ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
888.0 |
890.1 |
2.1 |
0.2% |
875.0 |
| High |
888.0 |
894.8 |
6.8 |
0.8% |
887.0 |
| Low |
888.0 |
890.1 |
2.1 |
0.2% |
868.0 |
| Close |
887.0 |
894.3 |
7.3 |
0.8% |
887.0 |
| Range |
0.0 |
4.7 |
4.7 |
|
19.0 |
| ATR |
5.1 |
5.2 |
0.2 |
3.9% |
0.0 |
| Volume |
1 |
3 |
2 |
200.0% |
20 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
907.3 |
905.5 |
897.0 |
|
| R3 |
902.5 |
900.8 |
895.5 |
|
| R2 |
897.8 |
897.8 |
895.3 |
|
| R1 |
896.0 |
896.0 |
894.8 |
897.0 |
| PP |
893.0 |
893.0 |
893.0 |
893.5 |
| S1 |
891.3 |
891.3 |
893.8 |
892.3 |
| S2 |
888.3 |
888.3 |
893.5 |
|
| S3 |
883.8 |
886.8 |
893.0 |
|
| S4 |
879.0 |
882.0 |
891.8 |
|
|
| 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 |
914.8 |
|
2.618 |
907.0 |
|
1.618 |
902.5 |
|
1.000 |
899.5 |
|
0.618 |
897.8 |
|
HIGH |
894.8 |
|
0.618 |
893.0 |
|
0.500 |
892.5 |
|
0.382 |
892.0 |
|
LOW |
890.0 |
|
0.618 |
887.3 |
|
1.000 |
885.5 |
|
1.618 |
882.5 |
|
2.618 |
877.8 |
|
4.250 |
870.0 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
893.8 |
893.3 |
| PP |
893.0 |
892.0 |
| S1 |
892.5 |
891.0 |
|