ICE Russell 2000 Mini Future September 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 1,171.3 1,167.0 -4.3 -0.4% 1,174.2
High 1,181.0 1,171.8 -9.2 -0.8% 1,187.9
Low 1,163.2 1,157.5 -5.7 -0.5% 1,157.5
Close 1,166.6 1,170.0 3.4 0.3% 1,170.0
Range 17.8 14.3 -3.5 -19.7% 30.4
ATR 14.8 14.8 0.0 -0.3% 0.0
Volume 104,095 116,327 12,232 11.8% 454,327
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,209.3 1,204.0 1,177.8
R3 1,195.0 1,189.8 1,174.0
R2 1,180.8 1,180.8 1,172.5
R1 1,175.3 1,175.3 1,171.3 1,178.0
PP 1,166.5 1,166.5 1,166.5 1,167.8
S1 1,161.0 1,161.0 1,168.8 1,163.8
S2 1,152.3 1,152.3 1,167.5
S3 1,137.8 1,146.8 1,166.0
S4 1,123.5 1,132.5 1,162.3
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1,263.0 1,247.0 1,186.8
R3 1,232.5 1,216.5 1,178.3
R2 1,202.3 1,202.3 1,175.5
R1 1,186.0 1,186.0 1,172.8 1,179.0
PP 1,171.8 1,171.8 1,171.8 1,168.3
S1 1,155.8 1,155.8 1,167.3 1,148.5
S2 1,141.5 1,141.5 1,164.5
S3 1,111.0 1,125.3 1,161.8
S4 1,080.5 1,095.0 1,153.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,187.9 1,157.5 30.4 2.6% 14.8 1.3% 41% False True 106,658
10 1,187.9 1,151.2 36.7 3.1% 13.0 1.1% 51% False False 94,553
20 1,187.9 1,105.2 82.7 7.1% 14.3 1.2% 78% False False 97,484
40 1,187.9 1,103.1 84.8 7.2% 15.8 1.4% 79% False False 113,778
60 1,210.7 1,103.1 107.6 9.2% 16.0 1.4% 62% False False 115,984
80 1,210.7 1,080.0 130.7 11.2% 15.0 1.3% 69% False False 87,436
100 1,210.7 1,080.0 130.7 11.2% 12.3 1.0% 69% False False 69,949
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 4.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,232.5
2.618 1,209.3
1.618 1,195.0
1.000 1,186.0
0.618 1,180.8
HIGH 1,171.8
0.618 1,166.3
0.500 1,164.8
0.382 1,163.0
LOW 1,157.5
0.618 1,148.8
1.000 1,143.3
1.618 1,134.3
2.618 1,120.0
4.250 1,096.8
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 1,168.3 1,172.8
PP 1,166.5 1,171.8
S1 1,164.8 1,171.0

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.