ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 618.3 623.6 5.3 0.9% 592.0
High 627.8 630.2 2.4 0.4% 627.8
Low 615.5 614.5 -1.0 -0.2% 584.3
Close 625.6 622.1 -3.5 -0.6% 625.6
Range 12.3 15.7 3.4 27.6% 43.5
ATR 19.5 19.2 -0.3 -1.4% 0.0
Volume 151,510 112,780 -38,730 -25.6% 549,545
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 669.3 661.5 630.8
R3 653.8 645.8 626.5
R2 638.0 638.0 625.0
R1 630.0 630.0 623.5 626.3
PP 622.3 622.3 622.3 620.3
S1 614.3 614.3 620.8 610.5
S2 606.5 606.5 619.3
S3 590.8 598.8 617.8
S4 575.3 583.0 613.5
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 743.0 727.8 649.5
R3 699.5 684.3 637.5
R2 656.0 656.0 633.5
R1 640.8 640.8 629.5 648.5
PP 612.5 612.5 612.5 616.5
S1 597.3 597.3 621.5 605.0
S2 569.0 569.0 617.5
S3 525.5 553.8 613.8
S4 482.0 510.3 601.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 630.2 584.3 45.9 7.4% 19.0 3.1% 82% True False 132,465
10 648.7 584.3 64.4 10.4% 20.3 3.2% 59% False False 159,703
20 676.0 584.3 91.7 14.7% 18.3 3.0% 41% False False 162,636
40 700.9 584.3 116.6 18.7% 20.0 3.2% 32% False False 87,059
60 742.0 584.3 157.7 25.3% 19.8 3.2% 24% False False 58,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 697.0
2.618 671.3
1.618 655.5
1.000 646.0
0.618 640.0
HIGH 630.3
0.618 624.3
0.500 622.3
0.382 620.5
LOW 614.5
0.618 604.8
1.000 598.8
1.618 589.0
2.618 573.5
4.250 547.8
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 622.3 621.3
PP 622.3 620.3
S1 622.3 619.5

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.