ICE Russell 2000 Mini Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 790.0 790.2 0.2 0.0% 788.6
High 790.0 793.1 3.1 0.4% 789.9
Low 790.0 790.2 0.2 0.0% 760.1
Close 790.0 792.6 2.6 0.3% 771.2
Range 0.0 2.9 2.9 29.8
ATR 7.2 6.9 -0.3 -4.1% 0.0
Volume 32 5 -27 -84.4% 29
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 800.8 799.5 794.3
R3 797.8 796.8 793.5
R2 794.8 794.8 793.3
R1 793.8 793.8 792.8 794.3
PP 792.0 792.0 792.0 792.3
S1 790.8 790.8 792.3 791.5
S2 789.0 789.0 792.0
S3 786.3 788.0 791.8
S4 783.3 785.0 791.0
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 863.3 847.0 787.5
R3 833.3 817.3 779.5
R2 803.5 803.5 776.8
R1 787.3 787.3 774.0 780.5
PP 773.8 773.8 773.8 770.3
S1 757.5 757.5 768.5 750.8
S2 744.0 744.0 765.8
S3 714.3 727.8 763.0
S4 684.3 698.0 754.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 793.1 760.1 33.0 4.2% 5.5 0.7% 98% True False 15
10 796.4 760.1 36.3 4.6% 4.5 0.6% 90% False False 10
20 821.0 760.1 60.9 7.7% 3.3 0.4% 53% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 805.5
2.618 800.8
1.618 797.8
1.000 796.0
0.618 795.0
HIGH 793.0
0.618 792.0
0.500 791.8
0.382 791.3
LOW 790.3
0.618 788.5
1.000 787.3
1.618 785.5
2.618 782.5
4.250 778.0
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 792.3 790.0
PP 792.0 787.5
S1 791.8 785.0

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.