ICE Russell 2000 Mini Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 1,090.3 1,100.2 9.9 0.9% 1,110.8
High 1,106.2 1,106.5 0.3 0.0% 1,117.7
Low 1,090.3 1,087.2 -3.1 -0.3% 1,072.0
Close 1,098.3 1,089.1 -9.2 -0.8% 1,098.3
Range 15.9 19.3 3.4 21.4% 45.7
ATR 16.9 17.1 0.2 1.0% 0.0
Volume 132,111 142,184 10,073 7.6% 911,058
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,152.3 1,140.0 1,099.8
R3 1,132.8 1,120.8 1,094.5
R2 1,113.5 1,113.5 1,092.8
R1 1,101.3 1,101.3 1,090.8 1,097.8
PP 1,094.3 1,094.3 1,094.3 1,092.5
S1 1,082.0 1,082.0 1,087.3 1,078.5
S2 1,075.0 1,075.0 1,085.5
S3 1,055.8 1,062.8 1,083.8
S4 1,036.3 1,043.5 1,078.5
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1,233.0 1,211.5 1,123.5
R3 1,187.5 1,165.8 1,110.8
R2 1,141.8 1,141.8 1,106.8
R1 1,120.0 1,120.0 1,102.5 1,108.0
PP 1,096.0 1,096.0 1,096.0 1,090.0
S1 1,074.3 1,074.3 1,094.0 1,062.3
S2 1,050.3 1,050.3 1,090.0
S3 1,004.5 1,028.5 1,085.8
S4 959.0 983.0 1,073.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,117.7 1,072.0 45.7 4.2% 20.8 1.9% 37% False False 185,193
10 1,126.2 1,072.0 54.2 5.0% 18.8 1.7% 32% False False 163,879
20 1,169.8 1,072.0 97.8 9.0% 17.8 1.6% 17% False False 149,006
40 1,182.2 1,072.0 110.2 10.1% 14.3 1.3% 16% False False 74,681
60 1,182.2 1,072.0 110.2 10.1% 14.8 1.3% 16% False False 49,802
80 1,205.4 1,072.0 133.4 12.2% 13.0 1.2% 13% False False 37,361
100 1,205.4 1,072.0 133.4 12.2% 10.3 0.9% 13% False False 29,889
120 1,205.4 1,072.0 133.4 12.2% 8.5 0.8% 13% False False 24,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,188.5
2.618 1,157.0
1.618 1,137.8
1.000 1,125.8
0.618 1,118.5
HIGH 1,106.5
0.618 1,099.3
0.500 1,096.8
0.382 1,094.5
LOW 1,087.3
0.618 1,075.3
1.000 1,068.0
1.618 1,056.0
2.618 1,036.8
4.250 1,005.3
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 1,096.8 1,089.3
PP 1,094.3 1,089.3
S1 1,091.8 1,089.3

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.