ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 694.3 698.5 4.2 0.6% 678.7
High 701.2 701.2 0.0 0.0% 686.3
Low 691.1 692.7 1.6 0.2% 675.4
Close 698.8 697.4 -1.4 -0.2% 682.1
Range 10.1 8.5 -1.6 -15.8% 10.9
ATR 10.0 9.9 -0.1 -1.1% 0.0
Volume 108,643 108,329 -314 -0.3% 474,920
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 722.5 718.5 702.0
R3 714.0 710.0 699.8
R2 705.5 705.5 699.0
R1 701.5 701.5 698.3 699.3
PP 697.0 697.0 697.0 696.0
S1 693.0 693.0 696.5 690.8
S2 688.5 688.5 695.8
S3 680.0 684.5 695.0
S4 671.5 676.0 692.8
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 714.0 709.0 688.0
R3 703.0 698.0 685.0
R2 692.3 692.3 684.0
R1 687.3 687.3 683.0 689.8
PP 681.3 681.3 681.3 682.5
S1 676.3 676.3 681.0 678.8
S2 670.3 670.3 680.0
S3 659.5 665.3 679.0
S4 648.5 654.5 676.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 701.2 675.4 25.8 3.7% 10.5 1.5% 85% True False 94,273
10 701.2 673.8 27.4 3.9% 10.0 1.4% 86% True False 109,126
20 701.2 664.1 37.1 5.3% 10.0 1.4% 90% True False 117,481
40 701.2 586.0 115.2 16.5% 9.3 1.3% 97% True False 59,458
60 701.2 577.1 124.1 17.8% 9.3 1.3% 97% True False 39,682
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 737.3
2.618 723.5
1.618 715.0
1.000 709.8
0.618 706.5
HIGH 701.3
0.618 698.0
0.500 697.0
0.382 696.0
LOW 692.8
0.618 687.5
1.000 684.3
1.618 679.0
2.618 670.5
4.250 656.5
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 697.3 695.5
PP 697.0 693.8
S1 697.0 691.8

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.