ICE Russell 2000 Mini Future September 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 1,153.0 1,162.4 9.4 0.8% 1,104.6
High 1,164.7 1,165.5 0.8 0.1% 1,164.7
Low 1,143.3 1,150.0 6.7 0.6% 1,071.6
Close 1,164.0 1,157.5 -6.5 -0.6% 1,164.0
Range 21.4 15.5 -5.9 -27.6% 93.1
ATR 27.1 26.2 -0.8 -3.1% 0.0
Volume 114,546 105,896 -8,650 -7.6% 970,228
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,204.3 1,196.3 1,166.0
R3 1,188.8 1,180.8 1,161.8
R2 1,173.3 1,173.3 1,160.3
R1 1,165.3 1,165.3 1,159.0 1,161.5
PP 1,157.8 1,157.8 1,157.8 1,155.8
S1 1,149.8 1,149.8 1,156.0 1,146.0
S2 1,142.3 1,142.3 1,154.8
S3 1,126.8 1,134.3 1,153.3
S4 1,111.3 1,118.8 1,149.0
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1,412.8 1,381.5 1,215.3
R3 1,319.8 1,288.3 1,189.5
R2 1,226.5 1,226.5 1,181.0
R1 1,195.3 1,195.3 1,172.5 1,211.0
PP 1,133.5 1,133.5 1,133.5 1,141.3
S1 1,102.3 1,102.3 1,155.5 1,117.8
S2 1,040.3 1,040.3 1,147.0
S3 947.3 1,009.0 1,138.5
S4 854.3 916.0 1,112.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,165.5 1,097.1 68.4 5.9% 31.5 2.7% 88% True False 163,447
10 1,224.8 1,071.6 153.2 13.2% 33.5 2.9% 56% False False 169,165
20 1,241.7 1,071.6 170.1 14.7% 26.3 2.3% 50% False False 132,026
40 1,274.2 1,071.6 202.6 17.5% 22.3 1.9% 42% False False 111,282
60 1,292.3 1,071.6 220.7 19.1% 20.0 1.7% 39% False False 103,536
80 1,292.3 1,071.6 220.7 19.1% 17.3 1.5% 39% False False 77,678
100 1,292.3 1,071.6 220.7 19.1% 15.0 1.3% 39% False False 62,146
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 7.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,231.5
2.618 1,206.0
1.618 1,190.5
1.000 1,181.0
0.618 1,175.0
HIGH 1,165.5
0.618 1,159.5
0.500 1,157.8
0.382 1,156.0
LOW 1,150.0
0.618 1,140.5
1.000 1,134.5
1.618 1,125.0
2.618 1,109.5
4.250 1,084.0
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 1,157.8 1,153.8
PP 1,157.8 1,150.0
S1 1,157.5 1,146.3

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.