ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 671.7 677.4 5.7 0.8% 662.0
High 677.4 685.2 7.8 1.2% 677.7
Low 669.8 676.8 7.0 1.0% 660.8
Close 677.0 680.3 3.3 0.5% 674.5
Range 7.6 8.4 0.8 10.5% 16.9
ATR 8.9 8.9 0.0 -0.4% 0.0
Volume 151,420 169,302 17,882 11.8% 229,996
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 706.0 701.5 685.0
R3 697.5 693.3 682.5
R2 689.3 689.3 681.8
R1 684.8 684.8 681.0 687.0
PP 680.8 680.8 680.8 682.0
S1 676.3 676.3 679.5 678.5
S2 672.3 672.3 678.8
S3 664.0 668.0 678.0
S4 655.5 659.5 675.8
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
5 685.2 665.3 19.9 2.9% 8.5 1.3% 75% True False 134,793
10 685.2 644.9 40.3 5.9% 8.5 1.3% 88% True False 70,229
20 685.2 616.7 68.5 10.1% 8.5 1.3% 93% True False 35,730
40 685.2 577.1 108.1 15.9% 9.3 1.4% 95% True False 17,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 721.0
2.618 707.3
1.618 698.8
1.000 693.5
0.618 690.5
HIGH 685.3
0.618 682.0
0.500 681.0
0.382 680.0
LOW 676.8
0.618 671.5
1.000 668.5
1.618 663.3
2.618 654.8
4.250 641.0
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 681.0 678.8
PP 680.8 677.3
S1 680.5 675.8

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.