ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 803.5 798.3 -5.2 -0.6% 796.7
High 807.6 798.3 -9.3 -1.2% 807.6
Low 797.2 787.2 -10.0 -1.3% 785.7
Close 798.7 788.7 -10.0 -1.3% 788.7
Range 10.4 11.1 0.7 6.7% 21.9
ATR 14.1 13.9 -0.2 -1.3% 0.0
Volume 95,984 121,004 25,020 26.1% 523,846
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 824.8 817.8 794.8
R3 813.5 806.8 791.8
R2 802.5 802.5 790.8
R1 795.5 795.5 789.8 793.5
PP 791.5 791.5 791.5 790.3
S1 784.5 784.5 787.8 782.5
S2 780.3 780.3 786.8
S3 769.3 773.5 785.8
S4 758.0 762.3 782.5
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 859.8 846.0 800.8
R3 837.8 824.3 794.8
R2 816.0 816.0 792.8
R1 802.3 802.3 790.8 798.3
PP 794.0 794.0 794.0 792.0
S1 780.5 780.5 786.8 776.3
S2 772.0 772.0 784.8
S3 750.3 758.5 782.8
S4 728.3 736.5 776.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 807.6 785.7 21.9 2.8% 11.5 1.4% 14% False False 104,769
10 809.1 774.8 34.3 4.3% 12.8 1.6% 41% False False 107,274
20 820.5 753.2 67.3 8.5% 13.8 1.8% 53% False False 113,977
40 820.5 722.1 98.4 12.5% 15.0 1.9% 68% False False 103,210
60 825.1 722.1 103.0 13.1% 12.0 1.5% 65% False False 68,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 845.5
2.618 827.3
1.618 816.3
1.000 809.5
0.618 805.3
HIGH 798.3
0.618 794.0
0.500 792.8
0.382 791.5
LOW 787.3
0.618 780.3
1.000 776.0
1.618 769.3
2.618 758.3
4.250 740.0
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 792.8 797.5
PP 791.5 794.5
S1 790.0 791.5

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.