ICE Russell 2000 Mini Future September 2013
Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
920.0 |
926.0 |
6.0 |
0.7% |
931.1 |
High |
925.3 |
926.0 |
0.7 |
0.1% |
931.1 |
Low |
920.0 |
926.0 |
6.0 |
0.7% |
912.3 |
Close |
926.6 |
922.2 |
-4.4 |
-0.5% |
915.7 |
Range |
5.3 |
0.0 |
-5.3 |
-100.0% |
18.8 |
ATR |
|
|
|
|
|
Volume |
21 |
25 |
4 |
19.0% |
12 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
924.8 |
923.5 |
922.3 |
|
R3 |
924.8 |
923.5 |
922.3 |
|
R2 |
924.8 |
924.8 |
922.3 |
|
R1 |
923.5 |
923.5 |
922.3 |
924.0 |
PP |
924.8 |
924.8 |
924.8 |
925.0 |
S1 |
923.5 |
923.5 |
922.3 |
924.0 |
S2 |
924.8 |
924.8 |
922.3 |
|
S3 |
924.8 |
923.5 |
922.3 |
|
S4 |
924.8 |
923.5 |
922.3 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.0 |
964.8 |
926.0 |
|
R3 |
957.3 |
946.0 |
920.8 |
|
R2 |
938.5 |
938.5 |
919.3 |
|
R1 |
927.0 |
927.0 |
917.5 |
923.5 |
PP |
919.8 |
919.8 |
919.8 |
917.8 |
S1 |
908.3 |
908.3 |
914.0 |
904.5 |
S2 |
901.0 |
901.0 |
912.3 |
|
S3 |
882.0 |
889.5 |
910.5 |
|
S4 |
863.3 |
870.8 |
905.3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
926.0 |
2.618 |
926.0 |
1.618 |
926.0 |
1.000 |
926.0 |
0.618 |
926.0 |
HIGH |
926.0 |
0.618 |
926.0 |
0.500 |
926.0 |
0.382 |
926.0 |
LOW |
926.0 |
0.618 |
926.0 |
1.000 |
926.0 |
1.618 |
926.0 |
2.618 |
926.0 |
4.250 |
926.0 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
926.0 |
921.8 |
PP |
924.8 |
921.3 |
S1 |
923.5 |
920.8 |
|