ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
871.0 |
874.4 |
3.4 |
0.4% |
870.2 |
High |
871.0 |
874.4 |
3.4 |
0.4% |
874.4 |
Low |
871.0 |
874.4 |
3.4 |
0.4% |
869.5 |
Close |
875.9 |
874.4 |
-1.5 |
-0.2% |
874.4 |
Range |
|
|
|
|
|
ATR |
6.1 |
5.8 |
-0.3 |
-5.4% |
0.0 |
Volume |
2 |
2 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874.5 |
874.5 |
874.5 |
|
R3 |
874.5 |
874.5 |
874.5 |
|
R2 |
874.5 |
874.5 |
874.5 |
|
R1 |
874.5 |
874.5 |
874.5 |
874.5 |
PP |
874.5 |
874.5 |
874.5 |
874.5 |
S1 |
874.5 |
874.5 |
874.5 |
874.5 |
S2 |
874.5 |
874.5 |
874.5 |
|
S3 |
874.5 |
874.5 |
874.5 |
|
S4 |
874.5 |
874.5 |
874.5 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
887.5 |
885.8 |
877.0 |
|
R3 |
882.5 |
881.0 |
875.8 |
|
R2 |
877.8 |
877.8 |
875.3 |
|
R1 |
876.0 |
876.0 |
874.8 |
876.8 |
PP |
872.8 |
872.8 |
872.8 |
873.3 |
S1 |
871.3 |
871.3 |
874.0 |
872.0 |
S2 |
867.8 |
867.8 |
873.5 |
|
S3 |
863.0 |
866.3 |
873.0 |
|
S4 |
858.0 |
861.3 |
871.8 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
874.5 |
2.618 |
874.5 |
1.618 |
874.5 |
1.000 |
874.5 |
0.618 |
874.5 |
HIGH |
874.5 |
0.618 |
874.5 |
0.500 |
874.5 |
0.382 |
874.5 |
LOW |
874.5 |
0.618 |
874.5 |
1.000 |
874.5 |
1.618 |
874.5 |
2.618 |
874.5 |
4.250 |
874.5 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
874.5 |
873.8 |
PP |
874.5 |
873.0 |
S1 |
874.5 |
872.3 |
|