ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
869.5 |
870.0 |
0.5 |
0.1% |
842.6 |
High |
869.5 |
870.0 |
0.5 |
0.1% |
874.5 |
Low |
869.5 |
870.0 |
0.5 |
0.1% |
842.6 |
Close |
869.6 |
873.8 |
4.2 |
0.5% |
869.7 |
Range |
|
|
|
|
|
ATR |
6.8 |
6.4 |
-0.5 |
-6.7% |
0.0 |
Volume |
2 |
1 |
-1 |
-50.0% |
34 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
871.3 |
872.5 |
873.8 |
|
R3 |
871.3 |
872.5 |
873.8 |
|
R2 |
871.3 |
871.3 |
873.8 |
|
R1 |
872.5 |
872.5 |
873.8 |
872.0 |
PP |
871.3 |
871.3 |
871.3 |
871.0 |
S1 |
872.5 |
872.5 |
873.8 |
872.0 |
S2 |
871.3 |
871.3 |
873.8 |
|
S3 |
871.3 |
872.5 |
873.8 |
|
S4 |
871.3 |
872.5 |
873.8 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
958.0 |
945.8 |
887.3 |
|
R3 |
926.0 |
913.8 |
878.5 |
|
R2 |
894.3 |
894.3 |
875.5 |
|
R1 |
882.0 |
882.0 |
872.5 |
888.0 |
PP |
862.3 |
862.3 |
862.3 |
865.3 |
S1 |
850.0 |
850.0 |
866.8 |
856.3 |
S2 |
830.3 |
830.3 |
863.8 |
|
S3 |
798.5 |
818.3 |
861.0 |
|
S4 |
766.5 |
786.3 |
852.3 |
|
|
|
|
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 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
872.5 |
872.5 |
PP |
871.3 |
871.3 |
S1 |
870.0 |
869.8 |
|