ICE Russell 2000 Mini Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 796.7 805.5 8.8 1.1% 830.6
High 800.6 808.8 8.2 1.0% 836.6
Low 780.2 783.5 3.3 0.4% 780.2
Close 795.5 790.2 -5.3 -0.7% 795.5
Range 20.4 25.3 4.9 24.0% 56.4
ATR 16.1 16.7 0.7 4.1% 0.0
Volume 216,955 205,679 -11,276 -5.2% 818,807
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 870.0 855.5 804.0
R3 844.8 830.3 797.3
R2 819.5 819.5 794.8
R1 804.8 804.8 792.5 799.5
PP 794.3 794.3 794.3 791.5
S1 779.5 779.5 788.0 774.3
S2 768.8 768.8 785.5
S3 743.5 754.3 783.3
S4 718.3 729.0 776.3
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 973.3 940.8 826.5
R3 917.0 884.5 811.0
R2 860.5 860.5 805.8
R1 828.0 828.0 800.8 816.0
PP 804.0 804.0 804.0 798.0
S1 771.5 771.5 790.3 759.8
S2 747.8 747.8 785.3
S3 691.3 715.3 780.0
S4 635.0 658.8 764.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 835.9 780.2 55.7 7.0% 20.3 2.6% 18% False False 181,652
10 843.4 780.2 63.2 8.0% 17.0 2.1% 16% False False 152,891
20 860.0 780.2 79.8 10.1% 16.3 2.1% 13% False False 153,822
40 860.0 768.4 91.6 11.6% 15.8 2.0% 24% False False 148,701
60 860.0 768.4 91.6 11.6% 14.8 1.9% 24% False False 99,227
80 863.0 768.4 94.6 12.0% 11.8 1.5% 23% False False 74,431
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 3.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 916.3
2.618 875.0
1.618 849.8
1.000 834.0
0.618 824.5
HIGH 808.8
0.618 799.3
0.500 796.3
0.382 793.3
LOW 783.5
0.618 767.8
1.000 758.3
1.618 742.5
2.618 717.3
4.250 676.0
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 796.3 794.5
PP 794.3 793.0
S1 792.3 791.8

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.