ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
905.0 |
906.5 |
1.5 |
0.2% |
899.5 |
High |
905.0 |
912.5 |
7.5 |
0.8% |
907.9 |
Low |
905.0 |
906.5 |
1.5 |
0.2% |
893.3 |
Close |
908.1 |
912.2 |
4.1 |
0.5% |
908.6 |
Range |
0.0 |
6.0 |
6.0 |
|
14.6 |
ATR |
5.9 |
5.9 |
0.0 |
0.1% |
0.0 |
Volume |
24 |
3 |
-21 |
-87.5% |
104 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
928.5 |
926.3 |
915.5 |
|
R3 |
922.5 |
920.3 |
913.8 |
|
R2 |
916.5 |
916.5 |
913.3 |
|
R1 |
914.3 |
914.3 |
912.8 |
915.3 |
PP |
910.5 |
910.5 |
910.5 |
911.0 |
S1 |
908.3 |
908.3 |
911.8 |
909.3 |
S2 |
904.5 |
904.5 |
911.0 |
|
S3 |
898.5 |
902.3 |
910.5 |
|
S4 |
892.5 |
896.3 |
909.0 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
947.0 |
942.5 |
916.8 |
|
R3 |
932.5 |
927.8 |
912.5 |
|
R2 |
917.8 |
917.8 |
911.3 |
|
R1 |
913.3 |
913.3 |
910.0 |
915.5 |
PP |
903.3 |
903.3 |
903.3 |
904.5 |
S1 |
898.8 |
898.8 |
907.3 |
901.0 |
S2 |
888.8 |
888.8 |
906.0 |
|
S3 |
874.0 |
884.0 |
904.5 |
|
S4 |
859.5 |
869.5 |
900.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
938.0 |
2.618 |
928.3 |
1.618 |
922.3 |
1.000 |
918.5 |
0.618 |
916.3 |
HIGH |
912.5 |
0.618 |
910.3 |
0.500 |
909.5 |
0.382 |
908.8 |
LOW |
906.5 |
0.618 |
902.8 |
1.000 |
900.5 |
1.618 |
896.8 |
2.618 |
890.8 |
4.250 |
881.0 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
911.3 |
911.0 |
PP |
910.5 |
909.5 |
S1 |
909.5 |
908.3 |
|