ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
826.5 |
820.7 |
-5.8 |
-0.7% |
837.9 |
High |
826.5 |
820.7 |
-5.8 |
-0.7% |
837.9 |
Low |
826.5 |
820.7 |
-5.8 |
-0.7% |
820.7 |
Close |
829.2 |
820.7 |
-8.5 |
-1.0% |
820.7 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
15 |
15 |
0 |
0.0% |
43 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
820.8 |
820.8 |
820.8 |
|
R3 |
820.8 |
820.8 |
820.8 |
|
R2 |
820.8 |
820.8 |
820.8 |
|
R1 |
820.8 |
820.8 |
820.8 |
820.8 |
PP |
820.8 |
820.8 |
820.8 |
820.8 |
S1 |
820.8 |
820.8 |
820.8 |
820.8 |
S2 |
820.8 |
820.8 |
820.8 |
|
S3 |
820.8 |
820.8 |
820.8 |
|
S4 |
820.8 |
820.8 |
820.8 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
877.8 |
866.5 |
830.3 |
|
R3 |
860.8 |
849.3 |
825.5 |
|
R2 |
843.5 |
843.5 |
823.8 |
|
R1 |
832.3 |
832.3 |
822.3 |
829.3 |
PP |
826.5 |
826.5 |
826.5 |
825.0 |
S1 |
815.0 |
815.0 |
819.3 |
812.0 |
S2 |
809.3 |
809.3 |
817.5 |
|
S3 |
792.0 |
797.8 |
816.0 |
|
S4 |
775.0 |
780.8 |
811.3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
820.8 |
2.618 |
820.8 |
1.618 |
820.8 |
1.000 |
820.8 |
0.618 |
820.8 |
HIGH |
820.8 |
0.618 |
820.8 |
0.500 |
820.8 |
0.382 |
820.8 |
LOW |
820.8 |
0.618 |
820.8 |
1.000 |
820.8 |
1.618 |
820.8 |
2.618 |
820.8 |
4.250 |
820.8 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
820.8 |
827.5 |
PP |
820.8 |
825.3 |
S1 |
820.8 |
823.0 |
|