ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
907.7 |
911.5 |
3.8 |
0.4% |
939.0 |
| High |
914.5 |
928.5 |
14.0 |
1.5% |
939.8 |
| Low |
894.9 |
906.8 |
11.9 |
1.3% |
894.2 |
| Close |
912.0 |
927.1 |
15.1 |
1.7% |
907.2 |
| Range |
19.6 |
21.7 |
2.1 |
10.7% |
45.6 |
| ATR |
15.9 |
16.3 |
0.4 |
2.6% |
0.0 |
| Volume |
111,994 |
131,208 |
19,214 |
17.2% |
786,148 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.0 |
978.3 |
939.0 |
|
| R3 |
964.3 |
956.5 |
933.0 |
|
| R2 |
942.5 |
942.5 |
931.0 |
|
| R1 |
934.8 |
934.8 |
929.0 |
938.8 |
| PP |
920.8 |
920.8 |
920.8 |
922.8 |
| S1 |
913.0 |
913.0 |
925.0 |
917.0 |
| S2 |
899.0 |
899.0 |
923.0 |
|
| S3 |
877.5 |
891.5 |
921.3 |
|
| S4 |
855.8 |
869.8 |
915.3 |
|
|
| 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 |
928.5 |
894.2 |
34.3 |
3.7% |
19.3 |
2.1% |
96% |
True |
False |
132,968 |
| 10 |
949.8 |
894.2 |
55.6 |
6.0% |
20.3 |
2.2% |
59% |
False |
False |
132,357 |
| 20 |
950.7 |
894.2 |
56.5 |
6.1% |
16.8 |
1.8% |
58% |
False |
False |
120,677 |
| 40 |
951.3 |
889.0 |
62.3 |
6.7% |
13.5 |
1.4% |
61% |
False |
False |
101,942 |
| 60 |
951.3 |
889.0 |
62.3 |
6.7% |
11.0 |
1.2% |
61% |
False |
False |
67,974 |
| 80 |
951.3 |
842.6 |
108.7 |
11.7% |
8.5 |
0.9% |
78% |
False |
False |
50,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,020.8 |
|
2.618 |
985.3 |
|
1.618 |
963.5 |
|
1.000 |
950.3 |
|
0.618 |
942.0 |
|
HIGH |
928.5 |
|
0.618 |
920.3 |
|
0.500 |
917.8 |
|
0.382 |
915.0 |
|
LOW |
906.8 |
|
0.618 |
893.5 |
|
1.000 |
885.0 |
|
1.618 |
871.8 |
|
2.618 |
850.0 |
|
4.250 |
814.5 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
924.0 |
922.0 |
| PP |
920.8 |
916.8 |
| S1 |
917.8 |
911.8 |
|