ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 769.8 782.6 12.8 1.7% 789.0
High 769.8 782.6 12.8 1.7% 794.0
Low 766.0 782.6 16.6 2.2% 766.0
Close 763.2 782.6 19.4 2.5% 782.6
Range 3.8 0.0 -3.8 -100.0% 28.0
ATR 7.0 7.9 0.9 12.7% 0.0
Volume 3 3 0 0.0% 12
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 782.5 782.5 782.5
R3 782.5 782.5 782.5
R2 782.5 782.5 782.5
R1 782.5 782.5 782.5 782.5
PP 782.5 782.5 782.5 782.5
S1 782.5 782.5 782.5 782.5
S2 782.5 782.5 782.5
S3 782.5 782.5 782.5
S4 782.5 782.5 782.5
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 864.8 851.8 798.0
R3 836.8 823.8 790.3
R2 808.8 808.8 787.8
R1 795.8 795.8 785.3 788.3
PP 780.8 780.8 780.8 777.3
S1 767.8 767.8 780.0 760.3
S2 752.8 752.8 777.5
S3 724.8 739.8 775.0
S4 696.8 711.8 767.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.0 766.0 28.0 3.6% 1.8 0.2% 59% False False 2
10 794.0 759.8 34.2 4.4% 1.0 0.1% 67% False False 17
20 800.5 759.8 40.7 5.2% 1.3 0.2% 56% False False 169
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 782.5
2.618 782.5
1.618 782.5
1.000 782.5
0.618 782.5
HIGH 782.5
0.618 782.5
0.500 782.5
0.382 782.5
LOW 782.5
0.618 782.5
1.000 782.5
1.618 782.5
2.618 782.5
4.250 782.5
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 782.5 779.8
PP 782.5 777.0
S1 782.5 774.3

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.