ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
919.2 |
905.0 |
-14.2 |
-1.5% |
919.2 |
| High |
920.4 |
908.9 |
-11.5 |
-1.2% |
949.8 |
| Low |
895.3 |
894.2 |
-1.1 |
-0.1% |
916.6 |
| Close |
904.0 |
897.2 |
-6.8 |
-0.8% |
938.9 |
| Range |
25.1 |
14.7 |
-10.4 |
-41.4% |
33.2 |
| ATR |
15.8 |
15.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
180,772 |
131,393 |
-49,379 |
-27.3% |
469,712 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
944.3 |
935.5 |
905.3 |
|
| R3 |
929.5 |
920.8 |
901.3 |
|
| R2 |
914.8 |
914.8 |
900.0 |
|
| R1 |
906.0 |
906.0 |
898.5 |
903.0 |
| PP |
900.0 |
900.0 |
900.0 |
898.5 |
| S1 |
891.3 |
891.3 |
895.8 |
888.3 |
| S2 |
885.5 |
885.5 |
894.5 |
|
| S3 |
870.8 |
876.5 |
893.3 |
|
| S4 |
856.0 |
862.0 |
889.0 |
|
|
| 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 |
946.1 |
894.2 |
51.9 |
5.8% |
23.5 |
2.6% |
6% |
False |
True |
155,685 |
| 10 |
949.8 |
894.2 |
55.6 |
6.2% |
18.5 |
2.1% |
5% |
False |
True |
127,185 |
| 20 |
951.3 |
894.2 |
57.1 |
6.4% |
15.5 |
1.7% |
5% |
False |
True |
119,904 |
| 40 |
951.3 |
889.0 |
62.3 |
6.9% |
13.0 |
1.5% |
13% |
False |
False |
93,137 |
| 60 |
951.3 |
889.0 |
62.3 |
6.9% |
10.3 |
1.1% |
13% |
False |
False |
62,096 |
| 80 |
951.3 |
820.7 |
130.6 |
14.6% |
7.8 |
0.9% |
59% |
False |
False |
46,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
971.5 |
|
2.618 |
947.5 |
|
1.618 |
932.8 |
|
1.000 |
923.5 |
|
0.618 |
918.0 |
|
HIGH |
909.0 |
|
0.618 |
903.3 |
|
0.500 |
901.5 |
|
0.382 |
899.8 |
|
LOW |
894.3 |
|
0.618 |
885.0 |
|
1.000 |
879.5 |
|
1.618 |
870.5 |
|
2.618 |
855.8 |
|
4.250 |
831.8 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
901.5 |
907.8 |
| PP |
900.0 |
904.3 |
| S1 |
898.8 |
900.8 |
|