ICE Russell 2000 Mini Future September 2013
Trading Metrics calculated at close of trading on 30-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
935.9 |
941.4 |
5.5 |
0.6% |
909.0 |
High |
935.9 |
941.4 |
5.5 |
0.6% |
934.4 |
Low |
935.9 |
941.4 |
5.5 |
0.6% |
909.0 |
Close |
935.9 |
941.4 |
5.5 |
0.6% |
928.6 |
Range |
|
|
|
|
|
ATR |
8.2 |
8.0 |
-0.2 |
-2.4% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
941.5 |
941.5 |
941.5 |
|
R3 |
941.5 |
941.5 |
941.5 |
|
R2 |
941.5 |
941.5 |
941.5 |
|
R1 |
941.5 |
941.5 |
941.5 |
941.5 |
PP |
941.5 |
941.5 |
941.5 |
941.5 |
S1 |
941.5 |
941.5 |
941.5 |
941.5 |
S2 |
941.5 |
941.5 |
941.5 |
|
S3 |
941.5 |
941.5 |
941.5 |
|
S4 |
941.5 |
941.5 |
941.5 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,000.3 |
989.8 |
942.5 |
|
R3 |
974.8 |
964.5 |
935.5 |
|
R2 |
949.5 |
949.5 |
933.3 |
|
R1 |
939.0 |
939.0 |
931.0 |
944.3 |
PP |
924.0 |
924.0 |
924.0 |
926.5 |
S1 |
913.5 |
913.5 |
926.3 |
918.8 |
S2 |
898.5 |
898.5 |
924.0 |
|
S3 |
873.3 |
888.3 |
921.5 |
|
S4 |
847.8 |
862.8 |
914.8 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
941.5 |
2.618 |
941.5 |
1.618 |
941.5 |
1.000 |
941.5 |
0.618 |
941.5 |
HIGH |
941.5 |
0.618 |
941.5 |
0.500 |
941.5 |
0.382 |
941.5 |
LOW |
941.5 |
0.618 |
941.5 |
1.000 |
941.5 |
1.618 |
941.5 |
2.618 |
941.5 |
4.250 |
941.5 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
941.5 |
939.3 |
PP |
941.5 |
937.3 |
S1 |
941.5 |
935.0 |
|