ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 718.7 717.8 -0.9 -0.1% 739.9
High 719.9 724.7 4.8 0.7% 739.9
Low 712.7 715.5 2.8 0.4% 712.7
Close 714.4 714.9 0.5 0.1% 714.9
Range 7.2 9.2 2.0 27.8% 27.2
ATR 14.8 14.5 -0.3 -2.2% 0.0
Volume 158 158 0 0.0% 1,354
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 746.0 739.8 720.0
R3 736.8 730.5 717.5
R2 727.5 727.5 716.5
R1 721.3 721.3 715.8 719.8
PP 718.3 718.3 718.3 717.8
S1 712.0 712.0 714.0 710.5
S2 709.3 709.3 713.3
S3 700.0 702.8 712.3
S4 690.8 693.8 709.8
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 804.0 786.8 729.8
R3 777.0 759.5 722.5
R2 749.8 749.8 720.0
R1 732.3 732.3 717.5 727.5
PP 722.5 722.5 722.5 720.0
S1 705.0 705.0 712.5 700.3
S2 695.3 695.3 710.0
S3 668.0 678.0 707.5
S4 641.0 650.8 700.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 739.9 712.7 27.2 3.8% 11.5 1.6% 8% False False 270
10 749.4 708.9 40.5 5.7% 10.0 1.4% 15% False False 250
20 765.1 700.1 65.0 9.1% 10.8 1.5% 23% False False 132
40 765.1 599.4 165.7 23.2% 5.8 0.8% 70% False False 72
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 763.8
2.618 748.8
1.618 739.5
1.000 734.0
0.618 730.5
HIGH 724.8
0.618 721.3
0.500 720.0
0.382 719.0
LOW 715.5
0.618 709.8
1.000 706.3
1.618 700.5
2.618 691.5
4.250 676.5
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 720.0 726.0
PP 718.3 722.3
S1 716.8 718.5

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.