ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
906.2 |
904.0 |
-2.2 |
-0.2% |
918.7 |
| High |
908.8 |
910.0 |
1.2 |
0.1% |
929.9 |
| Low |
897.1 |
904.0 |
6.9 |
0.8% |
897.1 |
| Close |
901.8 |
911.5 |
9.7 |
1.1% |
911.5 |
| Range |
11.7 |
6.0 |
-5.7 |
-48.7% |
32.8 |
| ATR |
6.8 |
6.9 |
0.1 |
1.4% |
0.0 |
| Volume |
21 |
21 |
0 |
0.0% |
84 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
926.5 |
925.0 |
914.8 |
|
| R3 |
920.5 |
919.0 |
913.3 |
|
| R2 |
914.5 |
914.5 |
912.5 |
|
| R1 |
913.0 |
913.0 |
912.0 |
913.8 |
| PP |
908.5 |
908.5 |
908.5 |
909.0 |
| S1 |
907.0 |
907.0 |
911.0 |
907.8 |
| S2 |
902.5 |
902.5 |
910.5 |
|
| S3 |
896.5 |
901.0 |
909.8 |
|
| S4 |
890.5 |
895.0 |
908.3 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,011.3 |
994.3 |
929.5 |
|
| R3 |
978.5 |
961.3 |
920.5 |
|
| R2 |
945.8 |
945.8 |
917.5 |
|
| R1 |
928.5 |
928.5 |
914.5 |
920.8 |
| PP |
912.8 |
912.8 |
912.8 |
909.0 |
| S1 |
895.8 |
895.8 |
908.5 |
888.0 |
| S2 |
880.0 |
880.0 |
905.5 |
|
| S3 |
847.3 |
863.0 |
902.5 |
|
| S4 |
814.5 |
830.3 |
893.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
935.5 |
|
2.618 |
925.8 |
|
1.618 |
919.8 |
|
1.000 |
916.0 |
|
0.618 |
913.8 |
|
HIGH |
910.0 |
|
0.618 |
907.8 |
|
0.500 |
907.0 |
|
0.382 |
906.3 |
|
LOW |
904.0 |
|
0.618 |
900.3 |
|
1.000 |
898.0 |
|
1.618 |
894.3 |
|
2.618 |
888.3 |
|
4.250 |
878.5 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
910.0 |
913.5 |
| PP |
908.5 |
912.8 |
| S1 |
907.0 |
912.3 |
|