ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 675.7 636.0 -39.7 -5.9% 694.1
High 676.4 654.9 -21.5 -3.2% 706.6
Low 634.7 626.0 -8.7 -1.4% 626.0
Close 640.0 648.8 8.8 1.4% 648.8
Range 41.7 28.9 -12.8 -30.7% 80.6
ATR 24.4 24.7 0.3 1.3% 0.0
Volume 226,794 321,304 94,510 41.7% 1,137,482
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 730.0 718.3 664.8
R3 701.0 689.3 656.8
R2 672.3 672.3 654.0
R1 660.5 660.5 651.5 666.3
PP 643.3 643.3 643.3 646.3
S1 631.5 631.5 646.3 637.5
S2 614.3 614.3 643.5
S3 585.5 602.8 640.8
S4 556.5 573.8 633.0
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 902.3 856.3 693.3
R3 821.8 775.5 671.0
R2 741.0 741.0 663.5
R1 695.0 695.0 656.3 677.8
PP 660.5 660.5 660.5 651.8
S1 614.3 614.3 641.5 597.0
S2 579.8 579.8 634.0
S3 499.3 533.8 626.8
S4 418.8 453.3 604.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.6 626.0 80.6 12.4% 30.0 4.6% 28% False True 227,496
10 719.7 626.0 93.7 14.4% 28.5 4.4% 24% False True 220,304
20 745.0 626.0 119.0 18.3% 26.8 4.1% 19% False True 211,218
40 745.0 626.0 119.0 18.3% 19.0 2.9% 19% False True 170,038
60 745.0 621.3 123.7 19.1% 15.8 2.4% 22% False False 138,835
80 745.0 577.1 167.9 25.9% 14.3 2.2% 43% False False 104,203
Crabel Price Patterns
NR True
NR4 False
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 6.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 777.8
2.618 730.5
1.618 701.8
1.000 683.8
0.618 672.8
HIGH 655.0
0.618 643.8
0.500 640.5
0.382 637.0
LOW 626.0
0.618 608.3
1.000 597.0
1.618 579.3
2.618 550.3
4.250 503.3
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 646.0 656.3
PP 643.3 653.8
S1 640.5 651.3

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.