ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 831.0 836.9 5.9 0.7% 830.1
High 835.4 836.9 1.5 0.2% 831.1
Low 831.0 836.9 5.9 0.7% 811.9
Close 835.8 838.2 2.4 0.3% 831.1
Range 4.4 0.0 -4.4 -100.0% 19.2
ATR 0.0 7.0 7.0 0.0
Volume 27 15 -12 -44.4% 142
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 837.3 837.8 838.3
R3 837.3 837.8 838.3
R2 837.3 837.3 838.3
R1 837.8 837.8 838.3 837.5
PP 837.3 837.3 837.3 837.3
S1 837.8 837.8 838.3 837.5
S2 837.3 837.3 838.3
S3 837.3 837.8 838.3
S4 837.3 837.8 838.3
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 882.3 876.0 841.8
R3 863.0 856.8 836.5
R2 844.0 844.0 834.5
R1 837.5 837.5 832.8 840.8
PP 824.8 824.8 824.8 826.3
S1 818.3 818.3 829.3 821.5
S2 805.5 805.5 827.5
S3 786.3 799.0 825.8
S4 767.0 780.0 820.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 836.9 811.0 25.9 3.1% 2.3 0.3% 105% True False 8
10 836.9 811.0 25.9 3.1% 1.5 0.2% 105% True False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 837.0
2.618 837.0
1.618 837.0
1.000 837.0
0.618 837.0
HIGH 837.0
0.618 837.0
0.500 837.0
0.382 837.0
LOW 837.0
0.618 837.0
1.000 837.0
1.618 837.0
2.618 837.0
4.250 837.0
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 837.8 834.8
PP 837.3 831.3
S1 837.0 827.8

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.