ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 758.9 761.5 2.6 0.3% 752.0
High 758.9 761.5 2.6 0.3% 754.9
Low 758.9 761.5 2.6 0.3% 740.6
Close 758.3 761.5 3.2 0.4% 744.4
Range
ATR 6.3 6.1 -0.2 -3.5% 0.0
Volume 36 0 -36 -100.0% 113
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 761.5 761.5 761.5
R3 761.5 761.5 761.5
R2 761.5 761.5 761.5
R1 761.5 761.5 761.5 761.5
PP 761.5 761.5 761.5 761.5
S1 761.5 761.5 761.5 761.5
S2 761.5 761.5 761.5
S3 761.5 761.5 761.5
S4 761.5 761.5 761.5
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 789.5 781.3 752.3
R3 775.3 767.0 748.3
R2 761.0 761.0 747.0
R1 752.8 752.8 745.8 749.8
PP 746.8 746.8 746.8 745.0
S1 738.3 738.3 743.0 735.3
S2 732.3 732.3 741.8
S3 718.0 724.0 740.5
S4 703.8 709.8 736.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 761.5 737.9 23.6 3.1% 1.8 0.2% 100% True False 18
10 761.5 734.0 27.5 3.6% 1.5 0.2% 100% True False 17
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 0.0
Fibonacci Retracements and Extensions
4.250 761.5
2.618 761.5
1.618 761.5
1.000 761.5
0.618 761.5
HIGH 761.5
0.618 761.5
0.500 761.5
0.382 761.5
LOW 761.5
0.618 761.5
1.000 761.5
1.618 761.5
2.618 761.5
4.250 761.5
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 761.5 757.5
PP 761.5 753.8
S1 761.5 749.8

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.