ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 638.4 645.0 6.6 1.0% 628.2
High 647.4 650.9 3.5 0.5% 630.8
Low 637.2 644.3 7.1 1.1% 616.7
Close 645.2 647.2 2.0 0.3% 625.2
Range 10.2 6.6 -3.6 -35.3% 14.1
ATR 9.3 9.1 -0.2 -2.1% 0.0
Volume 4,605 4,172 -433 -9.4% 3,193
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 667.3 663.8 650.8
R3 660.8 657.3 649.0
R2 654.0 654.0 648.5
R1 650.8 650.8 647.8 652.3
PP 647.5 647.5 647.5 648.3
S1 644.0 644.0 646.5 645.8
S2 640.8 640.8 646.0
S3 634.3 637.5 645.5
S4 627.8 630.8 643.5
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 666.5 660.0 633.0
R3 652.5 645.8 629.0
R2 638.3 638.3 627.8
R1 631.8 631.8 626.5 628.0
PP 624.3 624.3 624.3 622.3
S1 617.8 617.8 624.0 614.0
S2 610.3 610.3 622.5
S3 596.0 603.5 621.3
S4 582.0 589.5 617.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 650.9 616.7 34.2 5.3% 9.5 1.5% 89% True False 2,012
10 650.9 616.7 34.2 5.3% 8.5 1.3% 89% True False 1,231
20 650.9 577.1 73.8 11.4% 9.5 1.5% 95% True False 775
40 650.9 577.1 73.8 11.4% 8.8 1.3% 95% True False 442
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 1.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 679.0
2.618 668.3
1.618 661.5
1.000 657.5
0.618 655.0
HIGH 651.0
0.618 648.5
0.500 647.5
0.382 646.8
LOW 644.3
0.618 640.3
1.000 637.8
1.618 633.5
2.618 627.0
4.250 616.3
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 647.5 644.5
PP 647.5 641.8
S1 647.3 638.8

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.