ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
898.0 |
902.9 |
4.9 |
0.5% |
900.0 |
High |
905.0 |
902.9 |
-2.1 |
-0.2% |
908.0 |
Low |
898.0 |
896.9 |
-1.1 |
-0.1% |
891.1 |
Close |
905.2 |
902.6 |
-2.6 |
-0.3% |
904.0 |
Range |
7.0 |
6.0 |
-1.0 |
-14.3% |
16.9 |
ATR |
6.0 |
6.1 |
0.2 |
2.7% |
0.0 |
Volume |
76 |
11 |
-65 |
-85.5% |
65 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
918.8 |
916.8 |
906.0 |
|
R3 |
912.8 |
910.8 |
904.3 |
|
R2 |
906.8 |
906.8 |
903.8 |
|
R1 |
904.8 |
904.8 |
903.3 |
902.8 |
PP |
900.8 |
900.8 |
900.8 |
899.8 |
S1 |
898.8 |
898.8 |
902.0 |
896.8 |
S2 |
894.8 |
894.8 |
901.5 |
|
S3 |
888.8 |
892.8 |
901.0 |
|
S4 |
882.8 |
886.8 |
899.3 |
|
|
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 |
928.5 |
2.618 |
918.5 |
1.618 |
912.5 |
1.000 |
909.0 |
0.618 |
906.5 |
HIGH |
903.0 |
0.618 |
900.5 |
0.500 |
900.0 |
0.382 |
899.3 |
LOW |
897.0 |
0.618 |
893.3 |
1.000 |
891.0 |
1.618 |
887.3 |
2.618 |
881.3 |
4.250 |
871.5 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
901.8 |
902.0 |
PP |
900.8 |
901.5 |
S1 |
900.0 |
901.0 |
|