ICE Russell 2000 Mini Future June 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 1,133.8 1,126.0 -7.8 -0.7% 1,131.0
High 1,136.5 1,128.8 -7.7 -0.7% 1,145.2
Low 1,118.5 1,116.0 -2.5 -0.2% 1,128.5
Close 1,126.1 1,123.7 -2.4 -0.2% 1,133.2
Range 18.0 12.8 -5.2 -28.9% 16.7
ATR 18.5 18.1 -0.4 -2.2% 0.0
Volume 108,680 97,865 -10,815 -10.0% 416,877
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 1,161.3 1,155.3 1,130.8
R3 1,148.5 1,142.5 1,127.3
R2 1,135.8 1,135.8 1,126.0
R1 1,129.8 1,129.8 1,124.8 1,126.3
PP 1,122.8 1,122.8 1,122.8 1,121.0
S1 1,116.8 1,116.8 1,122.5 1,113.5
S2 1,110.0 1,110.0 1,121.3
S3 1,097.3 1,104.0 1,120.3
S4 1,084.5 1,091.3 1,116.8
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1,185.8 1,176.3 1,142.5
R3 1,169.0 1,159.5 1,137.8
R2 1,152.3 1,152.3 1,136.3
R1 1,142.8 1,142.8 1,134.8 1,147.5
PP 1,135.8 1,135.8 1,135.8 1,138.0
S1 1,126.0 1,126.0 1,131.8 1,130.8
S2 1,119.0 1,119.0 1,130.3
S3 1,102.3 1,109.3 1,128.5
S4 1,085.5 1,092.8 1,124.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,145.2 1,116.0 29.2 2.6% 13.3 1.2% 26% False True 102,921
10 1,145.2 1,088.6 56.6 5.0% 15.3 1.4% 62% False False 104,771
20 1,145.2 1,078.7 66.5 5.9% 18.5 1.7% 68% False False 129,738
40 1,157.5 1,078.7 78.8 7.0% 19.8 1.8% 57% False False 133,975
60 1,204.8 1,078.7 126.1 11.2% 20.5 1.8% 36% False False 129,483
80 1,208.2 1,078.7 129.5 11.5% 17.8 1.6% 35% False False 97,192
100 1,208.2 1,078.7 129.5 11.5% 14.5 1.3% 35% False False 77,755
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 2.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,183.3
2.618 1,162.3
1.618 1,149.5
1.000 1,141.5
0.618 1,136.8
HIGH 1,128.8
0.618 1,124.0
0.500 1,122.5
0.382 1,121.0
LOW 1,116.0
0.618 1,108.0
1.000 1,103.3
1.618 1,095.3
2.618 1,082.5
4.250 1,061.5
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 1,123.3 1,128.0
PP 1,122.8 1,126.5
S1 1,122.5 1,125.3

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.