ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 667.1 630.2 -36.9 -5.5% 659.0
High 667.1 637.0 -30.1 -4.5% 667.1
Low 629.6 614.5 -15.1 -2.4% 629.6
Close 633.1 614.5 -18.6 -2.9% 633.1
Range 37.5 22.5 -15.0 -40.0% 37.5
ATR 21.0 21.1 0.1 0.5% 0.0
Volume 1,764 867 -897 -50.9% 3,673
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 689.5 674.5 627.0
R3 667.0 652.0 620.8
R2 644.5 644.5 618.5
R1 629.5 629.5 616.5 625.8
PP 622.0 622.0 622.0 620.0
S1 607.0 607.0 612.5 603.3
S2 599.5 599.5 610.5
S3 577.0 584.5 608.3
S4 554.5 562.0 602.0
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 755.8 732.0 653.8
R3 718.3 694.5 643.5
R2 680.8 680.8 640.0
R1 657.0 657.0 636.5 650.0
PP 643.3 643.3 643.3 639.8
S1 619.5 619.5 629.8 612.5
S2 605.8 605.8 626.3
S3 568.3 582.0 622.8
S4 530.8 544.5 612.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.1 614.5 52.6 8.6% 22.8 3.7% 0% False True 736
10 669.0 614.5 54.5 8.9% 20.8 3.4% 0% False True 763
20 717.0 614.5 102.5 16.7% 22.3 3.6% 0% False True 570
40 742.0 614.5 127.5 20.7% 19.3 3.1% 0% False True 393
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 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 732.5
2.618 696.0
1.618 673.5
1.000 659.5
0.618 651.0
HIGH 637.0
0.618 628.5
0.500 625.8
0.382 623.0
LOW 614.5
0.618 600.5
1.000 592.0
1.618 578.0
2.618 555.5
4.250 519.0
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 625.8 640.8
PP 622.0 632.0
S1 618.3 623.3

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.