ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 677.8 667.9 -9.9 -1.5% 673.7
High 681.6 681.6 0.0 0.0% 685.2
Low 667.9 664.1 -3.8 -0.6% 666.3
Close 670.5 680.0 9.5 1.4% 670.5
Range 13.7 17.5 3.8 27.7% 18.9
ATR 9.1 9.7 0.6 6.7% 0.0
Volume 149,686 133,058 -16,628 -11.1% 770,444
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 727.8 721.3 689.5
R3 710.3 703.8 684.8
R2 692.8 692.8 683.3
R1 686.3 686.3 681.5 689.5
PP 675.3 675.3 675.3 676.8
S1 668.8 668.8 678.5 672.0
S2 657.8 657.8 676.8
S3 640.3 651.3 675.3
S4 622.8 633.8 670.5
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 730.8 719.5 681.0
R3 711.8 700.5 675.8
R2 693.0 693.0 674.0
R1 681.8 681.8 672.3 677.8
PP 674.0 674.0 674.0 672.0
S1 662.8 662.8 668.8 659.0
S2 655.0 655.0 667.0
S3 636.3 644.0 665.3
S4 617.3 625.0 660.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 685.2 664.1 21.1 3.1% 10.8 1.6% 75% False True 151,593
10 685.2 660.8 24.4 3.6% 10.0 1.5% 79% False False 112,902
20 685.2 616.7 68.5 10.1% 9.5 1.4% 92% False False 57,567
40 685.2 577.1 108.1 15.9% 9.8 1.4% 95% False False 28,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 756.0
2.618 727.5
1.618 710.0
1.000 699.0
0.618 692.5
HIGH 681.5
0.618 675.0
0.500 672.8
0.382 670.8
LOW 664.0
0.618 653.3
1.000 646.5
1.618 635.8
2.618 618.3
4.250 589.8
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 677.5 678.0
PP 675.3 676.3
S1 672.8 674.3

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.