ICE Russell 2000 Mini Future September 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
18-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 1,000.4 1,000.0 -0.4 0.0% 1,035.0
High 1,000.4 1,000.0 -0.4 0.0% 1,035.0
Low 1,000.4 981.8 -18.6 -1.9% 1,000.4
Close 1,000.4 981.8 -18.6 -1.9% 1,000.4
Range 0.0 18.2 18.2 34.6
ATR 13.1 13.5 0.4 3.0% 0.0
Volume 0 1 1 1
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,042.5 1,030.3 991.8
R3 1,024.3 1,012.3 986.8
R2 1,006.0 1,006.0 985.3
R1 994.0 994.0 983.5 991.0
PP 987.8 987.8 987.8 986.3
S1 975.8 975.8 980.3 972.8
S2 969.8 969.8 978.5
S3 951.5 957.5 976.8
S4 933.3 939.3 971.8
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1,115.8 1,092.8 1,019.5
R3 1,081.3 1,058.0 1,010.0
R2 1,046.5 1,046.5 1,006.8
R1 1,023.5 1,023.5 1,003.5 1,017.8
PP 1,012.0 1,012.0 1,012.0 1,009.0
S1 988.8 988.8 997.3 983.0
S2 977.3 977.3 994.0
S3 942.8 954.3 991.0
S4 908.3 919.8 981.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,015.0 981.8 33.2 3.4% 3.8 0.4% 0% False True
10 1,087.0 981.8 105.2 10.7% 2.3 0.2% 0% False True
20 1,155.4 981.8 173.6 17.7% 1.0 0.1% 0% False True
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 0.0
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1,077.3
2.618 1,047.8
1.618 1,029.5
1.000 1,018.3
0.618 1,011.3
HIGH 1,000.0
0.618 993.0
0.500 991.0
0.382 988.8
LOW 981.8
0.618 970.5
1.000 963.5
1.618 952.3
2.618 934.3
4.250 904.5
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 991.0 991.0
PP 987.8 988.0
S1 984.8 985.0

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.