ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 593.5 601.3 7.8 1.3% 602.0
High 601.4 607.3 5.9 1.0% 629.8
Low 586.5 595.2 8.7 1.5% 597.3
Close 601.5 596.9 -4.6 -0.8% 608.1
Range 14.9 12.1 -2.8 -18.8% 32.5
ATR 14.6 14.4 -0.2 -1.2% 0.0
Volume 522 614 92 17.6% 768
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 636.0 628.5 603.5
R3 624.0 616.5 600.3
R2 612.0 612.0 599.0
R1 604.5 604.5 598.0 602.0
PP 599.8 599.8 599.8 598.8
S1 592.3 592.3 595.8 590.0
S2 587.8 587.8 594.8
S3 575.5 580.3 593.5
S4 563.5 568.0 590.3
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 709.3 691.3 626.0
R3 676.8 658.8 617.0
R2 644.3 644.3 614.0
R1 626.3 626.3 611.0 635.3
PP 611.8 611.8 611.8 616.3
S1 593.8 593.8 605.0 602.8
S2 579.3 579.3 602.3
S3 546.8 561.3 599.3
S4 514.3 528.8 590.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 614.6 585.3 29.3 4.9% 13.5 2.3% 40% False False 421
10 629.8 585.3 44.5 7.5% 12.8 2.2% 26% False False 318
20 661.2 585.3 75.9 12.7% 13.0 2.2% 15% False False 308
40 667.5 582.6 84.9 14.2% 14.3 2.4% 17% False False 416
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 2.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 658.8
2.618 639.0
1.618 627.0
1.000 619.5
0.618 614.8
HIGH 607.3
0.618 602.8
0.500 601.3
0.382 599.8
LOW 595.3
0.618 587.8
1.000 583.0
1.618 575.5
2.618 563.5
4.250 543.8
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 601.3 596.8
PP 599.8 596.5
S1 598.3 596.3

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.