ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
930.5 |
925.0 |
-5.5 |
-0.6% |
947.7 |
| High |
933.1 |
945.0 |
11.9 |
1.3% |
948.6 |
| Low |
924.1 |
924.1 |
0.0 |
0.0% |
907.2 |
| Close |
926.0 |
943.3 |
17.3 |
1.9% |
919.5 |
| Range |
9.0 |
20.9 |
11.9 |
132.2% |
41.4 |
| ATR |
11.8 |
12.4 |
0.7 |
5.5% |
0.0 |
| Volume |
93,461 |
111,481 |
18,020 |
19.3% |
635,673 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,000.3 |
992.8 |
954.8 |
|
| R3 |
979.3 |
971.8 |
949.0 |
|
| R2 |
958.3 |
958.3 |
947.3 |
|
| R1 |
950.8 |
950.8 |
945.3 |
954.5 |
| PP |
937.5 |
937.5 |
937.5 |
939.3 |
| S1 |
930.0 |
930.0 |
941.5 |
933.8 |
| S2 |
916.5 |
916.5 |
939.5 |
|
| S3 |
895.8 |
909.0 |
937.5 |
|
| S4 |
874.8 |
888.3 |
931.8 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,049.3 |
1,025.8 |
942.3 |
|
| R3 |
1,008.0 |
984.5 |
931.0 |
|
| R2 |
966.5 |
966.5 |
927.0 |
|
| R1 |
943.0 |
943.0 |
923.3 |
934.0 |
| PP |
925.0 |
925.0 |
925.0 |
920.5 |
| S1 |
901.5 |
901.5 |
915.8 |
892.8 |
| S2 |
883.8 |
883.8 |
912.0 |
|
| S3 |
842.3 |
860.3 |
908.0 |
|
| S4 |
801.0 |
818.8 |
896.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
945.0 |
907.2 |
37.8 |
4.0% |
13.8 |
1.5% |
96% |
True |
False |
105,845 |
| 10 |
950.7 |
907.2 |
43.5 |
4.6% |
14.5 |
1.5% |
83% |
False |
False |
110,650 |
| 20 |
951.3 |
907.2 |
44.1 |
4.7% |
12.5 |
1.3% |
82% |
False |
False |
112,127 |
| 40 |
951.3 |
889.0 |
62.3 |
6.6% |
11.0 |
1.2% |
87% |
False |
False |
71,654 |
| 60 |
951.3 |
875.7 |
75.6 |
8.0% |
8.3 |
0.9% |
89% |
False |
False |
47,773 |
| 80 |
951.3 |
820.7 |
130.6 |
13.8% |
6.3 |
0.7% |
94% |
False |
False |
35,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,033.8 |
|
2.618 |
999.8 |
|
1.618 |
978.8 |
|
1.000 |
966.0 |
|
0.618 |
958.0 |
|
HIGH |
945.0 |
|
0.618 |
937.0 |
|
0.500 |
934.5 |
|
0.382 |
932.0 |
|
LOW |
924.0 |
|
0.618 |
911.3 |
|
1.000 |
903.3 |
|
1.618 |
890.3 |
|
2.618 |
869.5 |
|
4.250 |
835.3 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
940.5 |
939.3 |
| PP |
937.5 |
935.0 |
| S1 |
934.5 |
930.8 |
|