ICE Russell 2000 Mini Future September 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
985.4 |
979.0 |
-6.4 |
-0.6% |
954.0 |
High |
985.4 |
984.4 |
-1.0 |
-0.1% |
967.1 |
Low |
980.0 |
979.0 |
-1.0 |
-0.1% |
954.0 |
Close |
982.4 |
980.4 |
-2.0 |
-0.2% |
969.5 |
Range |
5.4 |
5.4 |
0.0 |
0.0% |
13.1 |
ATR |
8.1 |
7.9 |
-0.2 |
-2.4% |
0.0 |
Volume |
3 |
3 |
0 |
0.0% |
1,485 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997.5 |
994.3 |
983.3 |
|
R3 |
992.0 |
989.0 |
982.0 |
|
R2 |
986.8 |
986.8 |
981.5 |
|
R1 |
983.5 |
983.5 |
981.0 |
985.0 |
PP |
981.3 |
981.3 |
981.3 |
982.0 |
S1 |
978.3 |
978.3 |
980.0 |
979.8 |
S2 |
975.8 |
975.8 |
979.5 |
|
S3 |
970.5 |
972.8 |
979.0 |
|
S4 |
965.0 |
967.3 |
977.5 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,002.8 |
999.3 |
976.8 |
|
R3 |
989.8 |
986.3 |
973.0 |
|
R2 |
976.8 |
976.8 |
972.0 |
|
R1 |
973.0 |
973.0 |
970.8 |
974.8 |
PP |
963.5 |
963.5 |
963.5 |
964.5 |
S1 |
960.0 |
960.0 |
968.3 |
961.8 |
S2 |
950.5 |
950.5 |
967.0 |
|
S3 |
937.3 |
946.8 |
966.0 |
|
S4 |
924.3 |
933.8 |
962.3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,007.3 |
2.618 |
998.5 |
1.618 |
993.3 |
1.000 |
989.8 |
0.618 |
987.8 |
HIGH |
984.5 |
0.618 |
982.3 |
0.500 |
981.8 |
0.382 |
981.0 |
LOW |
979.0 |
0.618 |
975.8 |
1.000 |
973.5 |
1.618 |
970.3 |
2.618 |
964.8 |
4.250 |
956.0 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
981.8 |
981.8 |
PP |
981.3 |
981.3 |
S1 |
980.8 |
980.8 |
|