ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 770.6 769.7 -0.9 -0.1% 752.5
High 773.7 777.1 3.4 0.4% 775.7
Low 768.2 765.7 -2.5 -0.3% 747.5
Close 770.2 767.3 -2.9 -0.4% 773.6
Range 5.5 11.4 5.9 107.3% 28.2
ATR 10.5 10.5 0.1 0.6% 0.0
Volume 160,485 170,556 10,071 6.3% 295,436
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 804.3 797.3 773.5
R3 792.8 785.8 770.5
R2 781.5 781.5 769.5
R1 774.3 774.3 768.3 772.3
PP 770.0 770.0 770.0 769.0
S1 763.0 763.0 766.3 760.8
S2 758.8 758.8 765.3
S3 747.3 751.5 764.3
S4 735.8 740.3 761.0
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 850.3 840.0 789.0
R3 822.0 812.0 781.3
R2 793.8 793.8 778.8
R1 783.8 783.8 776.3 788.8
PP 765.5 765.5 765.5 768.0
S1 755.5 755.5 771.0 760.5
S2 737.5 737.5 768.5
S3 709.3 727.3 765.8
S4 681.0 699.0 758.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778.2 757.1 21.1 2.7% 10.0 1.3% 48% False False 149,571
10 778.2 738.4 39.8 5.2% 10.5 1.4% 73% False False 80,456
20 778.2 708.7 69.5 9.1% 10.3 1.3% 84% False False 40,411
40 778.2 691.9 86.3 11.2% 9.3 1.2% 87% False False 20,364
60 778.2 643.3 134.9 17.6% 8.8 1.1% 92% False False 13,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 807.0
1.618 795.5
1.000 788.5
0.618 784.3
HIGH 777.0
0.618 772.8
0.500 771.5
0.382 770.0
LOW 765.8
0.618 758.8
1.000 754.3
1.618 747.3
2.618 735.8
4.250 717.3
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 771.5 772.0
PP 770.0 770.5
S1 768.8 768.8

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.