ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 665.2 660.3 -4.9 -0.7% 605.9
High 667.5 661.2 -6.3 -0.9% 646.7
Low 658.5 645.8 -12.7 -1.9% 598.1
Close 658.9 647.5 -11.4 -1.7% 647.3
Range 9.0 15.4 6.4 71.1% 48.6
ATR 15.4 15.4 0.0 0.0% 0.0
Volume 227 87 -140 -61.7% 1,351
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 697.8 688.0 656.0
R3 682.3 672.5 651.8
R2 667.0 667.0 650.3
R1 657.3 657.3 649.0 654.3
PP 651.5 651.5 651.5 650.0
S1 641.8 641.8 646.0 639.0
S2 636.0 636.0 644.8
S3 620.8 626.5 643.3
S4 605.3 611.0 639.0
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 776.5 760.5 674.0
R3 728.0 712.0 660.8
R2 679.3 679.3 656.3
R1 663.3 663.3 651.8 671.3
PP 630.8 630.8 630.8 634.8
S1 614.8 614.8 642.8 622.8
S2 582.0 582.0 638.5
S3 533.5 566.0 634.0
S4 485.0 517.5 620.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.5 608.2 59.3 9.2% 16.5 2.5% 66% False False 183
10 667.5 598.1 69.4 10.7% 17.3 2.7% 71% False False 217
20 667.5 582.6 84.9 13.1% 15.8 2.4% 76% False False 531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 726.8
2.618 701.5
1.618 686.0
1.000 676.5
0.618 670.8
HIGH 661.3
0.618 655.3
0.500 653.5
0.382 651.8
LOW 645.8
0.618 636.3
1.000 630.5
1.618 621.0
2.618 605.5
4.250 580.3
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 653.5 656.8
PP 651.5 653.5
S1 649.5 650.5

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.