ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 21-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
21-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
887.0 |
888.0 |
1.0 |
0.1% |
875.0 |
High |
887.0 |
888.0 |
1.0 |
0.1% |
887.0 |
Low |
887.0 |
888.0 |
1.0 |
0.1% |
868.0 |
Close |
887.0 |
887.0 |
0.0 |
0.0% |
887.0 |
Range |
|
|
|
|
|
ATR |
5.4 |
5.1 |
-0.3 |
-5.8% |
0.0 |
Volume |
6 |
1 |
-5 |
-83.3% |
20 |
|
Daily Pivots for day following 21-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
887.8 |
887.3 |
887.0 |
|
R3 |
887.8 |
887.3 |
887.0 |
|
R2 |
887.8 |
887.8 |
887.0 |
|
R1 |
887.3 |
887.3 |
887.0 |
887.5 |
PP |
887.8 |
887.8 |
887.8 |
887.8 |
S1 |
887.3 |
887.3 |
887.0 |
887.5 |
S2 |
887.8 |
887.8 |
887.0 |
|
S3 |
887.8 |
887.3 |
887.0 |
|
S4 |
887.8 |
887.3 |
887.0 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937.8 |
931.3 |
897.5 |
|
R3 |
918.8 |
912.3 |
892.3 |
|
R2 |
899.8 |
899.8 |
890.5 |
|
R1 |
893.3 |
893.3 |
888.8 |
896.5 |
PP |
880.8 |
880.8 |
880.8 |
882.3 |
S1 |
874.3 |
874.3 |
885.3 |
877.5 |
S2 |
861.8 |
861.8 |
883.5 |
|
S3 |
842.8 |
855.3 |
881.8 |
|
S4 |
823.8 |
836.3 |
876.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
888.0 |
2.618 |
888.0 |
1.618 |
888.0 |
1.000 |
888.0 |
0.618 |
888.0 |
HIGH |
888.0 |
0.618 |
888.0 |
0.500 |
888.0 |
0.382 |
888.0 |
LOW |
888.0 |
0.618 |
888.0 |
1.000 |
888.0 |
1.618 |
888.0 |
2.618 |
888.0 |
4.250 |
888.0 |
|
|
Fisher Pivots for day following 21-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
888.0 |
886.3 |
PP |
887.8 |
885.8 |
S1 |
887.3 |
885.0 |
|