ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 729.5 715.2 -14.3 -2.0% 745.7
High 729.5 726.0 -3.5 -0.5% 746.9
Low 729.5 708.9 -20.6 -2.8% 704.5
Close 712.3 718.1 5.8 0.8% 741.1
Range 0.0 17.1 17.1 42.4
ATR 14.9 15.0 0.2 1.1% 0.0
Volume 1 325 324 32,400.0% 73
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 769.0 760.8 727.5
R3 751.8 743.5 722.8
R2 734.8 734.8 721.3
R1 726.5 726.5 719.8 730.5
PP 717.8 717.8 717.8 719.8
S1 709.3 709.3 716.5 713.5
S2 700.5 700.5 715.0
S3 683.5 692.3 713.5
S4 666.3 675.3 708.8
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 858.0 842.0 764.5
R3 815.8 799.5 752.8
R2 773.3 773.3 748.8
R1 757.3 757.3 745.0 744.0
PP 730.8 730.8 730.8 724.3
S1 714.8 714.8 737.3 701.5
S2 688.5 688.5 733.3
S3 646.0 672.3 729.5
S4 603.8 630.0 717.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 749.4 708.9 40.5 5.6% 4.5 0.6% 23% False True 169
10 760.3 704.5 55.8 7.8% 7.5 1.0% 24% False False 90
20 765.1 689.3 75.8 10.6% 7.0 1.0% 38% False False 49
40 765.1 599.4 165.7 23.1% 4.0 0.6% 72% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 798.8
2.618 770.8
1.618 753.8
1.000 743.0
0.618 736.5
HIGH 726.0
0.618 719.5
0.500 717.5
0.382 715.5
LOW 709.0
0.618 698.3
1.000 691.8
1.618 681.3
2.618 664.3
4.250 636.3
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 718.0 729.3
PP 717.8 725.5
S1 717.5 721.8

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.