ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
911.5 |
926.3 |
14.8 |
1.6% |
939.0 |
| High |
928.5 |
932.5 |
4.0 |
0.4% |
939.8 |
| Low |
906.8 |
923.2 |
16.4 |
1.8% |
894.2 |
| Close |
927.1 |
930.6 |
3.5 |
0.4% |
907.2 |
| Range |
21.7 |
9.3 |
-12.4 |
-57.1% |
45.6 |
| ATR |
16.3 |
15.8 |
-0.5 |
-3.1% |
0.0 |
| Volume |
131,208 |
105,218 |
-25,990 |
-19.8% |
786,148 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956.8 |
953.0 |
935.8 |
|
| R3 |
947.3 |
943.8 |
933.3 |
|
| R2 |
938.0 |
938.0 |
932.3 |
|
| R1 |
934.3 |
934.3 |
931.5 |
936.3 |
| PP |
928.8 |
928.8 |
928.8 |
929.8 |
| S1 |
925.0 |
925.0 |
929.8 |
927.0 |
| S2 |
919.5 |
919.5 |
929.0 |
|
| S3 |
910.3 |
915.8 |
928.0 |
|
| S4 |
900.8 |
906.5 |
925.5 |
|
|
| 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 |
932.5 |
894.2 |
38.3 |
4.1% |
16.0 |
1.7% |
95% |
True |
False |
117,857 |
| 10 |
949.8 |
894.2 |
55.6 |
6.0% |
19.0 |
2.1% |
65% |
False |
False |
131,731 |
| 20 |
950.7 |
894.2 |
56.5 |
6.1% |
16.8 |
1.8% |
64% |
False |
False |
121,190 |
| 40 |
951.3 |
893.2 |
58.1 |
6.2% |
13.5 |
1.4% |
64% |
False |
False |
104,570 |
| 60 |
951.3 |
889.0 |
62.3 |
6.7% |
11.3 |
1.2% |
67% |
False |
False |
69,728 |
| 80 |
951.3 |
868.0 |
83.3 |
9.0% |
8.5 |
0.9% |
75% |
False |
False |
52,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972.0 |
|
2.618 |
956.8 |
|
1.618 |
947.5 |
|
1.000 |
941.8 |
|
0.618 |
938.3 |
|
HIGH |
932.5 |
|
0.618 |
929.0 |
|
0.500 |
927.8 |
|
0.382 |
926.8 |
|
LOW |
923.3 |
|
0.618 |
917.5 |
|
1.000 |
914.0 |
|
1.618 |
908.3 |
|
2.618 |
898.8 |
|
4.250 |
883.8 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
929.8 |
925.0 |
| PP |
928.8 |
919.3 |
| S1 |
927.8 |
913.8 |
|