ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 721.8 720.9 -0.9 -0.1% 702.0
High 725.6 733.3 7.7 1.1% 724.1
Low 717.5 712.9 -4.6 -0.6% 697.6
Close 723.2 729.0 5.8 0.8% 713.8
Range 8.1 20.4 12.3 151.9% 26.5
ATR 10.8 11.5 0.7 6.4% 0.0
Volume 137,769 140,099 2,330 1.7% 597,391
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 786.3 778.0 740.3
R3 765.8 757.8 734.5
R2 745.5 745.5 732.8
R1 737.3 737.3 730.8 741.3
PP 725.0 725.0 725.0 727.0
S1 716.8 716.8 727.3 721.0
S2 704.8 704.8 725.3
S3 684.3 696.5 723.5
S4 663.8 676.0 717.8
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 791.3 779.0 728.5
R3 764.8 752.5 721.0
R2 738.3 738.3 718.8
R1 726.0 726.0 716.3 732.3
PP 711.8 711.8 711.8 715.0
S1 699.5 699.5 711.3 705.8
S2 685.3 685.3 709.0
S3 658.8 673.0 706.5
S4 632.3 646.5 699.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.3 699.7 33.6 4.6% 14.8 2.0% 87% True False 166,856
10 733.3 693.1 40.2 5.5% 12.3 1.7% 89% True False 140,968
20 733.3 673.8 59.5 8.2% 11.3 1.5% 93% True False 125,451
40 733.3 616.7 116.6 16.0% 10.3 1.4% 96% True False 97,995
60 733.3 577.1 156.2 21.4% 10.3 1.4% 97% True False 65,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 820.0
2.618 786.8
1.618 766.3
1.000 753.8
0.618 746.0
HIGH 733.3
0.618 725.5
0.500 723.0
0.382 720.8
LOW 713.0
0.618 700.3
1.000 692.5
1.618 680.0
2.618 659.5
4.250 626.3
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 727.0 726.5
PP 725.0 723.8
S1 723.0 721.3

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.