ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
874.4 |
875.0 |
0.6 |
0.1% |
870.2 |
| High |
874.4 |
875.0 |
0.6 |
0.1% |
874.4 |
| Low |
874.4 |
874.1 |
-0.3 |
0.0% |
869.5 |
| Close |
874.4 |
873.7 |
-0.7 |
-0.1% |
874.4 |
| Range |
0.0 |
0.9 |
0.9 |
|
4.9 |
| ATR |
5.8 |
5.4 |
-0.3 |
-6.0% |
0.0 |
| Volume |
2 |
4 |
2 |
100.0% |
11 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
877.0 |
876.3 |
874.3 |
|
| R3 |
876.0 |
875.3 |
874.0 |
|
| R2 |
875.3 |
875.3 |
873.8 |
|
| R1 |
874.5 |
874.5 |
873.8 |
874.3 |
| PP |
874.3 |
874.3 |
874.3 |
874.3 |
| S1 |
873.5 |
873.5 |
873.5 |
873.5 |
| S2 |
873.3 |
873.3 |
873.5 |
|
| S3 |
872.5 |
872.8 |
873.5 |
|
| S4 |
871.5 |
871.8 |
873.3 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.5 |
885.8 |
877.0 |
|
| R3 |
882.5 |
881.0 |
875.8 |
|
| R2 |
877.8 |
877.8 |
875.3 |
|
| R1 |
876.0 |
876.0 |
874.8 |
876.8 |
| PP |
872.8 |
872.8 |
872.8 |
873.3 |
| S1 |
871.3 |
871.3 |
874.0 |
872.0 |
| S2 |
867.8 |
867.8 |
873.5 |
|
| S3 |
863.0 |
866.3 |
873.0 |
|
| S4 |
858.0 |
861.3 |
871.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
878.8 |
|
2.618 |
877.3 |
|
1.618 |
876.5 |
|
1.000 |
876.0 |
|
0.618 |
875.5 |
|
HIGH |
875.0 |
|
0.618 |
874.8 |
|
0.500 |
874.5 |
|
0.382 |
874.5 |
|
LOW |
874.0 |
|
0.618 |
873.5 |
|
1.000 |
873.3 |
|
1.618 |
872.8 |
|
2.618 |
871.8 |
|
4.250 |
870.3 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
874.5 |
873.5 |
| PP |
874.3 |
873.3 |
| S1 |
874.0 |
873.0 |
|