ICE Russell 2000 Mini Future June 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 711.0 711.7 0.7 0.1% 702.0
High 716.2 723.2 7.0 1.0% 724.1
Low 699.7 709.2 9.5 1.4% 697.6
Close 711.4 720.1 8.7 1.2% 713.8
Range 16.5 14.0 -2.5 -15.2% 26.5
ATR 10.7 11.0 0.2 2.2% 0.0
Volume 239,750 177,106 -62,644 -26.1% 597,391
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 759.5 753.8 727.8
R3 745.5 739.8 724.0
R2 731.5 731.5 722.8
R1 725.8 725.8 721.5 728.8
PP 717.5 717.5 717.5 719.0
S1 711.8 711.8 718.8 714.8
S2 703.5 703.5 717.5
S3 689.5 697.8 716.3
S4 675.5 683.8 712.5
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 791.3 779.0 728.5
R3 764.8 752.5 721.0
R2 738.3 738.3 718.8
R1 726.0 726.0 716.3 732.3
PP 711.8 711.8 711.8 715.0
S1 699.5 699.5 711.3 705.8
S2 685.3 685.3 709.0
S3 658.8 673.0 706.5
S4 632.3 646.5 699.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.1 699.7 24.4 3.4% 13.5 1.9% 84% False False 161,521
10 724.1 689.7 34.4 4.8% 11.3 1.6% 88% False False 137,632
20 724.1 673.8 50.3 7.0% 10.8 1.5% 92% False False 124,617
40 724.1 616.7 107.4 14.9% 10.0 1.4% 96% False False 91,092
60 724.1 577.1 147.0 20.4% 10.0 1.4% 97% False False 60,807
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 3.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 782.8
2.618 759.8
1.618 745.8
1.000 737.3
0.618 731.8
HIGH 723.3
0.618 717.8
0.500 716.3
0.382 714.5
LOW 709.3
0.618 700.5
1.000 695.3
1.618 686.5
2.618 672.5
4.250 649.8
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 718.8 717.3
PP 717.5 714.3
S1 716.3 711.5

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.