ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
898.5 |
898.0 |
-0.5 |
-0.1% |
900.0 |
| High |
898.5 |
905.0 |
6.5 |
0.7% |
908.0 |
| Low |
898.5 |
898.0 |
-0.5 |
-0.1% |
891.1 |
| Close |
901.7 |
905.2 |
3.5 |
0.4% |
904.0 |
| Range |
0.0 |
7.0 |
7.0 |
|
16.9 |
| ATR |
5.9 |
6.0 |
0.1 |
1.4% |
0.0 |
| Volume |
1 |
76 |
75 |
7,500.0% |
65 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
923.8 |
921.5 |
909.0 |
|
| R3 |
916.8 |
914.5 |
907.0 |
|
| R2 |
909.8 |
909.8 |
906.5 |
|
| R1 |
907.5 |
907.5 |
905.8 |
908.5 |
| PP |
902.8 |
902.8 |
902.8 |
903.3 |
| S1 |
900.5 |
900.5 |
904.5 |
901.5 |
| S2 |
895.8 |
895.8 |
903.8 |
|
| S3 |
888.8 |
893.5 |
903.3 |
|
| S4 |
881.8 |
886.5 |
901.3 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951.8 |
944.8 |
913.3 |
|
| R3 |
934.8 |
927.8 |
908.8 |
|
| R2 |
918.0 |
918.0 |
907.0 |
|
| R1 |
911.0 |
911.0 |
905.5 |
914.5 |
| PP |
901.0 |
901.0 |
901.0 |
902.8 |
| S1 |
894.0 |
894.0 |
902.5 |
897.5 |
| S2 |
884.3 |
884.3 |
901.0 |
|
| S3 |
867.3 |
877.3 |
899.3 |
|
| S4 |
850.3 |
860.3 |
894.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
934.8 |
|
2.618 |
923.3 |
|
1.618 |
916.3 |
|
1.000 |
912.0 |
|
0.618 |
909.3 |
|
HIGH |
905.0 |
|
0.618 |
902.3 |
|
0.500 |
901.5 |
|
0.382 |
900.8 |
|
LOW |
898.0 |
|
0.618 |
893.8 |
|
1.000 |
891.0 |
|
1.618 |
886.8 |
|
2.618 |
879.8 |
|
4.250 |
868.3 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
904.0 |
903.3 |
| PP |
902.8 |
901.3 |
| S1 |
901.5 |
899.3 |
|