ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 674.1 676.5 2.4 0.4% 663.6
High 677.4 680.1 2.7 0.4% 680.1
Low 667.7 671.4 3.7 0.6% 663.0
Close 676.4 677.0 0.6 0.1% 677.0
Range 9.7 8.7 -1.0 -10.3% 17.1
ATR 10.6 10.5 -0.1 -1.3% 0.0
Volume 178,521 173,476 -5,045 -2.8% 730,089
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 702.3 698.3 681.8
R3 693.5 689.8 679.5
R2 684.8 684.8 678.5
R1 681.0 681.0 677.8 683.0
PP 676.3 676.3 676.3 677.3
S1 672.3 672.3 676.3 674.3
S2 667.5 667.5 675.5
S3 658.8 663.5 674.5
S4 650.0 654.8 672.3
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 724.8 718.0 686.5
R3 707.5 700.8 681.8
R2 690.5 690.5 680.3
R1 683.8 683.8 678.5 687.0
PP 673.3 673.3 673.3 675.0
S1 666.8 666.8 675.5 670.0
S2 656.3 656.3 673.8
S3 639.3 649.5 672.3
S4 622.0 632.5 667.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.1 663.0 17.1 2.5% 8.8 1.3% 82% True False 146,017
10 680.1 629.1 51.0 7.5% 9.5 1.4% 94% True False 131,841
20 680.1 596.5 83.6 12.3% 9.8 1.4% 96% True False 116,500
40 680.1 578.4 101.7 15.0% 12.0 1.8% 97% True False 126,634
60 680.1 578.4 101.7 15.0% 11.0 1.6% 97% True False 114,640
80 680.1 557.0 123.1 18.2% 11.3 1.6% 97% True False 89,889
100 680.1 549.9 130.2 19.2% 11.8 1.7% 98% True False 71,952
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 717.0
2.618 703.0
1.618 694.3
1.000 688.8
0.618 685.5
HIGH 680.0
0.618 676.8
0.500 675.8
0.382 674.8
LOW 671.5
0.618 666.0
1.000 662.8
1.618 657.3
2.618 648.5
4.250 634.5
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 676.5 676.0
PP 676.3 675.0
S1 675.8 674.0

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.