ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
868.0 |
875.7 |
7.7 |
0.9% |
870.2 |
High |
868.0 |
875.7 |
7.7 |
0.9% |
874.4 |
Low |
868.0 |
875.7 |
7.7 |
0.9% |
869.5 |
Close |
877.9 |
875.3 |
-2.6 |
-0.3% |
874.4 |
Range |
|
|
|
|
|
ATR |
5.5 |
5.2 |
-0.2 |
-4.3% |
0.0 |
Volume |
3 |
1 |
-2 |
-66.7% |
11 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
875.5 |
875.5 |
875.3 |
|
R3 |
875.5 |
875.5 |
875.3 |
|
R2 |
875.5 |
875.5 |
875.3 |
|
R1 |
875.5 |
875.5 |
875.3 |
875.5 |
PP |
875.5 |
875.5 |
875.5 |
875.5 |
S1 |
875.5 |
875.5 |
875.3 |
875.5 |
S2 |
875.5 |
875.5 |
875.3 |
|
S3 |
875.5 |
875.5 |
875.3 |
|
S4 |
875.5 |
875.5 |
875.3 |
|
|
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 |
875.8 |
2.618 |
875.8 |
1.618 |
875.8 |
1.000 |
875.8 |
0.618 |
875.8 |
HIGH |
875.8 |
0.618 |
875.8 |
0.500 |
875.8 |
0.382 |
875.8 |
LOW |
875.8 |
0.618 |
875.8 |
1.000 |
875.8 |
1.618 |
875.8 |
2.618 |
875.8 |
4.250 |
875.8 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
875.8 |
874.3 |
PP |
875.5 |
873.0 |
S1 |
875.5 |
871.8 |
|