ICE Russell 2000 Mini Future September 2013
Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
917.3 |
915.8 |
-1.5 |
-0.2% |
909.0 |
High |
917.3 |
930.0 |
12.7 |
1.4% |
934.4 |
Low |
917.3 |
915.8 |
-1.5 |
-0.2% |
909.0 |
Close |
917.3 |
932.5 |
15.2 |
1.7% |
928.6 |
Range |
0.0 |
14.2 |
14.2 |
|
25.4 |
ATR |
9.2 |
9.5 |
0.4 |
3.9% |
0.0 |
Volume |
10 |
7 |
-3 |
-30.0% |
21 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
968.8 |
964.8 |
940.3 |
|
R3 |
954.5 |
950.5 |
936.5 |
|
R2 |
940.3 |
940.3 |
935.0 |
|
R1 |
936.5 |
936.5 |
933.8 |
938.3 |
PP |
926.0 |
926.0 |
926.0 |
927.0 |
S1 |
922.3 |
922.3 |
931.3 |
924.3 |
S2 |
912.0 |
912.0 |
930.0 |
|
S3 |
897.8 |
908.0 |
928.5 |
|
S4 |
883.5 |
893.8 |
924.8 |
|
|
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 |
990.3 |
2.618 |
967.3 |
1.618 |
953.0 |
1.000 |
944.3 |
0.618 |
938.8 |
HIGH |
930.0 |
0.618 |
924.5 |
0.500 |
923.0 |
0.382 |
921.3 |
LOW |
915.8 |
0.618 |
907.0 |
1.000 |
901.5 |
1.618 |
892.8 |
2.618 |
878.5 |
4.250 |
855.5 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
929.3 |
931.3 |
PP |
926.0 |
930.0 |
S1 |
923.0 |
928.5 |
|