ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
938.0 |
945.0 |
7.0 |
0.7% |
937.0 |
| High |
948.6 |
946.3 |
-2.3 |
-0.2% |
951.0 |
| Low |
936.3 |
936.5 |
0.2 |
0.0% |
933.3 |
| Close |
945.0 |
940.0 |
-5.0 |
-0.5% |
948.5 |
| Range |
12.3 |
9.8 |
-2.5 |
-20.3% |
17.7 |
| ATR |
9.8 |
9.8 |
0.0 |
0.0% |
0.0 |
| Volume |
98,871 |
113,309 |
14,438 |
14.6% |
605,061 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970.3 |
965.0 |
945.5 |
|
| R3 |
960.5 |
955.3 |
942.8 |
|
| R2 |
950.8 |
950.8 |
941.8 |
|
| R1 |
945.3 |
945.3 |
941.0 |
943.3 |
| PP |
941.0 |
941.0 |
941.0 |
939.8 |
| S1 |
935.5 |
935.5 |
939.0 |
933.3 |
| S2 |
931.3 |
931.3 |
938.3 |
|
| S3 |
921.3 |
925.8 |
937.3 |
|
| S4 |
911.5 |
916.0 |
934.5 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.3 |
990.8 |
958.3 |
|
| R3 |
979.8 |
973.0 |
953.3 |
|
| R2 |
962.0 |
962.0 |
951.8 |
|
| R1 |
955.3 |
955.3 |
950.0 |
958.5 |
| PP |
944.3 |
944.3 |
944.3 |
946.0 |
| S1 |
937.5 |
937.5 |
947.0 |
941.0 |
| S2 |
926.5 |
926.5 |
945.3 |
|
| S3 |
908.8 |
919.8 |
943.8 |
|
| S4 |
891.3 |
902.3 |
938.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951.0 |
931.6 |
19.4 |
2.1% |
11.8 |
1.3% |
43% |
False |
False |
119,861 |
| 10 |
951.0 |
929.6 |
21.4 |
2.3% |
9.8 |
1.0% |
49% |
False |
False |
128,133 |
| 20 |
951.0 |
889.0 |
62.0 |
6.6% |
10.8 |
1.1% |
82% |
False |
False |
72,034 |
| 40 |
951.0 |
889.0 |
62.0 |
6.6% |
7.8 |
0.8% |
82% |
False |
False |
36,025 |
| 60 |
951.0 |
820.7 |
130.3 |
13.9% |
5.5 |
0.6% |
92% |
False |
False |
24,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988.0 |
|
2.618 |
972.0 |
|
1.618 |
962.3 |
|
1.000 |
956.0 |
|
0.618 |
952.3 |
|
HIGH |
946.3 |
|
0.618 |
942.5 |
|
0.500 |
941.5 |
|
0.382 |
940.3 |
|
LOW |
936.5 |
|
0.618 |
930.5 |
|
1.000 |
926.8 |
|
1.618 |
920.8 |
|
2.618 |
910.8 |
|
4.250 |
894.8 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
941.5 |
940.0 |
| PP |
941.0 |
940.0 |
| S1 |
940.5 |
940.0 |
|