ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 830.9 841.1 10.2 1.2% 828.0
High 842.1 843.4 1.3 0.2% 843.4
Low 823.8 833.0 9.2 1.1% 808.6
Close 840.5 838.8 -1.7 -0.2% 838.8
Range 18.3 10.4 -7.9 -43.2% 34.8
ATR 15.6 15.2 -0.4 -2.4% 0.0
Volume 152,317 89,691 -62,626 -41.1% 627,271
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 869.5 864.5 844.5
R3 859.3 854.3 841.8
R2 848.8 848.8 840.8
R1 843.8 843.8 839.8 841.0
PP 838.5 838.5 838.5 837.0
S1 833.5 833.5 837.8 830.8
S2 828.0 828.0 837.0
S3 817.5 823.0 836.0
S4 807.3 812.5 833.0
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 934.8 921.5 858.0
R3 899.8 886.8 848.3
R2 865.0 865.0 845.3
R1 852.0 852.0 842.0 858.5
PP 830.3 830.3 830.3 833.5
S1 817.3 817.3 835.5 823.8
S2 795.5 795.5 832.5
S3 760.8 782.3 829.3
S4 725.8 747.5 819.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.4 808.6 34.8 4.1% 15.5 1.8% 87% True False 125,454
10 850.6 808.6 42.0 5.0% 16.5 2.0% 72% False False 150,484
20 860.0 789.2 70.8 8.4% 15.0 1.8% 70% False False 143,565
40 860.0 768.4 91.6 10.9% 14.8 1.8% 77% False False 123,194
60 863.0 768.4 94.6 11.3% 13.5 1.6% 74% False False 82,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 887.5
2.618 870.8
1.618 860.3
1.000 853.8
0.618 849.8
HIGH 843.5
0.618 839.5
0.500 838.3
0.382 837.0
LOW 833.0
0.618 826.5
1.000 822.5
1.618 816.3
2.618 805.8
4.250 788.8
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 838.5 837.0
PP 838.5 835.3
S1 838.3 833.5

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.