ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 626.8 638.4 11.6 1.9% 628.2
High 639.2 647.4 8.2 1.3% 630.8
Low 626.8 637.2 10.4 1.7% 616.7
Close 637.6 645.2 7.6 1.2% 625.2
Range 12.4 10.2 -2.2 -17.7% 14.1
ATR 9.3 9.3 0.1 0.7% 0.0
Volume 183 4,605 4,422 2,416.4% 3,193
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 673.8 669.8 650.8
R3 663.8 659.5 648.0
R2 653.5 653.5 647.0
R1 649.3 649.3 646.3 651.5
PP 643.3 643.3 643.3 644.3
S1 639.3 639.3 644.3 641.3
S2 633.0 633.0 643.3
S3 622.8 629.0 642.5
S4 612.8 618.8 639.5
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
5 647.4 616.7 30.7 4.8% 9.8 1.5% 93% True False 1,201
10 647.4 616.5 30.9 4.8% 8.5 1.3% 93% True False 822
20 647.4 577.1 70.3 10.9% 9.8 1.5% 97% True False 575
40 647.4 577.1 70.3 10.9% 8.8 1.3% 97% True False 339
Crabel Price Patterns
NR True
NR4 False
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 1.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 690.8
2.618 674.0
1.618 664.0
1.000 657.5
0.618 653.8
HIGH 647.5
0.618 643.5
0.500 642.3
0.382 641.0
LOW 637.3
0.618 631.0
1.000 627.0
1.618 620.8
2.618 610.5
4.250 593.8
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 644.3 641.5
PP 643.3 638.0
S1 642.3 634.3

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.