ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
912.3 |
916.6 |
4.3 |
0.5% |
899.5 |
High |
915.6 |
917.7 |
2.1 |
0.2% |
907.9 |
Low |
911.8 |
913.3 |
1.5 |
0.2% |
893.3 |
Close |
915.8 |
917.7 |
1.9 |
0.2% |
908.6 |
Range |
3.8 |
4.4 |
0.6 |
15.8% |
14.6 |
ATR |
5.7 |
5.7 |
-0.1 |
-1.7% |
0.0 |
Volume |
16 |
23 |
7 |
43.8% |
104 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929.5 |
928.0 |
920.0 |
|
R3 |
925.0 |
923.5 |
919.0 |
|
R2 |
920.8 |
920.8 |
918.5 |
|
R1 |
919.3 |
919.3 |
918.0 |
920.0 |
PP |
916.3 |
916.3 |
916.3 |
916.5 |
S1 |
914.8 |
914.8 |
917.3 |
915.5 |
S2 |
911.8 |
911.8 |
917.0 |
|
S3 |
907.5 |
910.3 |
916.5 |
|
S4 |
903.0 |
906.0 |
915.3 |
|
|
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 |
936.5 |
2.618 |
929.3 |
1.618 |
924.8 |
1.000 |
922.0 |
0.618 |
920.5 |
HIGH |
917.8 |
0.618 |
916.0 |
0.500 |
915.5 |
0.382 |
915.0 |
LOW |
913.3 |
0.618 |
910.5 |
1.000 |
909.0 |
1.618 |
906.3 |
2.618 |
901.8 |
4.250 |
894.5 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
917.0 |
915.8 |
PP |
916.3 |
914.0 |
S1 |
915.5 |
912.0 |
|