ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
939.0 |
901.7 |
-37.3 |
-4.0% |
919.2 |
| High |
939.8 |
921.4 |
-18.4 |
-2.0% |
949.8 |
| Low |
895.5 |
901.6 |
6.1 |
0.7% |
916.6 |
| Close |
899.1 |
920.6 |
21.5 |
2.4% |
938.9 |
| Range |
44.3 |
19.8 |
-24.5 |
-55.3% |
33.2 |
| ATR |
14.5 |
15.0 |
0.6 |
3.9% |
0.0 |
| Volume |
215,843 |
148,667 |
-67,176 |
-31.1% |
469,712 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.0 |
967.0 |
931.5 |
|
| R3 |
954.3 |
947.3 |
926.0 |
|
| R2 |
934.3 |
934.3 |
924.3 |
|
| R1 |
927.5 |
927.5 |
922.5 |
931.0 |
| PP |
914.5 |
914.5 |
914.5 |
916.3 |
| S1 |
907.8 |
907.8 |
918.8 |
911.0 |
| S2 |
894.8 |
894.8 |
917.0 |
|
| S3 |
875.0 |
887.8 |
915.3 |
|
| S4 |
855.3 |
868.0 |
909.8 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.8 |
1,020.0 |
957.3 |
|
| R3 |
1,001.5 |
986.8 |
948.0 |
|
| R2 |
968.3 |
968.3 |
945.0 |
|
| R1 |
953.5 |
953.5 |
942.0 |
961.0 |
| PP |
935.0 |
935.0 |
935.0 |
938.8 |
| S1 |
920.5 |
920.5 |
935.8 |
927.8 |
| S2 |
902.0 |
902.0 |
932.8 |
|
| S3 |
868.8 |
887.3 |
929.8 |
|
| S4 |
835.5 |
854.0 |
920.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949.8 |
895.5 |
54.3 |
5.9% |
21.3 |
2.3% |
46% |
False |
False |
131,747 |
| 10 |
949.8 |
895.5 |
54.3 |
5.9% |
17.8 |
1.9% |
46% |
False |
False |
122,977 |
| 20 |
951.3 |
895.5 |
55.8 |
6.1% |
15.0 |
1.6% |
45% |
False |
False |
117,167 |
| 40 |
951.3 |
889.0 |
62.3 |
6.8% |
12.8 |
1.4% |
51% |
False |
False |
85,334 |
| 60 |
951.3 |
889.0 |
62.3 |
6.8% |
9.5 |
1.0% |
51% |
False |
False |
56,894 |
| 80 |
951.3 |
820.7 |
130.6 |
14.2% |
7.3 |
0.8% |
76% |
False |
False |
42,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.5 |
|
2.618 |
973.3 |
|
1.618 |
953.5 |
|
1.000 |
941.3 |
|
0.618 |
933.8 |
|
HIGH |
921.5 |
|
0.618 |
913.8 |
|
0.500 |
911.5 |
|
0.382 |
909.3 |
|
LOW |
901.5 |
|
0.618 |
889.3 |
|
1.000 |
881.8 |
|
1.618 |
869.5 |
|
2.618 |
849.8 |
|
4.250 |
817.5 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
917.5 |
920.8 |
| PP |
914.5 |
920.8 |
| S1 |
911.5 |
920.8 |
|