ICE Russell 2000 Mini Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 799.1 797.8 -1.3 -0.2% 791.5
High 808.9 808.7 -0.2 0.0% 814.7
Low 791.2 794.6 3.4 0.4% 787.6
Close 796.0 801.3 5.3 0.7% 801.3
Range 17.7 14.1 -3.6 -20.3% 27.1
ATR 14.9 14.9 -0.1 -0.4% 0.0
Volume 198,336 121,258 -77,078 -38.9% 726,374
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 843.8 836.8 809.0
R3 829.8 822.5 805.3
R2 815.8 815.8 804.0
R1 808.5 808.5 802.5 812.0
PP 801.5 801.5 801.5 803.3
S1 794.3 794.3 800.0 798.0
S2 787.5 787.5 798.8
S3 773.3 780.3 797.5
S4 759.3 766.3 793.5
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 882.5 869.0 816.3
R3 855.5 842.0 808.8
R2 828.3 828.3 806.3
R1 814.8 814.8 803.8 821.5
PP 801.3 801.3 801.3 804.5
S1 787.8 787.8 798.8 794.5
S2 774.0 774.0 796.3
S3 747.0 760.5 793.8
S4 720.0 733.5 786.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.7 787.6 27.1 3.4% 15.8 2.0% 51% False False 145,274
10 814.7 780.0 34.7 4.3% 15.3 1.9% 61% False False 147,286
20 850.6 780.0 70.6 8.8% 15.3 1.9% 30% False False 137,907
40 850.6 780.0 70.6 8.8% 14.3 1.8% 30% False False 110,041
60 850.6 780.0 70.6 8.8% 11.8 1.5% 30% False False 73,377
80 850.6 737.9 112.7 14.1% 9.5 1.2% 56% False False 55,043
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 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 868.5
2.618 845.5
1.618 831.5
1.000 822.8
0.618 817.5
HIGH 808.8
0.618 803.3
0.500 801.8
0.382 800.0
LOW 794.5
0.618 786.0
1.000 780.5
1.618 771.8
2.618 757.8
4.250 734.8
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 801.8 801.0
PP 801.5 800.5
S1 801.5 800.0

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.