ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 841.1 830.6 -10.5 -1.2% 828.0
High 843.4 836.6 -6.8 -0.8% 843.4
Low 833.0 826.4 -6.6 -0.8% 808.6
Close 838.8 830.9 -7.9 -0.9% 838.8
Range 10.4 10.2 -0.2 -1.9% 34.8
ATR 15.2 15.0 -0.2 -1.3% 0.0
Volume 89,691 116,224 26,533 29.6% 627,271
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 862.0 856.5 836.5
R3 851.8 846.5 833.8
R2 841.5 841.5 832.8
R1 836.3 836.3 831.8 838.8
PP 831.3 831.3 831.3 832.5
S1 826.0 826.0 830.0 828.8
S2 821.0 821.0 829.0
S3 811.0 815.8 828.0
S4 800.8 805.5 825.3
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
5 843.4 815.2 28.2 3.4% 13.5 1.6% 56% False False 124,131
10 843.9 808.6 35.3 4.2% 15.5 1.9% 63% False False 145,958
20 860.0 789.2 70.8 8.5% 14.8 1.8% 59% False False 143,574
40 860.0 768.4 91.6 11.0% 15.0 1.8% 68% False False 126,091
60 863.0 768.4 94.6 11.4% 13.8 1.6% 66% False False 84,100
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 880.0
2.618 863.3
1.618 853.0
1.000 846.8
0.618 843.0
HIGH 836.5
0.618 832.8
0.500 831.5
0.382 830.3
LOW 826.5
0.618 820.0
1.000 816.3
1.618 810.0
2.618 799.8
4.250 783.0
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 831.5 833.5
PP 831.3 832.8
S1 831.0 831.8

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.