ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
919.3 |
928.9 |
9.6 |
1.0% |
905.0 |
| High |
927.0 |
929.9 |
2.9 |
0.3% |
920.7 |
| Low |
919.3 |
908.8 |
-10.5 |
-1.1% |
905.0 |
| Close |
927.8 |
908.6 |
-19.2 |
-2.1% |
918.7 |
| Range |
7.7 |
21.1 |
13.4 |
174.0% |
15.7 |
| ATR |
5.3 |
6.4 |
1.1 |
21.2% |
0.0 |
| Volume |
12 |
23 |
11 |
91.7% |
89 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.0 |
965.0 |
920.3 |
|
| R3 |
958.0 |
943.8 |
914.5 |
|
| R2 |
936.8 |
936.8 |
912.5 |
|
| R1 |
922.8 |
922.8 |
910.5 |
919.3 |
| PP |
915.8 |
915.8 |
915.8 |
914.0 |
| S1 |
901.8 |
901.8 |
906.8 |
898.3 |
| S2 |
894.8 |
894.8 |
904.8 |
|
| S3 |
873.5 |
880.5 |
902.8 |
|
| S4 |
852.5 |
859.5 |
897.0 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962.0 |
956.0 |
927.3 |
|
| R3 |
946.3 |
940.3 |
923.0 |
|
| R2 |
930.5 |
930.5 |
921.5 |
|
| R1 |
924.5 |
924.5 |
920.3 |
927.5 |
| PP |
914.8 |
914.8 |
914.8 |
916.3 |
| S1 |
909.0 |
909.0 |
917.3 |
911.8 |
| S2 |
899.0 |
899.0 |
915.8 |
|
| S3 |
883.5 |
893.3 |
914.5 |
|
| S4 |
867.8 |
877.5 |
910.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,019.5 |
|
2.618 |
985.3 |
|
1.618 |
964.0 |
|
1.000 |
951.0 |
|
0.618 |
943.0 |
|
HIGH |
930.0 |
|
0.618 |
921.8 |
|
0.500 |
919.3 |
|
0.382 |
916.8 |
|
LOW |
908.8 |
|
0.618 |
895.8 |
|
1.000 |
887.8 |
|
1.618 |
874.8 |
|
2.618 |
853.5 |
|
4.250 |
819.0 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
919.3 |
919.3 |
| PP |
915.8 |
915.8 |
| S1 |
912.3 |
912.3 |
|