ICE Russell 2000 Mini Future March 2012


Trading Metrics calculated at close of trading on 24-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 24-Nov-2011 Change Change % Previous Week
Open 683.3 673.0 -10.3 -1.5% 739.9
High 686.6 673.0 -13.6 -2.0% 739.9
Low 669.6 669.1 -0.5 -0.1% 712.7
Close 668.4 668.4 0.0 0.0% 714.9
Range 17.0 3.9 -13.1 -77.1% 27.2
ATR 15.0 14.2 -0.7 -4.9% 0.0
Volume 269 6 -263 -97.8% 1,354
Daily Pivots for day following 24-Nov-2011
Classic Woodie Camarilla DeMark
R4 681.8 679.0 670.5
R3 678.0 675.3 669.5
R2 674.0 674.0 669.0
R1 671.3 671.3 668.8 670.8
PP 670.3 670.3 670.3 670.0
S1 667.3 667.3 668.0 666.8
S2 666.3 666.3 667.8
S3 662.3 663.5 667.3
S4 658.5 659.5 666.3
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
5 724.7 669.1 55.6 8.3% 9.0 1.4% -1% False True 126
10 739.9 669.1 70.8 10.6% 11.3 1.7% -1% False True 215
20 760.3 669.1 91.2 13.6% 9.5 1.4% -1% False True 152
40 765.1 599.4 165.7 24.8% 6.5 1.0% 42% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.7
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 689.5
2.618 683.3
1.618 679.3
1.000 677.0
0.618 675.5
HIGH 673.0
0.618 671.5
0.500 671.0
0.382 670.5
LOW 669.0
0.618 666.8
1.000 665.3
1.618 662.8
2.618 659.0
4.250 652.5
Fisher Pivots for day following 24-Nov-2011
Pivot 1 day 3 day
R1 671.0 684.5
PP 670.3 679.3
S1 669.3 673.8

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.