ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
893.9 |
908.0 |
14.1 |
1.6% |
918.7 |
High |
909.9 |
911.2 |
1.3 |
0.1% |
929.9 |
Low |
893.2 |
903.7 |
10.5 |
1.2% |
897.1 |
Close |
905.3 |
906.5 |
1.2 |
0.1% |
911.5 |
Range |
16.7 |
7.5 |
-9.2 |
-55.1% |
32.8 |
ATR |
8.9 |
8.8 |
-0.1 |
-1.1% |
0.0 |
Volume |
82 |
72 |
-10 |
-12.2% |
84 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929.8 |
925.5 |
910.5 |
|
R3 |
922.3 |
918.0 |
908.5 |
|
R2 |
914.8 |
914.8 |
908.0 |
|
R1 |
910.5 |
910.5 |
907.3 |
908.8 |
PP |
907.3 |
907.3 |
907.3 |
906.3 |
S1 |
903.0 |
903.0 |
905.8 |
901.3 |
S2 |
899.8 |
899.8 |
905.0 |
|
S3 |
892.3 |
895.5 |
904.5 |
|
S4 |
884.8 |
888.0 |
902.5 |
|
|
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 |
943.0 |
2.618 |
930.8 |
1.618 |
923.3 |
1.000 |
918.8 |
0.618 |
915.8 |
HIGH |
911.3 |
0.618 |
908.3 |
0.500 |
907.5 |
0.382 |
906.5 |
LOW |
903.8 |
0.618 |
899.0 |
1.000 |
896.3 |
1.618 |
891.5 |
2.618 |
884.0 |
4.250 |
871.8 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
907.5 |
904.3 |
PP |
907.3 |
902.3 |
S1 |
906.8 |
900.0 |
|