ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 612.0 602.1 -9.9 -1.6% 607.7
High 612.0 607.0 -5.0 -0.8% 621.0
Low 595.9 588.3 -7.6 -1.3% 594.8
Close 599.1 592.4 -6.7 -1.1% 599.1
Range 16.1 18.7 2.6 16.1% 26.2
ATR 12.6 13.0 0.4 3.5% 0.0
Volume 112 306 194 173.2% 834
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 652.0 641.0 602.8
R3 633.3 622.3 597.5
R2 614.5 614.5 595.8
R1 603.5 603.5 594.0 599.8
PP 596.0 596.0 596.0 594.0
S1 584.8 584.8 590.8 581.0
S2 577.3 577.3 589.0
S3 558.5 566.0 587.3
S4 539.8 547.5 582.0
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 683.5 667.5 613.5
R3 657.3 641.3 606.3
R2 631.3 631.3 604.0
R1 615.3 615.3 601.5 610.0
PP 605.0 605.0 605.0 602.5
S1 589.0 589.0 596.8 583.8
S2 578.8 578.8 594.3
S3 552.5 562.8 592.0
S4 526.3 536.5 584.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620.3 588.3 32.0 5.4% 18.0 3.0% 13% False True 176
10 621.0 588.3 32.7 5.5% 14.0 2.4% 13% False True 126
20 621.0 572.4 48.6 8.2% 11.8 2.0% 41% False False 79
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 2.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 686.5
2.618 656.0
1.618 637.3
1.000 625.8
0.618 618.5
HIGH 607.0
0.618 599.8
0.500 597.8
0.382 595.5
LOW 588.3
0.618 576.8
1.000 569.5
1.618 558.0
2.618 539.3
4.250 508.8
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 597.8 600.3
PP 596.0 597.5
S1 594.3 595.0

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.