ICE Russell 2000 Mini Future September 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1,001.3 |
976.6 |
-24.7 |
-2.5% |
1,017.5 |
High |
1,001.3 |
976.6 |
-24.7 |
-2.5% |
1,017.5 |
Low |
1,001.3 |
976.6 |
-24.7 |
-2.5% |
976.6 |
Close |
1,001.3 |
976.6 |
-24.7 |
-2.5% |
976.6 |
Range |
|
|
|
|
|
ATR |
12.9 |
13.7 |
0.8 |
6.5% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.5 |
976.5 |
976.5 |
|
R3 |
976.5 |
976.5 |
976.5 |
|
R2 |
976.5 |
976.5 |
976.5 |
|
R1 |
976.5 |
976.5 |
976.5 |
976.5 |
PP |
976.5 |
976.5 |
976.5 |
976.5 |
S1 |
976.5 |
976.5 |
976.5 |
976.5 |
S2 |
976.5 |
976.5 |
976.5 |
|
S3 |
976.5 |
976.5 |
976.5 |
|
S4 |
976.5 |
976.5 |
976.5 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.0 |
1,085.8 |
999.0 |
|
R3 |
1,072.0 |
1,044.8 |
987.8 |
|
R2 |
1,031.3 |
1,031.3 |
984.0 |
|
R1 |
1,003.8 |
1,003.8 |
980.3 |
997.0 |
PP |
990.3 |
990.3 |
990.3 |
986.8 |
S1 |
963.0 |
963.0 |
972.8 |
956.3 |
S2 |
949.3 |
949.3 |
969.0 |
|
S3 |
908.5 |
922.0 |
965.3 |
|
S4 |
867.5 |
881.3 |
954.0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
976.5 |
2.618 |
976.5 |
1.618 |
976.5 |
1.000 |
976.5 |
0.618 |
976.5 |
HIGH |
976.5 |
0.618 |
976.5 |
0.500 |
976.5 |
0.382 |
976.5 |
LOW |
976.5 |
0.618 |
976.5 |
1.000 |
976.5 |
1.618 |
976.5 |
2.618 |
976.5 |
4.250 |
976.5 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
976.5 |
989.0 |
PP |
976.5 |
984.8 |
S1 |
976.5 |
980.8 |
|