ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 664.6 665.0 0.4 0.1% 645.9
High 669.8 676.0 6.2 0.9% 670.1
Low 660.6 653.3 -7.3 -1.1% 643.5
Close 662.9 658.2 -4.7 -0.7% 662.9
Range 9.2 22.7 13.5 146.7% 26.6
ATR 18.9 19.1 0.3 1.5% 0.0
Volume 157,529 114,019 -43,510 -27.6% 917,922
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 730.5 717.0 670.8
R3 708.0 694.5 664.5
R2 685.3 685.3 662.3
R1 671.8 671.8 660.3 667.0
PP 662.5 662.5 662.5 660.3
S1 649.0 649.0 656.0 644.5
S2 639.8 639.8 654.0
S3 617.0 626.3 652.0
S4 594.5 603.5 645.8
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 738.8 727.3 677.5
R3 712.0 700.8 670.3
R2 685.5 685.5 667.8
R1 674.3 674.3 665.3 679.8
PP 658.8 658.8 658.8 661.8
S1 647.5 647.5 660.5 653.3
S2 632.3 632.3 658.0
S3 605.8 621.0 655.5
S4 579.0 594.3 648.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676.0 649.8 26.2 4.0% 15.5 2.4% 32% True False 175,412
10 676.0 603.3 72.7 11.0% 17.8 2.7% 76% True False 125,190
20 676.0 603.3 72.7 11.0% 19.3 2.9% 76% True False 62,977
40 737.0 603.3 133.7 20.3% 21.0 3.2% 41% False False 31,641
60 742.0 603.3 138.7 21.1% 16.8 2.5% 40% False False 21,147
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 5.1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 772.5
2.618 735.5
1.618 712.8
1.000 698.8
0.618 690.0
HIGH 676.0
0.618 667.3
0.500 664.8
0.382 662.0
LOW 653.3
0.618 639.3
1.000 630.5
1.618 616.5
2.618 593.8
4.250 556.8
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 664.8 664.8
PP 662.5 662.5
S1 660.3 660.3

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.