ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 810.4 813.1 2.7 0.3% 808.2
High 810.4 813.1 2.7 0.3% 821.0
Low 808.0 813.1 5.1 0.6% 808.0
Close 805.9 813.1 7.2 0.9% 805.9
Range 2.4 0.0 -2.4 -100.0% 13.0
ATR 5.5 5.7 0.1 2.1% 0.0
Volume 3 2 -1 -33.3% 9
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 813.0 813.0 813.0
R3 813.0 813.0 813.0
R2 813.0 813.0 813.0
R1 813.0 813.0 813.0 813.0
PP 813.0 813.0 813.0 813.0
S1 813.0 813.0 813.0 813.0
S2 813.0 813.0 813.0
S3 813.0 813.0 813.0
S4 813.0 813.0 813.0
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 850.8 841.3 813.0
R3 837.8 828.3 809.5
R2 824.8 824.8 808.3
R1 815.3 815.3 807.0 813.5
PP 811.8 811.8 811.8 810.8
S1 802.3 802.3 804.8 800.5
S2 798.8 798.8 803.5
S3 785.8 789.3 802.3
S4 772.8 776.3 798.8
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% 2.5 0.3% 39% False False 2
10 821.0 808.0 13.0 1.6% 1.5 0.2% 39% False False 21
20 837.4 808.0 29.4 3.6% 1.0 0.1% 17% False False 28
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 813.0
2.618 813.0
1.618 813.0
1.000 813.0
0.618 813.0
HIGH 813.0
0.618 813.0
0.500 813.0
0.382 813.0
LOW 813.0
0.618 813.0
1.000 813.0
1.618 813.0
2.618 813.0
4.250 813.0
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 813.0 814.5
PP 813.0 814.0
S1 813.0 813.5

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.