ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 637.9 600.0 -37.9 -5.9% 658.3
High 637.9 600.0 -37.9 -5.9% 673.2
Low 637.9 600.0 -37.9 -5.9% 637.9
Close 637.9 600.6 -37.3 -5.8% 637.9
Range
ATR 0.0 15.4 15.4 0.0
Volume 23 1 -22 -95.7% 142
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 600.3 600.5 600.5
R3 600.3 600.5 600.5
R2 600.3 600.3 600.5
R1 600.5 600.5 600.5 600.3
PP 600.3 600.3 600.3 600.3
S1 600.5 600.5 600.5 600.3
S2 600.3 600.3 600.5
S3 600.3 600.5 600.5
S4 600.3 600.5 600.5
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 755.5 732.0 657.3
R3 720.3 696.8 647.5
R2 685.0 685.0 644.3
R1 661.5 661.5 641.3 655.5
PP 649.8 649.8 649.8 646.8
S1 626.3 626.3 634.8 620.3
S2 614.3 614.3 631.5
S3 579.0 590.8 628.3
S4 543.8 555.5 618.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673.2 600.0 73.2 12.2% 1.0 0.2% 1% False True 19
10 704.2 600.0 104.2 17.3% 1.3 0.2% 1% False True 33
Crabel Price Patterns
NR False
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 0.3
Fibonacci Retracements and Extensions
4.250 600.0
2.618 600.0
1.618 600.0
1.000 600.0
0.618 600.0
HIGH 600.0
0.618 600.0
0.500 600.0
0.382 600.0
LOW 600.0
0.618 600.0
1.000 600.0
1.618 600.0
2.618 600.0
4.250 600.0
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 600.5 627.5
PP 600.3 618.5
S1 600.0 609.5

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.