ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 619.2 608.2 -11.0 -1.8% 621.8
High 623.1 631.5 8.4 1.3% 643.1
Low 609.2 608.2 -1.0 -0.2% 604.8
Close 609.2 630.0 20.8 3.4% 606.1
Range 13.9 23.3 9.4 67.6% 38.3
ATR 15.1 15.7 0.6 3.8% 0.0
Volume 262 102 -160 -61.1% 2,515
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 693.3 684.8 642.8
R3 669.8 661.5 636.5
R2 646.5 646.5 634.3
R1 638.3 638.3 632.3 642.5
PP 623.3 623.3 623.3 625.3
S1 615.0 615.0 627.8 619.0
S2 600.0 600.0 625.8
S3 576.8 591.8 623.5
S4 553.3 568.3 617.3
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 733.0 707.8 627.3
R3 694.5 669.5 616.8
R2 656.3 656.3 613.0
R1 631.3 631.3 609.5 624.5
PP 618.0 618.0 618.0 614.8
S1 593.0 593.0 602.5 586.3
S2 579.8 579.8 599.0
S3 541.5 554.5 595.5
S4 503.0 516.3 585.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 631.5 598.1 33.4 5.3% 19.0 3.0% 96% True False 237
10 643.1 598.1 45.0 7.1% 16.5 2.6% 71% False False 435
20 645.8 582.6 63.2 10.0% 16.0 2.6% 75% False False 612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 730.5
2.618 692.5
1.618 669.3
1.000 654.8
0.618 646.0
HIGH 631.5
0.618 622.5
0.500 619.8
0.382 617.0
LOW 608.3
0.618 593.8
1.000 585.0
1.618 570.5
2.618 547.3
4.250 509.3
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 626.5 625.3
PP 623.3 620.3
S1 619.8 615.5

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.