ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
904.0 |
912.0 |
8.0 |
0.9% |
918.7 |
| High |
910.0 |
916.0 |
6.0 |
0.7% |
929.9 |
| Low |
904.0 |
890.0 |
-14.0 |
-1.5% |
897.1 |
| Close |
911.5 |
892.2 |
-19.3 |
-2.1% |
911.5 |
| Range |
6.0 |
26.0 |
20.0 |
333.3% |
32.8 |
| ATR |
6.9 |
8.3 |
1.4 |
19.7% |
0.0 |
| Volume |
21 |
430 |
409 |
1,947.6% |
84 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.5 |
960.8 |
906.5 |
|
| R3 |
951.5 |
934.8 |
899.3 |
|
| R2 |
925.5 |
925.5 |
897.0 |
|
| R1 |
908.8 |
908.8 |
894.5 |
904.0 |
| PP |
899.5 |
899.5 |
899.5 |
897.0 |
| S1 |
882.8 |
882.8 |
889.8 |
878.0 |
| S2 |
873.5 |
873.5 |
887.5 |
|
| S3 |
847.5 |
856.8 |
885.0 |
|
| S4 |
821.5 |
830.8 |
878.0 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,011.3 |
994.3 |
929.5 |
|
| R3 |
978.5 |
961.3 |
920.5 |
|
| R2 |
945.8 |
945.8 |
917.5 |
|
| R1 |
928.5 |
928.5 |
914.5 |
920.8 |
| PP |
912.8 |
912.8 |
912.8 |
909.0 |
| S1 |
895.8 |
895.8 |
908.5 |
888.0 |
| S2 |
880.0 |
880.0 |
905.5 |
|
| S3 |
847.3 |
863.0 |
902.5 |
|
| S4 |
814.5 |
830.3 |
893.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,026.5 |
|
2.618 |
984.0 |
|
1.618 |
958.0 |
|
1.000 |
942.0 |
|
0.618 |
932.0 |
|
HIGH |
916.0 |
|
0.618 |
906.0 |
|
0.500 |
903.0 |
|
0.382 |
900.0 |
|
LOW |
890.0 |
|
0.618 |
874.0 |
|
1.000 |
864.0 |
|
1.618 |
848.0 |
|
2.618 |
822.0 |
|
4.250 |
779.5 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
903.0 |
903.0 |
| PP |
899.5 |
899.5 |
| S1 |
895.8 |
895.8 |
|