ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
905.0 |
901.0 |
-4.0 |
-0.4% |
939.0 |
| High |
908.9 |
910.1 |
1.2 |
0.1% |
939.8 |
| Low |
894.2 |
895.1 |
0.9 |
0.1% |
894.2 |
| Close |
897.2 |
907.2 |
10.0 |
1.1% |
907.2 |
| Range |
14.7 |
15.0 |
0.3 |
2.0% |
45.6 |
| ATR |
15.7 |
15.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
131,393 |
109,473 |
-21,920 |
-16.7% |
786,148 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
949.3 |
943.3 |
915.5 |
|
| R3 |
934.3 |
928.3 |
911.3 |
|
| R2 |
919.3 |
919.3 |
910.0 |
|
| R1 |
913.3 |
913.3 |
908.5 |
916.3 |
| PP |
904.3 |
904.3 |
904.3 |
905.5 |
| S1 |
898.3 |
898.3 |
905.8 |
901.3 |
| S2 |
889.3 |
889.3 |
904.5 |
|
| S3 |
874.3 |
883.3 |
903.0 |
|
| S4 |
859.3 |
868.3 |
899.0 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,050.5 |
1,024.5 |
932.3 |
|
| R3 |
1,005.0 |
978.8 |
919.8 |
|
| R2 |
959.3 |
959.3 |
915.5 |
|
| R1 |
933.3 |
933.3 |
911.5 |
923.5 |
| PP |
913.8 |
913.8 |
913.8 |
908.8 |
| S1 |
887.8 |
887.8 |
903.0 |
878.0 |
| S2 |
868.3 |
868.3 |
898.8 |
|
| S3 |
822.5 |
842.0 |
894.8 |
|
| S4 |
777.0 |
796.5 |
882.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
939.8 |
894.2 |
45.6 |
5.0% |
23.8 |
2.6% |
29% |
False |
False |
157,229 |
| 10 |
949.8 |
894.2 |
55.6 |
6.1% |
18.5 |
2.0% |
23% |
False |
False |
125,586 |
| 20 |
951.3 |
894.2 |
57.1 |
6.3% |
15.8 |
1.7% |
23% |
False |
False |
119,713 |
| 40 |
951.3 |
889.0 |
62.3 |
6.9% |
13.3 |
1.5% |
29% |
False |
False |
95,873 |
| 60 |
951.3 |
889.0 |
62.3 |
6.9% |
10.3 |
1.1% |
29% |
False |
False |
63,921 |
| 80 |
951.3 |
820.7 |
130.6 |
14.4% |
8.0 |
0.9% |
66% |
False |
False |
47,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973.8 |
|
2.618 |
949.3 |
|
1.618 |
934.3 |
|
1.000 |
925.0 |
|
0.618 |
919.3 |
|
HIGH |
910.0 |
|
0.618 |
904.3 |
|
0.500 |
902.5 |
|
0.382 |
900.8 |
|
LOW |
895.0 |
|
0.618 |
885.8 |
|
1.000 |
880.0 |
|
1.618 |
870.8 |
|
2.618 |
855.8 |
|
4.250 |
831.3 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
905.8 |
907.3 |
| PP |
904.3 |
907.3 |
| S1 |
902.5 |
907.3 |
|