ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 674.5 679.3 4.8 0.7% 668.0
High 680.9 679.8 -1.1 -0.2% 683.8
Low 670.8 663.0 -7.8 -1.2% 655.7
Close 678.2 668.8 -9.4 -1.4% 678.2
Range 10.1 16.8 6.7 66.3% 28.1
ATR 14.2 14.4 0.2 1.3% 0.0
Volume 133,675 129,954 -3,721 -2.8% 714,603
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 721.0 711.8 678.0
R3 704.3 694.8 673.5
R2 687.3 687.3 672.0
R1 678.0 678.0 670.3 674.3
PP 670.5 670.5 670.5 668.8
S1 661.3 661.3 667.3 657.5
S2 653.8 653.8 665.8
S3 637.0 644.5 664.3
S4 620.3 627.8 659.5
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 756.8 745.8 693.8
R3 728.8 717.5 686.0
R2 700.8 700.8 683.3
R1 689.5 689.5 680.8 695.0
PP 672.5 672.5 672.5 675.5
S1 661.3 661.3 675.5 667.0
S2 644.5 644.5 673.0
S3 616.3 633.3 670.5
S4 588.3 605.3 662.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 683.8 655.7 28.1 4.2% 14.3 2.1% 47% False False 148,489
10 683.8 644.6 39.2 5.9% 14.5 2.2% 62% False False 138,978
20 683.8 625.3 58.5 8.7% 14.0 2.1% 74% False False 138,533
40 683.8 585.3 98.5 14.7% 14.3 2.1% 85% False False 69,456
60 683.8 585.3 98.5 14.7% 14.3 2.1% 85% False False 46,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 751.3
2.618 723.8
1.618 707.0
1.000 696.5
0.618 690.3
HIGH 679.8
0.618 673.5
0.500 671.5
0.382 669.5
LOW 663.0
0.618 652.5
1.000 646.3
1.618 635.8
2.618 619.0
4.250 591.5
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 671.5 673.5
PP 670.5 671.8
S1 669.8 670.3

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.