ICE Russell 2000 Mini Future March 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 1,219.5 1,222.3 2.8 0.2% 1,232.1
High 1,224.7 1,222.9 -1.8 -0.1% 1,243.6
Low 1,215.6 1,203.5 -12.1 -1.0% 1,214.1
Close 1,222.6 1,207.3 -15.3 -1.3% 1,218.6
Range 9.1 19.4 10.3 113.2% 29.5
ATR 14.7 15.1 0.3 2.3% 0.0
Volume 68,121 99,629 31,508 46.3% 420,059
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,269.5 1,257.8 1,218.0
R3 1,250.0 1,238.3 1,212.8
R2 1,230.8 1,230.8 1,210.8
R1 1,219.0 1,219.0 1,209.0 1,215.0
PP 1,211.3 1,211.3 1,211.3 1,209.3
S1 1,199.5 1,199.5 1,205.5 1,195.8
S2 1,191.8 1,191.8 1,203.8
S3 1,172.5 1,180.3 1,202.0
S4 1,153.0 1,160.8 1,196.8
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 1,314.0 1,295.8 1,234.8
R3 1,284.5 1,266.3 1,226.8
R2 1,255.0 1,255.0 1,224.0
R1 1,236.8 1,236.8 1,221.3 1,231.0
PP 1,225.5 1,225.5 1,225.5 1,222.5
S1 1,207.3 1,207.3 1,216.0 1,201.5
S2 1,196.0 1,196.0 1,213.3
S3 1,166.5 1,177.8 1,210.5
S4 1,137.0 1,148.3 1,202.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,234.7 1,203.5 31.2 2.6% 13.8 1.1% 12% False True 86,024
10 1,243.6 1,203.5 40.1 3.3% 12.0 1.0% 9% False True 81,689
20 1,243.6 1,185.9 57.7 4.8% 12.5 1.0% 37% False False 78,866
40 1,243.6 1,139.4 104.2 8.6% 19.0 1.6% 65% False False 96,899
60 1,243.6 1,128.2 115.4 9.6% 19.3 1.6% 69% False False 104,333
80 1,243.6 1,128.2 115.4 9.6% 18.5 1.5% 69% False False 78,779
100 1,243.6 1,038.9 204.7 17.0% 17.0 1.4% 82% False False 63,028
120 1,243.6 1,038.8 204.8 17.0% 16.3 1.3% 82% False False 52,528
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 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,305.3
2.618 1,273.8
1.618 1,254.3
1.000 1,242.3
0.618 1,235.0
HIGH 1,223.0
0.618 1,215.5
0.500 1,213.3
0.382 1,211.0
LOW 1,203.5
0.618 1,191.5
1.000 1,184.0
1.618 1,172.0
2.618 1,152.8
4.250 1,121.0
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 1,213.3 1,219.0
PP 1,211.3 1,215.3
S1 1,209.3 1,211.3

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.