ICE Russell 2000 Mini Future June 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 672.8 674.4 1.6 0.2% 662.0
High 675.0 677.7 2.7 0.4% 677.7
Low 665.3 668.9 3.6 0.5% 660.8
Close 673.9 674.5 0.6 0.1% 674.5
Range 9.7 8.8 -0.9 -9.3% 16.9
ATR 9.1 9.1 0.0 -0.2% 0.0
Volume 42,274 165,435 123,161 291.3% 229,996
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 700.0 696.0 679.3
R3 691.3 687.3 677.0
R2 682.5 682.5 676.0
R1 678.5 678.5 675.3 680.5
PP 673.8 673.8 673.8 674.8
S1 669.8 669.8 673.8 671.8
S2 665.0 665.0 673.0
S3 656.0 661.0 672.0
S4 647.3 652.0 669.8
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 721.8 715.0 683.8
R3 704.8 698.0 679.3
R2 688.0 688.0 677.5
R1 681.3 681.3 676.0 684.5
PP 671.0 671.0 671.0 672.8
S1 664.3 664.3 673.0 667.8
S2 654.0 654.0 671.5
S3 637.3 647.5 669.8
S4 620.3 630.5 665.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677.7 660.8 16.9 2.5% 8.5 1.3% 81% True False 45,999
10 677.7 626.8 50.9 7.5% 9.0 1.3% 94% True False 24,499
20 677.7 607.7 70.0 10.4% 8.0 1.2% 95% True False 12,423
40 677.7 577.1 100.6 14.9% 9.3 1.4% 97% True False 6,325
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 715.0
2.618 700.8
1.618 692.0
1.000 686.5
0.618 683.3
HIGH 677.8
0.618 674.3
0.500 673.3
0.382 672.3
LOW 669.0
0.618 663.5
1.000 660.0
1.618 654.8
2.618 645.8
4.250 631.5
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 674.0 673.5
PP 673.8 672.5
S1 673.3 671.5

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.