ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 1,207.2 1,213.3 6.1 0.5% 1,192.4
High 1,215.1 1,220.2 5.1 0.4% 1,215.1
Low 1,205.9 1,209.5 3.6 0.3% 1,190.3
Close 1,213.3 1,217.0 3.7 0.3% 1,213.3
Range 9.2 10.7 1.5 16.3% 24.8
ATR 17.7 17.2 -0.5 -2.8% 0.0
Volume 28,366 47,775 19,409 68.4% 208,269
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,247.8 1,243.0 1,223.0
R3 1,237.0 1,232.3 1,220.0
R2 1,226.3 1,226.3 1,219.0
R1 1,221.8 1,221.8 1,218.0 1,224.0
PP 1,215.5 1,215.5 1,215.5 1,216.8
S1 1,211.0 1,211.0 1,216.0 1,213.3
S2 1,204.8 1,204.8 1,215.0
S3 1,194.3 1,200.3 1,214.0
S4 1,183.5 1,189.5 1,211.0
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1,280.8 1,271.8 1,227.0
R3 1,255.8 1,247.0 1,220.0
R2 1,231.0 1,231.0 1,217.8
R1 1,222.3 1,222.3 1,215.5 1,226.5
PP 1,206.3 1,206.3 1,206.3 1,208.5
S1 1,197.3 1,197.3 1,211.0 1,201.8
S2 1,181.5 1,181.5 1,208.8
S3 1,156.8 1,172.5 1,206.5
S4 1,131.8 1,147.8 1,199.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,220.2 1,190.3 29.9 2.5% 10.3 0.8% 89% True False 51,208
10 1,220.2 1,128.2 92.0 7.6% 18.0 1.5% 97% True False 125,417
20 1,220.2 1,128.2 92.0 7.6% 19.5 1.6% 97% True False 79,157
40 1,220.2 1,128.2 92.0 7.6% 16.0 1.3% 97% True False 39,639
60 1,220.2 1,038.8 181.4 14.9% 15.0 1.2% 98% True False 26,435
80 1,220.2 1,038.8 181.4 14.9% 12.8 1.0% 98% True False 19,830
100 1,220.2 1,038.8 181.4 14.9% 10.3 0.8% 98% True False 15,864
120 1,220.2 1,038.8 181.4 14.9% 8.5 0.7% 98% True False 13,380
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 4.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,265.8
2.618 1,248.3
1.618 1,237.5
1.000 1,231.0
0.618 1,226.8
HIGH 1,220.3
0.618 1,216.0
0.500 1,214.8
0.382 1,213.5
LOW 1,209.5
0.618 1,203.0
1.000 1,198.8
1.618 1,192.3
2.618 1,181.5
4.250 1,164.0
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 1,216.3 1,214.5
PP 1,215.5 1,212.3
S1 1,214.8 1,209.8

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.