ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 826.4 818.7 -7.7 -0.9% 796.0
High 828.5 827.7 -0.8 -0.1% 817.8
Low 816.1 816.5 0.4 0.0% 780.0
Close 819.2 827.1 7.9 1.0% 814.4
Range 12.4 11.2 -1.2 -9.7% 37.8
ATR 12.1 12.0 -0.1 -0.5% 0.0
Volume 187,052 163,246 -23,806 -12.7% 300,178
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 857.3 853.5 833.3
R3 846.3 842.3 830.3
R2 835.0 835.0 829.3
R1 831.0 831.0 828.3 833.0
PP 823.8 823.8 823.8 824.8
S1 819.8 819.8 826.0 821.8
S2 812.5 812.5 825.0
S3 801.3 808.8 824.0
S4 790.3 797.5 821.0
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 917.5 903.8 835.3
R3 879.8 866.0 824.8
R2 841.8 841.8 821.3
R1 828.3 828.3 817.8 835.0
PP 804.0 804.0 804.0 807.5
S1 790.3 790.3 811.0 797.3
S2 766.3 766.3 807.5
S3 728.5 752.5 804.0
S4 690.8 714.8 793.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.6 798.3 30.3 3.7% 13.8 1.7% 95% False False 175,568
10 828.6 780.0 48.6 5.9% 14.0 1.7% 97% False False 102,968
20 830.2 780.0 50.2 6.1% 11.8 1.4% 94% False False 51,553
40 830.2 769.2 61.0 7.4% 9.0 1.1% 95% False False 25,789
60 830.2 722.2 108.0 13.1% 6.8 0.8% 97% False False 17,209
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 1.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 875.3
2.618 857.0
1.618 845.8
1.000 839.0
0.618 834.5
HIGH 827.8
0.618 823.5
0.500 822.0
0.382 820.8
LOW 816.5
0.618 809.5
1.000 805.3
1.618 798.5
2.618 787.3
4.250 769.0
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 825.5 824.8
PP 823.8 822.5
S1 822.0 820.3

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.