ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 624.3 642.8 18.5 3.0% 592.8
High 642.7 643.1 0.4 0.1% 625.4
Low 624.3 633.5 9.2 1.5% 582.6
Close 636.1 636.7 0.6 0.1% 623.4
Range 18.4 9.6 -8.8 -47.8% 42.8
ATR 14.3 14.0 -0.3 -2.3% 0.0
Volume 195 286 91 46.7% 6,044
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 666.5 661.3 642.0
R3 657.0 651.8 639.3
R2 647.3 647.3 638.5
R1 642.0 642.0 637.5 640.0
PP 637.8 637.8 637.8 636.8
S1 632.5 632.5 635.8 630.3
S2 628.3 628.3 635.0
S3 618.5 622.8 634.0
S4 609.0 613.3 631.5
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 738.8 724.0 647.0
R3 696.0 681.3 635.3
R2 653.3 653.3 631.3
R1 638.3 638.3 627.3 645.8
PP 610.5 610.5 610.5 614.3
S1 595.5 595.5 619.5 603.0
S2 567.8 567.8 615.5
S3 524.8 552.8 611.8
S4 482.0 510.0 599.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643.1 608.3 34.8 5.5% 12.0 1.9% 82% True False 664
10 643.1 582.6 60.5 9.5% 14.5 2.3% 89% True False 846
Crabel Price Patterns
NR True
NR4 True
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 3.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 684.0
2.618 668.3
1.618 658.8
1.000 652.8
0.618 649.0
HIGH 643.0
0.618 639.5
0.500 638.3
0.382 637.3
LOW 633.5
0.618 627.5
1.000 624.0
1.618 618.0
2.618 608.3
4.250 592.8
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 638.3 633.8
PP 637.8 630.8
S1 637.3 628.0

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.