ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 766.1 769.8 3.7 0.5% 771.5
High 766.1 769.8 3.7 0.5% 785.6
Low 766.1 766.0 -0.1 0.0% 759.8
Close 766.1 763.2 -2.9 -0.4% 792.2
Range 0.0 3.8 3.8 25.8
ATR 7.2 7.0 -0.2 -3.4% 0.0
Volume 0 3 3 160
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 777.8 774.3 765.3
R3 774.0 770.5 764.3
R2 770.3 770.3 764.0
R1 766.8 766.8 763.5 766.5
PP 766.3 766.3 766.3 766.3
S1 762.8 762.8 762.8 762.8
S2 762.5 762.5 762.5
S3 758.8 759.0 762.3
S4 755.0 755.3 761.0
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 856.5 850.3 806.5
R3 830.8 824.5 799.3
R2 805.0 805.0 797.0
R1 798.5 798.5 794.5 801.8
PP 779.3 779.3 779.3 780.8
S1 772.8 772.8 789.8 776.0
S2 753.5 753.5 787.5
S3 727.5 747.0 785.0
S4 701.8 721.3 778.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.0 766.0 28.0 3.7% 1.8 0.2% -10% False True 2
10 794.0 759.8 34.2 4.5% 1.0 0.1% 10% False False 116
20 800.5 759.8 40.7 5.3% 1.3 0.2% 8% False False 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 786.0
2.618 779.8
1.618 776.0
1.000 773.5
0.618 772.3
HIGH 769.8
0.618 768.3
0.500 768.0
0.382 767.5
LOW 766.0
0.618 763.8
1.000 762.3
1.618 759.8
2.618 756.0
4.250 749.8
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 768.0 773.3
PP 766.3 770.0
S1 764.8 766.5

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.