ICE Russell 2000 Mini Future September 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 611.3 633.3 22.0 3.6% 608.2
High 635.3 651.4 16.1 2.5% 651.4
Low 609.5 628.0 18.5 3.0% 599.9
Close 632.3 649.6 17.3 2.7% 649.6
Range 25.8 23.4 -2.4 -9.3% 51.5
ATR 20.1 20.4 0.2 1.2% 0.0
Volume 167,694 179,421 11,727 7.0% 819,749
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 713.3 704.8 662.5
R3 689.8 681.5 656.0
R2 666.5 666.5 654.0
R1 658.0 658.0 651.8 662.3
PP 643.0 643.0 643.0 645.0
S1 634.5 634.5 647.5 638.8
S2 619.5 619.5 645.3
S3 596.3 611.3 643.3
S4 572.8 587.8 636.8
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 788.3 770.3 678.0
R3 736.8 718.8 663.8
R2 685.3 685.3 659.0
R1 667.3 667.3 654.3 676.3
PP 633.8 633.8 633.8 638.0
S1 615.8 615.8 645.0 624.8
S2 582.3 582.3 640.3
S3 530.8 564.3 635.5
S4 479.3 512.8 621.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 651.4 599.9 51.5 7.9% 21.5 3.3% 97% True False 163,949
10 651.4 599.9 51.5 7.9% 20.8 3.2% 97% True False 154,319
20 651.4 584.3 67.1 10.3% 20.5 3.2% 97% True False 159,882
40 676.0 584.3 91.7 14.1% 19.5 3.0% 71% False False 122,711
60 737.0 584.3 152.7 23.5% 21.0 3.2% 43% False False 81,938
80 742.0 584.3 157.7 24.3% 18.0 2.8% 41% False False 61,499
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 4.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 750.8
2.618 712.8
1.618 689.3
1.000 674.8
0.618 665.8
HIGH 651.5
0.618 642.5
0.500 639.8
0.382 637.0
LOW 628.0
0.618 613.5
1.000 604.5
1.618 590.3
2.618 566.8
4.250 528.5
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 646.3 643.3
PP 643.0 636.8
S1 639.8 630.5

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.