ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 1,192.5 1,179.9 -12.6 -1.1% 1,213.3
High 1,194.3 1,182.9 -11.4 -1.0% 1,220.2
Low 1,172.5 1,147.6 -24.9 -2.1% 1,182.9
Close 1,179.1 1,156.9 -22.2 -1.9% 1,192.2
Range 21.8 35.3 13.5 61.9% 37.3
ATR 18.2 19.4 1.2 6.7% 0.0
Volume 137,223 160,027 22,804 16.6% 286,071
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,268.3 1,248.0 1,176.3
R3 1,233.0 1,212.8 1,166.5
R2 1,197.8 1,197.8 1,163.3
R1 1,177.3 1,177.3 1,160.3 1,170.0
PP 1,162.5 1,162.5 1,162.5 1,158.8
S1 1,142.0 1,142.0 1,153.8 1,134.5
S2 1,127.3 1,127.3 1,150.5
S3 1,091.8 1,106.8 1,147.3
S4 1,056.5 1,071.5 1,137.5
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1,310.3 1,288.5 1,212.8
R3 1,273.0 1,251.3 1,202.5
R2 1,235.8 1,235.8 1,199.0
R1 1,214.0 1,214.0 1,195.5 1,206.3
PP 1,198.5 1,198.5 1,198.5 1,194.5
S1 1,176.8 1,176.8 1,188.8 1,169.0
S2 1,161.3 1,161.3 1,185.3
S3 1,123.8 1,139.3 1,182.0
S4 1,086.5 1,102.0 1,171.8
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 1,147.6 72.6 6.3% 23.5 2.0% 13% False True 107,109
10 1,220.2 1,147.6 72.6 6.3% 17.0 1.5% 13% False True 79,159
20 1,220.2 1,128.2 92.0 8.0% 21.5 1.9% 31% False False 105,559
40 1,220.2 1,128.2 92.0 8.0% 17.5 1.5% 31% False False 53,022
60 1,220.2 1,038.8 181.4 15.7% 15.8 1.4% 65% False False 35,357
80 1,220.2 1,038.8 181.4 15.7% 14.3 1.2% 65% False False 26,524
100 1,220.2 1,038.8 181.4 15.7% 11.3 1.0% 65% False False 21,219
120 1,220.2 1,038.8 181.4 15.7% 9.5 0.8% 65% False False 17,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,333.0
2.618 1,275.3
1.618 1,240.0
1.000 1,218.3
0.618 1,204.8
HIGH 1,183.0
0.618 1,169.5
0.500 1,165.3
0.382 1,161.0
LOW 1,147.5
0.618 1,125.8
1.000 1,112.3
1.618 1,090.5
2.618 1,055.3
4.250 997.5
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 1,165.3 1,179.3
PP 1,162.5 1,171.8
S1 1,159.8 1,164.3

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.