ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 812.6 811.5 -1.1 -0.1% 815.0
High 812.6 821.0 8.4 1.0% 815.0
Low 812.6 811.5 -1.1 -0.1% 808.0
Close 812.6 822.0 9.4 1.2% 808.2
Range 0.0 9.5 9.5 7.0
ATR 4.5 4.9 0.4 7.8% 0.0
Volume 1 3 2 200.0% 205
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 846.8 843.8 827.3
R3 837.3 834.3 824.5
R2 827.8 827.8 823.8
R1 824.8 824.8 822.8 826.3
PP 818.3 818.3 818.3 819.0
S1 815.3 815.3 821.3 816.8
S2 808.8 808.8 820.3
S3 799.3 805.8 819.5
S4 789.8 796.3 816.8
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 831.5 826.8 812.0
R3 824.5 819.8 810.0
R2 817.5 817.5 809.5
R1 812.8 812.8 808.8 811.5
PP 810.5 810.5 810.5 809.8
S1 805.8 805.8 807.5 804.5
S2 803.5 803.5 807.0
S3 796.5 798.8 806.3
S4 789.5 791.8 804.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 821.0 808.0 13.0 1.6% 2.0 0.2% 108% True False 1
10 821.0 808.0 13.0 1.6% 1.3 0.1% 108% True False 21
20 845.6 808.0 37.6 4.6% 1.3 0.2% 37% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 861.5
2.618 845.8
1.618 836.3
1.000 830.5
0.618 826.8
HIGH 821.0
0.618 817.3
0.500 816.3
0.382 815.3
LOW 811.5
0.618 805.8
1.000 802.0
1.618 796.3
2.618 786.8
4.250 771.0
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 820.0 819.5
PP 818.3 817.0
S1 816.3 814.5

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.