ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
925.0 |
941.7 |
16.7 |
1.8% |
947.7 |
| High |
945.0 |
949.8 |
4.8 |
0.5% |
948.6 |
| Low |
924.1 |
941.5 |
17.4 |
1.9% |
907.2 |
| Close |
943.3 |
945.2 |
1.9 |
0.2% |
919.5 |
| Range |
20.9 |
8.3 |
-12.6 |
-60.3% |
41.4 |
| ATR |
12.4 |
12.1 |
-0.3 |
-2.4% |
0.0 |
| Volume |
111,481 |
80,994 |
-30,487 |
-27.3% |
635,673 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970.5 |
966.0 |
949.8 |
|
| R3 |
962.0 |
957.8 |
947.5 |
|
| R2 |
953.8 |
953.8 |
946.8 |
|
| R1 |
949.5 |
949.5 |
946.0 |
951.8 |
| PP |
945.5 |
945.5 |
945.5 |
946.5 |
| S1 |
941.3 |
941.3 |
944.5 |
943.3 |
| S2 |
937.3 |
937.3 |
943.8 |
|
| S3 |
929.0 |
933.0 |
943.0 |
|
| S4 |
920.5 |
924.5 |
940.8 |
|
|
| 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 |
949.8 |
907.2 |
42.6 |
4.5% |
13.5 |
1.4% |
89% |
True |
False |
98,686 |
| 10 |
950.7 |
907.2 |
43.5 |
4.6% |
14.3 |
1.5% |
87% |
False |
False |
109,278 |
| 20 |
951.3 |
907.2 |
44.1 |
4.7% |
12.5 |
1.3% |
86% |
False |
False |
109,969 |
| 40 |
951.3 |
889.0 |
62.3 |
6.6% |
11.0 |
1.2% |
90% |
False |
False |
73,678 |
| 60 |
951.3 |
882.0 |
69.3 |
7.3% |
8.3 |
0.9% |
91% |
False |
False |
49,123 |
| 80 |
951.3 |
820.7 |
130.6 |
13.8% |
6.3 |
0.7% |
95% |
False |
False |
36,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
985.0 |
|
2.618 |
971.5 |
|
1.618 |
963.3 |
|
1.000 |
958.0 |
|
0.618 |
955.0 |
|
HIGH |
949.8 |
|
0.618 |
946.8 |
|
0.500 |
945.8 |
|
0.382 |
944.8 |
|
LOW |
941.5 |
|
0.618 |
936.3 |
|
1.000 |
933.3 |
|
1.618 |
928.0 |
|
2.618 |
919.8 |
|
4.250 |
906.3 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
945.8 |
942.5 |
| PP |
945.5 |
939.8 |
| S1 |
945.3 |
937.0 |
|