ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 627.2 626.8 -0.4 -0.1% 628.2
High 628.8 639.2 10.4 1.7% 630.8
Low 621.3 626.8 5.5 0.9% 616.7
Close 625.2 637.6 12.4 2.0% 625.2
Range 7.5 12.4 4.9 65.3% 14.1
ATR 8.9 9.3 0.4 4.1% 0.0
Volume 946 183 -763 -80.7% 3,193
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 671.8 667.0 644.5
R3 659.3 654.8 641.0
R2 647.0 647.0 639.8
R1 642.3 642.3 638.8 644.5
PP 634.5 634.5 634.5 635.8
S1 629.8 629.8 636.5 632.3
S2 622.3 622.3 635.3
S3 609.8 617.5 634.3
S4 597.3 605.0 630.8
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 666.5 660.0 633.0
R3 652.5 645.8 629.0
R2 638.3 638.3 627.8
R1 631.8 631.8 626.5 628.0
PP 624.3 624.3 624.3 622.3
S1 617.8 617.8 624.0 614.0
S2 610.3 610.3 622.5
S3 596.0 603.5 621.3
S4 582.0 589.5 617.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 639.2 616.7 22.5 3.5% 9.8 1.5% 93% True False 606
10 639.2 607.8 31.4 4.9% 8.3 1.3% 95% True False 362
20 639.2 577.1 62.1 9.7% 9.8 1.5% 97% True False 346
40 645.9 577.1 68.8 10.8% 8.5 1.3% 88% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 692.0
2.618 671.8
1.618 659.3
1.000 651.5
0.618 646.8
HIGH 639.3
0.618 634.5
0.500 633.0
0.382 631.5
LOW 626.8
0.618 619.3
1.000 614.5
1.618 606.8
2.618 594.3
4.250 574.0
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 636.0 634.5
PP 634.5 631.3
S1 633.0 628.0

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.