ICE Russell 2000 Mini Future September 2013
Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
953.2 |
954.0 |
0.8 |
0.1% |
935.9 |
High |
953.2 |
954.0 |
0.8 |
0.1% |
953.2 |
Low |
953.2 |
954.0 |
0.8 |
0.1% |
915.8 |
Close |
947.4 |
954.0 |
6.6 |
0.7% |
947.4 |
Range |
|
|
|
|
|
ATR |
10.3 |
10.1 |
-0.3 |
-2.6% |
0.0 |
Volume |
7 |
0 |
-7 |
-100.0% |
24 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
954.0 |
954.0 |
954.0 |
|
R3 |
954.0 |
954.0 |
954.0 |
|
R2 |
954.0 |
954.0 |
954.0 |
|
R1 |
954.0 |
954.0 |
954.0 |
954.0 |
PP |
954.0 |
954.0 |
954.0 |
954.0 |
S1 |
954.0 |
954.0 |
954.0 |
954.0 |
S2 |
954.0 |
954.0 |
954.0 |
|
S3 |
954.0 |
954.0 |
954.0 |
|
S4 |
954.0 |
954.0 |
954.0 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.0 |
1,036.5 |
968.0 |
|
R3 |
1,013.5 |
999.3 |
957.8 |
|
R2 |
976.3 |
976.3 |
954.3 |
|
R1 |
961.8 |
961.8 |
950.8 |
969.0 |
PP |
938.8 |
938.8 |
938.8 |
942.5 |
S1 |
924.5 |
924.5 |
944.0 |
931.5 |
S2 |
901.5 |
901.5 |
940.5 |
|
S3 |
864.0 |
887.0 |
937.0 |
|
S4 |
826.5 |
849.5 |
926.8 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
954.0 |
2.618 |
954.0 |
1.618 |
954.0 |
1.000 |
954.0 |
0.618 |
954.0 |
HIGH |
954.0 |
0.618 |
954.0 |
0.500 |
954.0 |
0.382 |
954.0 |
LOW |
954.0 |
0.618 |
954.0 |
1.000 |
954.0 |
1.618 |
954.0 |
2.618 |
954.0 |
4.250 |
954.0 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
954.0 |
947.8 |
PP |
954.0 |
941.3 |
S1 |
954.0 |
935.0 |
|