ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 636.0 650.7 14.7 2.3% 694.1
High 654.9 652.5 -2.4 -0.4% 706.6
Low 626.0 636.8 10.8 1.7% 626.0
Close 648.8 640.2 -8.6 -1.3% 648.8
Range 28.9 15.7 -13.2 -45.7% 80.6
ATR 24.7 24.1 -0.6 -2.6% 0.0
Volume 321,304 278,670 -42,634 -13.3% 1,137,482
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 690.3 681.0 648.8
R3 674.5 665.3 644.5
R2 658.8 658.8 643.0
R1 649.5 649.5 641.8 646.3
PP 643.3 643.3 643.3 641.5
S1 633.8 633.8 638.8 630.8
S2 627.5 627.5 637.3
S3 611.8 618.3 636.0
S4 596.0 602.5 631.5
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 12.6% 27.5 4.3% 18% False False 243,260
10 719.7 626.0 93.7 14.6% 26.8 4.2% 15% False False 213,611
20 740.9 626.0 114.9 17.9% 27.0 4.2% 12% False False 218,203
40 745.0 626.0 119.0 18.6% 19.0 3.0% 12% False False 173,206
60 745.0 626.0 119.0 18.6% 16.0 2.5% 12% False False 143,464
80 745.0 577.1 167.9 26.2% 14.3 2.2% 38% False False 107,686
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 719.3
2.618 693.5
1.618 678.0
1.000 668.3
0.618 662.3
HIGH 652.5
0.618 646.5
0.500 644.8
0.382 642.8
LOW 636.8
0.618 627.0
1.000 621.0
1.618 611.5
2.618 595.8
4.250 570.0
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 644.8 651.3
PP 643.3 647.5
S1 641.8 643.8

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.