ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 719.4 710.0 -9.4 -1.3% 737.6
High 719.4 710.0 -9.4 -1.3% 742.0
Low 704.0 693.7 -10.3 -1.5% 712.0
Close 708.4 696.4 -12.0 -1.7% 713.1
Range 15.4 16.3 0.9 5.8% 30.0
ATR 11.9 12.2 0.3 2.7% 0.0
Volume 28 225 197 703.6% 1,064
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 749.0 739.0 705.3
R3 732.8 722.8 701.0
R2 716.3 716.3 699.5
R1 706.3 706.3 698.0 703.3
PP 700.0 700.0 700.0 698.5
S1 690.0 690.0 695.0 687.0
S2 683.8 683.8 693.5
S3 667.5 673.8 692.0
S4 651.3 657.5 687.5
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 812.3 792.8 729.5
R3 782.3 762.8 721.3
R2 752.3 752.3 718.5
R1 732.8 732.8 715.8 727.5
PP 722.3 722.3 722.3 719.8
S1 702.8 702.8 710.3 697.5
S2 692.3 692.3 707.5
S3 662.3 672.8 704.8
S4 632.3 642.8 696.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 737.0 693.7 43.3 6.2% 16.5 2.4% 6% False True 268
10 742.0 693.7 48.3 6.9% 14.5 2.1% 6% False True 254
20 742.0 688.5 53.5 7.7% 11.5 1.7% 15% False False 216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 779.3
2.618 752.8
1.618 736.3
1.000 726.3
0.618 720.0
HIGH 710.0
0.618 703.8
0.500 701.8
0.382 700.0
LOW 693.8
0.618 683.8
1.000 677.5
1.618 667.3
2.618 651.0
4.250 624.5
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 701.8 710.5
PP 700.0 705.8
S1 698.3 701.0

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.