ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
820.7 |
842.6 |
21.9 |
2.7% |
837.9 |
| High |
820.7 |
842.6 |
21.9 |
2.7% |
837.9 |
| Low |
820.7 |
842.6 |
21.9 |
2.7% |
820.7 |
| Close |
820.7 |
842.6 |
21.9 |
2.7% |
820.7 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
15 |
15 |
0 |
0.0% |
43 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
842.5 |
842.5 |
842.5 |
|
| R3 |
842.5 |
842.5 |
842.5 |
|
| R2 |
842.5 |
842.5 |
842.5 |
|
| R1 |
842.5 |
842.5 |
842.5 |
842.5 |
| PP |
842.5 |
842.5 |
842.5 |
842.5 |
| S1 |
842.5 |
842.5 |
842.5 |
842.5 |
| S2 |
842.5 |
842.5 |
842.5 |
|
| S3 |
842.5 |
842.5 |
842.5 |
|
| S4 |
842.5 |
842.5 |
842.5 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
877.8 |
866.5 |
830.3 |
|
| R3 |
860.8 |
849.3 |
825.5 |
|
| R2 |
843.5 |
843.5 |
823.8 |
|
| R1 |
832.3 |
832.3 |
822.3 |
829.3 |
| PP |
826.5 |
826.5 |
826.5 |
825.0 |
| S1 |
815.0 |
815.0 |
819.3 |
812.0 |
| S2 |
809.3 |
809.3 |
817.5 |
|
| S3 |
792.0 |
797.8 |
816.0 |
|
| S4 |
775.0 |
780.8 |
811.3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
842.5 |
|
2.618 |
842.5 |
|
1.618 |
842.5 |
|
1.000 |
842.5 |
|
0.618 |
842.5 |
|
HIGH |
842.5 |
|
0.618 |
842.5 |
|
0.500 |
842.5 |
|
0.382 |
842.5 |
|
LOW |
842.5 |
|
0.618 |
842.5 |
|
1.000 |
842.5 |
|
1.618 |
842.5 |
|
2.618 |
842.5 |
|
4.250 |
842.5 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
842.5 |
839.0 |
| PP |
842.5 |
835.3 |
| S1 |
842.5 |
831.8 |
|