ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 653.2 663.6 10.4 1.6% 629.1
High 666.1 668.1 2.0 0.3% 666.1
Low 652.2 663.4 11.2 1.7% 629.1
Close 664.4 666.3 1.9 0.3% 664.4
Range 13.9 4.7 -9.2 -66.2% 37.0
ATR 11.2 10.7 -0.5 -4.1% 0.0
Volume 106,376 130,634 24,258 22.8% 588,329
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 680.0 677.8 669.0
R3 675.3 673.3 667.5
R2 670.8 670.8 667.3
R1 668.5 668.5 666.8 669.5
PP 666.0 666.0 666.0 666.5
S1 663.8 663.8 665.8 664.8
S2 661.3 661.3 665.5
S3 656.5 659.0 665.0
S4 651.8 654.3 663.8
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 764.3 751.3 684.8
R3 727.3 714.3 674.5
R2 690.3 690.3 671.3
R1 677.3 677.3 667.8 683.8
PP 653.3 653.3 653.3 656.5
S1 640.3 640.3 661.0 646.8
S2 616.3 616.3 657.5
S3 579.3 603.3 654.3
S4 542.3 566.3 644.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668.1 640.2 27.9 4.2% 8.5 1.3% 94% True False 121,417
10 668.1 618.5 49.6 7.4% 10.0 1.5% 96% True False 116,967
20 668.1 584.4 83.7 12.6% 10.5 1.6% 98% True False 117,299
40 668.1 578.4 89.7 13.5% 12.0 1.8% 98% True False 121,147
60 668.1 578.4 89.7 13.5% 11.0 1.7% 98% True False 109,649
80 668.1 557.0 111.1 16.7% 11.3 1.7% 98% True False 82,411
100 668.1 549.9 118.2 17.7% 11.8 1.7% 98% True False 65,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.8
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 688.0
2.618 680.5
1.618 675.8
1.000 672.8
0.618 671.0
HIGH 668.0
0.618 666.3
0.500 665.8
0.382 665.3
LOW 663.5
0.618 660.5
1.000 658.8
1.618 655.8
2.618 651.0
4.250 643.5
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 666.0 663.3
PP 666.0 660.5
S1 665.8 657.5

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.