ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
895.8 |
901.9 |
6.1 |
0.7% |
900.0 |
| High |
896.5 |
908.0 |
11.5 |
1.3% |
908.0 |
| Low |
895.8 |
901.9 |
6.1 |
0.7% |
891.1 |
| Close |
896.1 |
904.0 |
7.9 |
0.9% |
904.0 |
| Range |
0.7 |
6.1 |
5.4 |
771.4% |
16.9 |
| ATR |
5.2 |
5.7 |
0.5 |
9.1% |
0.0 |
| Volume |
27 |
27 |
0 |
0.0% |
65 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
923.0 |
919.5 |
907.3 |
|
| R3 |
916.8 |
913.5 |
905.8 |
|
| R2 |
910.8 |
910.8 |
905.0 |
|
| R1 |
907.3 |
907.3 |
904.5 |
909.0 |
| PP |
904.8 |
904.8 |
904.8 |
905.5 |
| S1 |
901.3 |
901.3 |
903.5 |
903.0 |
| S2 |
898.5 |
898.5 |
903.0 |
|
| S3 |
892.5 |
895.3 |
902.3 |
|
| S4 |
886.3 |
889.0 |
900.8 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951.8 |
944.8 |
913.3 |
|
| R3 |
934.8 |
927.8 |
908.8 |
|
| R2 |
918.0 |
918.0 |
907.0 |
|
| R1 |
911.0 |
911.0 |
905.5 |
914.5 |
| PP |
901.0 |
901.0 |
901.0 |
902.8 |
| S1 |
894.0 |
894.0 |
902.5 |
897.5 |
| S2 |
884.3 |
884.3 |
901.0 |
|
| S3 |
867.3 |
877.3 |
899.3 |
|
| S4 |
850.3 |
860.3 |
894.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
934.0 |
|
2.618 |
924.0 |
|
1.618 |
917.8 |
|
1.000 |
914.0 |
|
0.618 |
911.8 |
|
HIGH |
908.0 |
|
0.618 |
905.8 |
|
0.500 |
905.0 |
|
0.382 |
904.3 |
|
LOW |
902.0 |
|
0.618 |
898.3 |
|
1.000 |
895.8 |
|
1.618 |
892.0 |
|
2.618 |
886.0 |
|
4.250 |
876.0 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
905.0 |
902.5 |
| PP |
904.8 |
901.0 |
| S1 |
904.3 |
899.5 |
|