ICE Russell 2000 Mini Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 607.9 610.0 2.1 0.3% 602.0
High 607.9 614.6 6.7 1.1% 629.8
Low 597.3 598.4 1.1 0.2% 597.3
Close 608.1 599.4 -8.7 -1.4% 608.1
Range 10.6 16.2 5.6 52.8% 32.5
ATR 14.4 14.6 0.1 0.9% 0.0
Volume 243 514 271 111.5% 768
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 652.8 642.3 608.3
R3 636.5 626.0 603.8
R2 620.3 620.3 602.3
R1 609.8 609.8 601.0 607.0
PP 604.3 604.3 604.3 602.8
S1 593.8 593.8 598.0 590.8
S2 588.0 588.0 596.5
S3 571.8 577.5 595.0
S4 555.5 561.3 590.5
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 709.3 691.3 626.0
R3 676.8 658.8 617.0
R2 644.3 644.3 614.0
R1 626.3 626.3 611.0 635.3
PP 611.8 611.8 611.8 616.3
S1 593.8 593.8 605.0 602.8
S2 579.3 579.3 602.3
S3 546.8 561.3 599.3
S4 514.3 528.8 590.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629.8 597.3 32.5 5.4% 13.0 2.2% 6% False False 211
10 650.4 597.3 53.1 8.9% 14.0 2.3% 4% False False 206
20 667.5 597.3 70.2 11.7% 13.0 2.1% 3% False False 261
40 667.5 582.6 84.9 14.2% 14.8 2.5% 20% False False 432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 683.5
2.618 657.0
1.618 640.8
1.000 630.8
0.618 624.5
HIGH 614.5
0.618 608.5
0.500 606.5
0.382 604.5
LOW 598.5
0.618 588.5
1.000 582.3
1.618 572.3
2.618 556.0
4.250 529.5
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 606.5 610.3
PP 604.3 606.8
S1 601.8 603.0

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.