ICE Russell 2000 Mini Future December 2013
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
986.2 |
993.8 |
7.6 |
0.8% |
981.6 |
High |
986.2 |
993.8 |
7.6 |
0.8% |
993.8 |
Low |
986.2 |
993.6 |
7.4 |
0.8% |
981.6 |
Close |
986.2 |
999.5 |
13.3 |
1.3% |
999.5 |
Range |
0.0 |
0.2 |
0.2 |
|
12.2 |
ATR |
|
|
|
|
|
Volume |
15 |
15 |
0 |
0.0% |
77 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996.3 |
998.0 |
999.5 |
|
R3 |
996.0 |
997.8 |
999.5 |
|
R2 |
995.8 |
995.8 |
999.5 |
|
R1 |
997.8 |
997.8 |
999.5 |
996.8 |
PP |
995.8 |
995.8 |
995.8 |
995.3 |
S1 |
997.5 |
997.5 |
999.5 |
996.5 |
S2 |
995.5 |
995.5 |
999.5 |
|
S3 |
995.3 |
997.3 |
999.5 |
|
S4 |
995.0 |
997.0 |
999.5 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.3 |
1,026.0 |
1,006.3 |
|
R3 |
1,016.0 |
1,013.8 |
1,002.8 |
|
R2 |
1,003.8 |
1,003.8 |
1,001.8 |
|
R1 |
1,001.8 |
1,001.8 |
1,000.5 |
1,002.8 |
PP |
991.8 |
991.8 |
991.8 |
992.3 |
S1 |
989.5 |
989.5 |
998.5 |
990.5 |
S2 |
979.5 |
979.5 |
997.3 |
|
S3 |
967.3 |
977.3 |
996.3 |
|
S4 |
955.0 |
965.0 |
992.8 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
994.8 |
2.618 |
994.3 |
1.618 |
994.0 |
1.000 |
994.0 |
0.618 |
994.0 |
HIGH |
993.8 |
0.618 |
993.8 |
0.500 |
993.8 |
0.382 |
993.8 |
LOW |
993.5 |
0.618 |
993.5 |
1.000 |
993.5 |
1.618 |
993.3 |
2.618 |
993.0 |
4.250 |
992.8 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
997.5 |
996.3 |
PP |
995.8 |
993.3 |
S1 |
993.8 |
990.0 |
|