ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 641.7 645.5 3.8 0.6% 644.0
High 647.1 646.6 -0.5 -0.1% 648.9
Low 638.7 630.9 -7.8 -1.2% 630.7
Close 645.8 636.6 -9.2 -1.4% 636.6
Range 8.4 15.7 7.3 86.9% 18.2
ATR 10.1 10.5 0.4 3.9% 0.0
Volume 102,369 82,906 -19,463 -19.0% 461,923
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 685.3 676.5 645.3
R3 669.5 660.8 641.0
R2 653.8 653.8 639.5
R1 645.3 645.3 638.0 641.5
PP 638.0 638.0 638.0 636.3
S1 629.5 629.5 635.3 626.0
S2 622.3 622.3 633.8
S3 606.8 613.8 632.3
S4 591.0 598.0 628.0
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 693.3 683.3 646.5
R3 675.3 665.0 641.5
R2 657.0 657.0 640.0
R1 646.8 646.8 638.3 642.8
PP 638.8 638.8 638.8 636.8
S1 628.5 628.5 635.0 624.5
S2 620.5 620.5 633.3
S3 602.3 610.3 631.5
S4 584.3 592.3 626.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648.9 630.7 18.2 2.9% 11.8 1.8% 32% False False 92,384
10 648.9 625.2 23.7 3.7% 10.5 1.7% 48% False False 89,088
20 648.9 597.7 51.2 8.0% 9.5 1.5% 76% False False 83,958
40 648.9 557.0 91.9 14.4% 10.8 1.7% 87% False False 57,769
60 648.9 549.9 99.0 15.6% 11.3 1.8% 88% False False 38,578
80 648.9 549.9 99.0 15.6% 11.3 1.8% 88% False False 28,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 713.3
2.618 687.8
1.618 672.0
1.000 662.3
0.618 656.3
HIGH 646.5
0.618 640.5
0.500 638.8
0.382 637.0
LOW 631.0
0.618 621.3
1.000 615.3
1.618 605.5
2.618 589.8
4.250 564.3
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 638.8 639.0
PP 638.0 638.3
S1 637.3 637.3

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.