ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
868.9 |
870.1 |
1.2 |
0.1% |
837.9 |
| High |
868.9 |
870.1 |
1.2 |
0.1% |
837.9 |
| Low |
868.9 |
870.1 |
1.2 |
0.1% |
820.7 |
| Close |
868.9 |
867.5 |
-1.4 |
-0.2% |
820.7 |
| Range |
|
|
|
|
|
| ATR |
0.0 |
7.9 |
7.9 |
|
0.0 |
| Volume |
15 |
2 |
-13 |
-86.7% |
43 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
869.3 |
868.3 |
867.5 |
|
| R3 |
869.3 |
868.3 |
867.5 |
|
| R2 |
869.3 |
869.3 |
867.5 |
|
| R1 |
868.3 |
868.3 |
867.5 |
868.8 |
| PP |
869.3 |
869.3 |
869.3 |
869.5 |
| S1 |
868.3 |
868.3 |
867.5 |
868.8 |
| S2 |
869.3 |
869.3 |
867.5 |
|
| S3 |
869.3 |
868.3 |
867.5 |
|
| S4 |
869.3 |
868.3 |
867.5 |
|
|
| 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 |
870.0 |
|
2.618 |
870.0 |
|
1.618 |
870.0 |
|
1.000 |
870.0 |
|
0.618 |
870.0 |
|
HIGH |
870.0 |
|
0.618 |
870.0 |
|
0.500 |
870.0 |
|
0.382 |
870.0 |
|
LOW |
870.0 |
|
0.618 |
870.0 |
|
1.000 |
870.0 |
|
1.618 |
870.0 |
|
2.618 |
870.0 |
|
4.250 |
870.0 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
870.0 |
863.8 |
| PP |
869.3 |
860.0 |
| S1 |
868.3 |
856.3 |
|