ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 771.5 759.8 -11.7 -1.5% 790.4
High 771.5 759.8 -11.7 -1.5% 797.8
Low 771.5 759.8 -11.7 -1.5% 784.7
Close 771.5 759.8 -11.7 -1.5% 784.7
Range
ATR 6.4 6.8 0.4 6.0% 0.0
Volume
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 759.8 759.8 759.8
R3 759.8 759.8 759.8
R2 759.8 759.8 759.8
R1 759.8 759.8 759.8 759.8
PP 759.8 759.8 759.8 759.8
S1 759.8 759.8 759.8 759.8
S2 759.8 759.8 759.8
S3 759.8 759.8 759.8
S4 759.8 759.8 759.8
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 828.3 819.8 792.0
R3 815.3 806.5 788.3
R2 802.3 802.3 787.0
R1 793.5 793.5 786.0 791.3
PP 789.0 789.0 789.0 788.0
S1 780.3 780.3 783.5 778.3
S2 776.0 776.0 782.3
S3 762.8 767.3 781.0
S4 749.8 754.3 777.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.8 759.8 38.0 5.0% 0.0 0.0% 0% False True 600
10 797.8 759.8 38.0 5.0% 0.3 0.0% 0% False True 320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0
Fibonacci Retracements and Extensions
4.250 759.8
2.618 759.8
1.618 759.8
1.000 759.8
0.618 759.8
HIGH 759.8
0.618 759.8
0.500 759.8
0.382 759.8
LOW 759.8
0.618 759.8
1.000 759.8
1.618 759.8
2.618 759.8
4.250 759.8
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 759.8 772.3
PP 759.8 768.0
S1 759.8 764.0

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.