ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 1,268.0 1,264.4 -3.6 -0.3% 1,230.2
High 1,272.1 1,274.2 2.1 0.2% 1,253.5
Low 1,259.1 1,264.0 4.9 0.4% 1,218.1
Close 1,263.5 1,270.3 6.8 0.5% 1,244.3
Range 13.0 10.2 -2.8 -21.5% 35.4
ATR 18.0 17.5 -0.5 -2.9% 0.0
Volume 67,084 65,039 -2,045 -3.0% 464,463
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,300.0 1,295.5 1,276.0
R3 1,290.0 1,285.3 1,273.0
R2 1,279.8 1,279.8 1,272.3
R1 1,275.0 1,275.0 1,271.3 1,277.3
PP 1,269.5 1,269.5 1,269.5 1,270.8
S1 1,264.8 1,264.8 1,269.3 1,267.3
S2 1,259.3 1,259.3 1,268.5
S3 1,249.0 1,254.5 1,267.5
S4 1,239.0 1,244.5 1,264.8
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 1,344.8 1,330.0 1,263.8
R3 1,309.5 1,294.5 1,254.0
R2 1,274.0 1,274.0 1,250.8
R1 1,259.3 1,259.3 1,247.5 1,266.5
PP 1,238.8 1,238.8 1,238.8 1,242.3
S1 1,223.8 1,223.8 1,241.0 1,231.3
S2 1,203.3 1,203.3 1,237.8
S3 1,167.8 1,188.3 1,234.5
S4 1,132.5 1,153.0 1,224.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,274.2 1,233.0 41.2 3.2% 16.0 1.3% 91% True False 69,649
10 1,274.2 1,218.1 56.1 4.4% 19.8 1.6% 93% True False 81,372
20 1,292.3 1,218.1 74.2 5.8% 17.5 1.4% 70% False False 88,879
40 1,292.3 1,218.1 74.2 5.8% 15.0 1.2% 70% False False 62,166
60 1,292.3 1,201.0 91.3 7.2% 12.5 1.0% 76% False False 41,450
80 1,292.3 1,201.0 91.3 7.2% 9.8 0.8% 76% False False 31,091
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.2
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,317.5
2.618 1,301.0
1.618 1,290.8
1.000 1,284.5
0.618 1,280.5
HIGH 1,274.3
0.618 1,270.3
0.500 1,269.0
0.382 1,268.0
LOW 1,264.0
0.618 1,257.8
1.000 1,253.8
1.618 1,247.5
2.618 1,237.3
4.250 1,220.8
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 1,270.0 1,269.0
PP 1,269.5 1,267.8
S1 1,269.0 1,266.8

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.