ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 665.0 660.0 -5.0 -0.8% 645.9
High 676.0 667.1 -8.9 -1.3% 670.1
Low 653.3 641.8 -11.5 -1.8% 643.5
Close 658.2 642.3 -15.9 -2.4% 662.9
Range 22.7 25.3 2.6 11.5% 26.6
ATR 19.1 19.6 0.4 2.3% 0.0
Volume 114,019 128,876 14,857 13.0% 917,922
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 726.3 709.5 656.3
R3 701.0 684.3 649.3
R2 675.8 675.8 647.0
R1 659.0 659.0 644.5 654.8
PP 650.5 650.5 650.5 648.3
S1 633.8 633.8 640.0 629.5
S2 625.0 625.0 637.8
S3 599.8 608.5 635.3
S4 574.5 583.0 628.5
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
5 676.0 641.8 34.2 5.3% 17.0 2.6% 1% False True 159,888
10 676.0 608.7 67.3 10.5% 18.5 2.9% 50% False False 137,615
20 676.0 603.3 72.7 11.3% 19.5 3.0% 54% False False 69,400
40 737.0 603.3 133.7 20.8% 21.3 3.3% 29% False False 34,859
60 742.0 603.3 138.7 21.6% 17.0 2.6% 28% False False 23,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 774.5
2.618 733.3
1.618 708.0
1.000 692.5
0.618 682.8
HIGH 667.0
0.618 657.5
0.500 654.5
0.382 651.5
LOW 641.8
0.618 626.3
1.000 616.5
1.618 600.8
2.618 575.5
4.250 534.3
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 654.5 659.0
PP 650.5 653.3
S1 646.3 647.8

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.