ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
926.3 |
930.2 |
3.9 |
0.4% |
939.0 |
| High |
932.5 |
942.7 |
10.2 |
1.1% |
939.8 |
| Low |
923.2 |
929.3 |
6.1 |
0.7% |
894.2 |
| Close |
930.6 |
938.3 |
7.7 |
0.8% |
907.2 |
| Range |
9.3 |
13.4 |
4.1 |
44.1% |
45.6 |
| ATR |
15.8 |
15.7 |
-0.2 |
-1.1% |
0.0 |
| Volume |
105,218 |
89,757 |
-15,461 |
-14.7% |
786,148 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.0 |
971.0 |
945.8 |
|
| R3 |
963.5 |
957.8 |
942.0 |
|
| R2 |
950.3 |
950.3 |
940.8 |
|
| R1 |
944.3 |
944.3 |
939.5 |
947.3 |
| PP |
936.8 |
936.8 |
936.8 |
938.3 |
| S1 |
930.8 |
930.8 |
937.0 |
933.8 |
| S2 |
923.3 |
923.3 |
935.8 |
|
| S3 |
910.0 |
917.5 |
934.5 |
|
| S4 |
896.5 |
904.0 |
931.0 |
|
|
| 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 |
942.7 |
894.9 |
47.8 |
5.1% |
15.8 |
1.7% |
91% |
True |
False |
109,530 |
| 10 |
946.1 |
894.2 |
51.9 |
5.5% |
19.5 |
2.1% |
85% |
False |
False |
132,607 |
| 20 |
950.7 |
894.2 |
56.5 |
6.0% |
16.8 |
1.8% |
78% |
False |
False |
120,942 |
| 40 |
951.3 |
894.2 |
57.1 |
6.1% |
13.3 |
1.4% |
77% |
False |
False |
106,812 |
| 60 |
951.3 |
889.0 |
62.3 |
6.6% |
11.3 |
1.2% |
79% |
False |
False |
71,223 |
| 80 |
951.3 |
868.0 |
83.3 |
8.9% |
8.8 |
0.9% |
84% |
False |
False |
53,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
999.8 |
|
2.618 |
977.8 |
|
1.618 |
964.5 |
|
1.000 |
956.0 |
|
0.618 |
951.0 |
|
HIGH |
942.8 |
|
0.618 |
937.5 |
|
0.500 |
936.0 |
|
0.382 |
934.5 |
|
LOW |
929.3 |
|
0.618 |
921.0 |
|
1.000 |
916.0 |
|
1.618 |
907.5 |
|
2.618 |
894.3 |
|
4.250 |
872.3 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
937.5 |
933.8 |
| PP |
936.8 |
929.3 |
| S1 |
936.0 |
924.8 |
|