ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
901.7 |
919.2 |
17.5 |
1.9% |
919.2 |
| High |
921.4 |
920.4 |
-1.0 |
-0.1% |
949.8 |
| Low |
901.6 |
895.3 |
-6.3 |
-0.7% |
916.6 |
| Close |
920.6 |
904.0 |
-16.6 |
-1.8% |
938.9 |
| Range |
19.8 |
25.1 |
5.3 |
26.8% |
33.2 |
| ATR |
15.0 |
15.8 |
0.7 |
4.9% |
0.0 |
| Volume |
148,667 |
180,772 |
32,105 |
21.6% |
469,712 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.8 |
968.0 |
917.8 |
|
| R3 |
956.8 |
943.0 |
911.0 |
|
| R2 |
931.8 |
931.8 |
908.5 |
|
| R1 |
917.8 |
917.8 |
906.3 |
912.3 |
| PP |
906.5 |
906.5 |
906.5 |
903.8 |
| S1 |
892.8 |
892.8 |
901.8 |
887.0 |
| S2 |
881.5 |
881.5 |
899.5 |
|
| S3 |
856.3 |
867.8 |
897.0 |
|
| S4 |
831.3 |
842.5 |
890.3 |
|
|
| 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 |
895.3 |
54.5 |
6.0% |
22.0 |
2.4% |
16% |
False |
True |
145,605 |
| 10 |
949.8 |
895.3 |
54.5 |
6.0% |
18.0 |
2.0% |
16% |
False |
True |
125,725 |
| 20 |
951.3 |
895.3 |
56.0 |
6.2% |
15.3 |
1.7% |
16% |
False |
True |
118,278 |
| 40 |
951.3 |
889.0 |
62.3 |
6.9% |
13.3 |
1.5% |
24% |
False |
False |
89,853 |
| 60 |
951.3 |
889.0 |
62.3 |
6.9% |
10.0 |
1.1% |
24% |
False |
False |
59,906 |
| 80 |
951.3 |
820.7 |
130.6 |
14.4% |
7.5 |
0.8% |
64% |
False |
False |
44,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,027.0 |
|
2.618 |
986.0 |
|
1.618 |
961.0 |
|
1.000 |
945.5 |
|
0.618 |
936.0 |
|
HIGH |
920.5 |
|
0.618 |
910.8 |
|
0.500 |
907.8 |
|
0.382 |
905.0 |
|
LOW |
895.3 |
|
0.618 |
879.8 |
|
1.000 |
870.3 |
|
1.618 |
854.8 |
|
2.618 |
829.5 |
|
4.250 |
788.5 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
907.8 |
917.5 |
| PP |
906.5 |
913.0 |
| S1 |
905.3 |
908.5 |
|