435 36,952 33.8% 624,921
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 834.3 828.0 799.0
R3 818.8 812.5 794.8
R2 803.3 803.3 793.5
R1 797.0 797.0 792.0 792.3
PP 787.8 787.8 787.8 785.5
S1 781.5 781.5 789.3 776.8
S2 772.3 772.3 787.8
S3 756.8 766.0 786.3
S4 741.3 750.5 782.0
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 931.3 902.5 810.5
R3 887.5 858.8 798.5
R2 844.0 844.0 794.5
R1 815.3 815.3 790.5 807.8
PP 800.3 800.3 800.3 796.5
S1 771.8 771.8 782.5 764.3
S2 756.8 756.8 778.5
S3 713.3 728.0 774.5
S4 669.5 684.5 762.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.5 772.8 45.7 5.8% 18.5 2.3% 39% False False 132,320
10 829.0 772.8 56.2 7.1% 16.5 2.1% 32% False False 124,971
20 829.0 772.8 56.2 7.1% 16.3 2.0% 32% False False 133,108
40 850.6 772.8 77.8 9.8% 15.0 1.9% 23% False False 135,912
60 850.6 772.8 77.8 9.8% 14.0 1.8% 23% False False 98,551
80 850.6 763.2 87.4 11.1% 11.8 1.5% 31% False False 73,919
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 860.0
2.618 834.8
1.618 819.3
1.000 809.5
0.618 803.8
HIGH 794.0
0.618 788.3
0.500 786.3
0.382 784.5
LOW 778.5
0.618 769.0
1.000 763.0
1.618 753.5
2.618 738.0
4.250 712.8
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 789.3 791.3
PP 787.8 791.0
S1 786.3 790.8

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.