ICE Russell 2000 Mini Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 582.0 564.4 -17.6 -3.0% 607.7
High 582.0 578.0 -4.0 -0.7% 621.0
Low 563.3 564.4 1.1 0.2% 594.8
Close 563.9 574.2 10.3 1.8% 599.1
Range 18.7 13.6 -5.1 -27.3% 26.2
ATR 13.4 13.5 0.0 0.3% 0.0
Volume 145 19 -126 -86.9% 834
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 613.0 607.3 581.8
R3 599.5 593.5 578.0
R2 585.8 585.8 576.8
R1 580.0 580.0 575.5 583.0
PP 572.3 572.3 572.3 573.8
S1 566.5 566.5 573.0 569.3
S2 558.5 558.5 571.8
S3 545.0 552.8 570.5
S4 531.5 539.3 566.8
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 683.5 667.5 613.5
R3 657.3 641.3 606.3
R2 631.3 631.3 604.0
R1 615.3 615.3 601.5 610.0
PP 605.0 605.0 605.0 602.5
S1 589.0 589.0 596.8 583.8
S2 578.8 578.8 594.3
S3 552.5 562.8 592.0
S4 526.3 536.5 584.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 612.0 563.3 48.7 8.5% 15.8 2.7% 22% False False 157
10 621.0 563.3 57.7 10.0% 16.0 2.8% 19% False False 152
20 621.0 563.3 57.7 10.0% 12.0 2.1% 19% False False 95
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 635.8
2.618 613.5
1.618 600.0
1.000 591.5
0.618 586.5
HIGH 578.0
0.618 572.8
0.500 571.3
0.382 569.5
LOW 564.5
0.618 556.0
1.000 550.8
1.618 542.5
2.618 528.8
4.250 506.5
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 573.3 578.8
PP 572.3 577.3
S1 571.3 575.8

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.