ICE Russell 2000 Mini Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 1,119.5 1,118.1 -1.4 -0.1% 1,124.0
High 1,126.3 1,120.6 -5.7 -0.5% 1,143.6
Low 1,105.8 1,116.0 10.2 0.9% 1,124.0
Close 1,117.7 1,117.4 -0.3 0.0% 1,138.2
Range 20.5 4.6 -15.9 -77.6% 19.6
ATR 9.7 9.3 -0.4 -3.7% 0.0
Volume 302 1,753 1,451 480.5% 41
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,131.8 1,129.3 1,120.0
R3 1,127.3 1,124.5 1,118.8
R2 1,122.5 1,122.5 1,118.3
R1 1,120.0 1,120.0 1,117.8 1,119.0
PP 1,118.0 1,118.0 1,118.0 1,117.5
S1 1,115.5 1,115.5 1,117.0 1,114.5
S2 1,113.5 1,113.5 1,116.5
S3 1,108.8 1,110.8 1,116.3
S4 1,104.3 1,106.3 1,114.8
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1,194.0 1,185.8 1,149.0
R3 1,174.5 1,166.3 1,143.5
R2 1,154.8 1,154.8 1,141.8
R1 1,146.5 1,146.5 1,140.0 1,150.8
PP 1,135.3 1,135.3 1,135.3 1,137.3
S1 1,127.0 1,127.0 1,136.5 1,131.0
S2 1,115.8 1,115.8 1,134.5
S3 1,096.0 1,107.3 1,132.8
S4 1,076.5 1,087.8 1,127.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,143.6 1,105.8 37.8 3.4% 10.8 1.0% 31% False False 472
10 1,143.6 1,105.8 37.8 3.4% 7.5 0.7% 31% False False 241
20 1,143.6 1,079.2 64.4 5.8% 7.3 0.6% 59% False False 122
40 1,143.6 1,079.0 64.6 5.8% 4.3 0.4% 59% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,140.3
2.618 1,132.8
1.618 1,128.0
1.000 1,125.3
0.618 1,123.5
HIGH 1,120.5
0.618 1,118.8
0.500 1,118.3
0.382 1,117.8
LOW 1,116.0
0.618 1,113.3
1.000 1,111.5
1.618 1,108.5
2.618 1,104.0
4.250 1,096.5
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 1,118.3 1,117.0
PP 1,118.0 1,116.8
S1 1,117.8 1,116.5

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.