ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
903.1 |
896.8 |
-6.3 |
-0.7% |
888.0 |
High |
903.1 |
896.8 |
-6.3 |
-0.7% |
899.5 |
Low |
903.1 |
891.1 |
-12.0 |
-1.3% |
888.0 |
Close |
903.1 |
888.7 |
-14.4 |
-1.6% |
899.2 |
Range |
0.0 |
5.7 |
5.7 |
|
11.5 |
ATR |
4.5 |
5.0 |
0.5 |
11.9% |
0.0 |
Volume |
0 |
9 |
9 |
|
15 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
909.3 |
904.8 |
891.8 |
|
R3 |
903.5 |
899.0 |
890.3 |
|
R2 |
898.0 |
898.0 |
889.8 |
|
R1 |
893.3 |
893.3 |
889.3 |
892.8 |
PP |
892.3 |
892.3 |
892.3 |
892.0 |
S1 |
887.5 |
887.5 |
888.3 |
887.0 |
S2 |
886.5 |
886.5 |
887.8 |
|
S3 |
880.8 |
882.0 |
887.3 |
|
S4 |
875.0 |
876.3 |
885.5 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
930.0 |
926.3 |
905.5 |
|
R3 |
918.5 |
914.8 |
902.3 |
|
R2 |
907.0 |
907.0 |
901.3 |
|
R1 |
903.3 |
903.3 |
900.3 |
905.0 |
PP |
895.5 |
895.5 |
895.5 |
896.5 |
S1 |
891.8 |
891.8 |
898.3 |
893.5 |
S2 |
884.0 |
884.0 |
897.0 |
|
S3 |
872.5 |
880.3 |
896.0 |
|
S4 |
861.0 |
868.8 |
893.0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
921.0 |
2.618 |
911.8 |
1.618 |
906.0 |
1.000 |
902.5 |
0.618 |
900.3 |
HIGH |
896.8 |
0.618 |
894.5 |
0.500 |
894.0 |
0.382 |
893.3 |
LOW |
891.0 |
0.618 |
887.5 |
1.000 |
885.5 |
1.618 |
882.0 |
2.618 |
876.3 |
4.250 |
867.0 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
894.0 |
897.0 |
PP |
892.3 |
894.3 |
S1 |
890.5 |
891.5 |
|