ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 838.6 843.0 4.4 0.5% 822.4
High 843.0 849.7 6.7 0.8% 849.7
Low 836.0 841.6 5.6 0.7% 815.2
Close 841.7 845.5 3.8 0.5% 845.5
Range 7.0 8.1 1.1 15.7% 34.5
ATR 14.0 13.6 -0.4 -3.0% 0.0
Volume 106,437 105,524 -913 -0.9% 493,732
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 870.0 865.8 850.0
R3 861.8 857.8 847.8
R2 853.8 853.8 847.0
R1 849.5 849.5 846.3 851.8
PP 845.5 845.5 845.5 846.5
S1 841.5 841.5 844.8 843.5
S2 837.5 837.5 844.0
S3 829.5 833.5 843.3
S4 821.3 825.3 841.0
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 940.3 927.5 864.5
R3 905.8 893.0 855.0
R2 871.3 871.3 851.8
R1 858.5 858.5 848.8 864.8
PP 836.8 836.8 836.8 840.0
S1 824.0 824.0 842.3 830.3
S2 802.3 802.3 839.3
S3 767.8 789.5 836.0
S4 733.3 755.0 826.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 849.7 815.2 34.5 4.1% 10.3 1.2% 88% True False 98,746
10 849.7 791.7 58.0 6.9% 12.3 1.5% 93% True False 110,968
20 849.7 770.2 79.5 9.4% 15.5 1.8% 95% True False 129,769
40 849.7 770.2 79.5 9.4% 13.0 1.5% 95% True False 65,028
60 849.7 764.8 84.9 10.0% 11.0 1.3% 95% True False 43,376
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 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.0
2.618 871.0
1.618 862.8
1.000 857.8
0.618 854.8
HIGH 849.8
0.618 846.5
0.500 845.8
0.382 844.8
LOW 841.5
0.618 836.5
1.000 833.5
1.618 828.5
2.618 820.5
4.250 807.3
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 845.8 843.3
PP 845.5 840.8
S1 845.5 838.5

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.