ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 593.2 582.0 -11.2 -1.9% 607.7
High 594.0 582.0 -12.0 -2.0% 621.0
Low 582.9 563.3 -19.6 -3.4% 594.8
Close 583.9 563.9 -20.0 -3.4% 599.1
Range 11.1 18.7 7.6 68.5% 26.2
ATR 12.9 13.4 0.6 4.3% 0.0
Volume 204 145 -59 -28.9% 834
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 625.8 613.5 574.3
R3 607.3 594.8 569.0
R2 588.5 588.5 567.3
R1 576.3 576.3 565.5 573.0
PP 569.8 569.8 569.8 568.0
S1 557.5 557.5 562.3 554.3
S2 551.0 551.0 560.5
S3 532.3 538.8 558.8
S4 513.8 520.0 553.5
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
5 612.0 563.3 48.7 8.6% 16.3 2.9% 1% False True 172
10 621.0 563.3 57.7 10.2% 15.0 2.7% 1% False True 157
20 621.0 563.3 57.7 10.2% 12.3 2.2% 1% False True 95
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 2.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 661.5
2.618 631.0
1.618 612.3
1.000 600.8
0.618 593.5
HIGH 582.0
0.618 574.8
0.500 572.8
0.382 570.5
LOW 563.3
0.618 551.8
1.000 544.5
1.618 533.0
2.618 514.3
4.250 483.8
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 572.8 585.3
PP 569.8 578.0
S1 566.8 571.0

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.