ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 827.6 833.5 5.9 0.7% 813.3
High 840.5 833.9 -6.6 -0.8% 829.3
Low 821.8 822.0 0.2 0.0% 806.6
Close 833.2 825.7 -7.5 -0.9% 826.7
Range 18.7 11.9 -6.8 -36.4% 22.7
ATR 12.1 12.1 0.0 -0.1% 0.0
Volume 137,225 122,013 -15,212 -11.1% 834,669
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 863.0 856.3 832.3
R3 851.0 844.3 829.0
R2 839.0 839.0 828.0
R1 832.5 832.5 826.8 829.8
PP 827.3 827.3 827.3 826.0
S1 820.5 820.5 824.5 818.0
S2 815.3 815.3 823.5
S3 803.5 808.5 822.5
S4 791.5 796.8 819.3
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 889.0 880.5 839.3
R3 866.3 857.8 833.0
R2 843.5 843.5 830.8
R1 835.3 835.3 828.8 839.3
PP 820.8 820.8 820.8 823.0
S1 812.5 812.5 824.5 816.8
S2 798.3 798.3 822.5
S3 775.5 789.8 820.5
S4 752.8 767.0 814.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 840.5 816.1 24.4 3.0% 12.3 1.5% 39% False False 143,068
10 840.5 784.0 56.5 6.8% 12.8 1.5% 74% False False 138,870
20 840.5 780.0 60.5 7.3% 12.5 1.5% 76% False False 69,801
40 840.5 779.0 61.5 7.4% 9.8 1.2% 76% False False 34,914
60 840.5 734.0 106.5 12.9% 7.3 0.9% 86% False False 23,288
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 2.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.5
2.618 865.0
1.618 853.3
1.000 845.8
0.618 841.3
HIGH 834.0
0.618 829.3
0.500 828.0
0.382 826.5
LOW 822.0
0.618 814.8
1.000 810.0
1.618 802.8
2.618 790.8
4.250 771.5
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 828.0 831.3
PP 827.3 829.3
S1 826.5 827.5

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.