ICE Russell 2000 Mini Future September 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
941.4 |
959.3 |
17.9 |
1.9% |
960.7 |
High |
941.4 |
959.3 |
17.9 |
1.9% |
960.7 |
Low |
941.4 |
959.3 |
17.9 |
1.9% |
941.4 |
Close |
941.4 |
959.3 |
17.9 |
1.9% |
959.3 |
Range |
|
|
|
|
|
ATR |
12.4 |
12.8 |
0.4 |
3.2% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959.3 |
959.3 |
959.3 |
|
R3 |
959.3 |
959.3 |
959.3 |
|
R2 |
959.3 |
959.3 |
959.3 |
|
R1 |
959.3 |
959.3 |
959.3 |
959.3 |
PP |
959.3 |
959.3 |
959.3 |
959.3 |
S1 |
959.3 |
959.3 |
959.3 |
959.3 |
S2 |
959.3 |
959.3 |
959.3 |
|
S3 |
959.3 |
959.3 |
959.3 |
|
S4 |
959.3 |
959.3 |
959.3 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,011.8 |
1,004.8 |
970.0 |
|
R3 |
992.5 |
985.5 |
964.5 |
|
R2 |
973.0 |
973.0 |
962.8 |
|
R1 |
966.3 |
966.3 |
961.0 |
960.0 |
PP |
953.8 |
953.8 |
953.8 |
950.8 |
S1 |
947.0 |
947.0 |
957.5 |
940.8 |
S2 |
934.5 |
934.5 |
955.8 |
|
S3 |
915.3 |
927.5 |
954.0 |
|
S4 |
896.0 |
908.3 |
948.8 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
959.3 |
2.618 |
959.3 |
1.618 |
959.3 |
1.000 |
959.3 |
0.618 |
959.3 |
HIGH |
959.3 |
0.618 |
959.3 |
0.500 |
959.3 |
0.382 |
959.3 |
LOW |
959.3 |
0.618 |
959.3 |
1.000 |
959.3 |
1.618 |
959.3 |
2.618 |
959.3 |
4.250 |
959.3 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
959.3 |
956.3 |
PP |
959.3 |
953.3 |
S1 |
959.3 |
950.3 |
|