ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 779.0 788.4 9.4 1.2% 760.1
High 790.0 788.4 -1.6 -0.2% 777.7
Low 779.0 785.4 6.4 0.8% 760.1
Close 788.8 788.6 -0.2 0.0% 779.3
Range 11.0 3.0 -8.0 -72.7% 17.6
ATR 6.5 6.3 -0.2 -3.4% 0.0
Volume 27 43 16 59.3% 221
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 796.5 795.5 790.3
R3 793.5 792.5 789.5
R2 790.5 790.5 789.3
R1 789.5 789.5 789.0 790.0
PP 787.5 787.5 787.5 787.8
S1 786.5 786.5 788.3 787.0
S2 784.5 784.5 788.0
S3 781.5 783.5 787.8
S4 778.5 780.5 787.0
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 825.3 819.8 789.0
R3 807.5 802.3 784.3
R2 790.0 790.0 782.5
R1 784.8 784.8 781.0 787.3
PP 772.3 772.3 772.3 773.8
S1 767.0 767.0 777.8 769.8
S2 754.8 754.8 776.0
S3 737.3 749.5 774.5
S4 719.5 731.8 769.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 790.0 769.2 20.8 2.6% 4.5 0.6% 93% False False 20
10 790.0 760.1 29.9 3.8% 3.5 0.5% 95% False False 47
20 790.0 737.9 52.1 6.6% 3.0 0.4% 97% False False 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 801.3
2.618 796.3
1.618 793.3
1.000 791.5
0.618 790.3
HIGH 788.5
0.618 787.3
0.500 787.0
0.382 786.5
LOW 785.5
0.618 783.5
1.000 782.5
1.618 780.5
2.618 777.5
4.250 772.8
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 788.0 785.5
PP 787.5 782.5
S1 787.0 779.5

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.