ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 766.1 758.0 -8.1 -1.1% 771.0
High 769.2 764.9 -4.3 -0.6% 786.2
Low 755.0 753.2 -1.8 -0.2% 758.7
Close 756.7 762.4 5.7 0.8% 769.0
Range 14.2 11.7 -2.5 -17.6% 27.5
ATR 15.3 15.0 -0.3 -1.7% 0.0
Volume 116,732 112,639 -4,093 -3.5% 688,148
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 795.3 790.5 768.8
R3 783.5 778.8 765.5
R2 771.8 771.8 764.5
R1 767.3 767.3 763.5 769.5
PP 760.3 760.3 760.3 761.3
S1 755.5 755.5 761.3 757.8
S2 748.5 748.5 760.3
S3 736.8 743.8 759.3
S4 725.0 732.0 756.0
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 853.8 839.0 784.0
R3 826.3 811.5 776.5
R2 798.8 798.8 774.0
R1 784.0 784.0 771.5 777.5
PP 771.3 771.3 771.3 768.3
S1 756.5 756.5 766.5 750.0
S2 743.8 743.8 764.0
S3 716.3 729.0 761.5
S4 688.8 701.5 754.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.2 753.2 33.0 4.3% 14.3 1.9% 28% False True 130,179
10 786.2 744.9 41.3 5.4% 15.3 2.0% 42% False False 143,044
20 786.2 722.1 64.1 8.4% 17.0 2.2% 63% False False 109,953
40 806.0 722.1 83.9 11.0% 11.8 1.5% 48% False False 54,991
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 814.5
2.618 795.5
1.618 783.8
1.000 776.5
0.618 772.3
HIGH 765.0
0.618 760.5
0.500 759.0
0.382 757.8
LOW 753.3
0.618 746.0
1.000 741.5
1.618 734.3
2.618 722.5
4.250 703.5
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 761.3 763.0
PP 760.3 762.8
S1 759.0 762.5

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.