ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
930.2 |
936.1 |
5.9 |
0.6% |
907.7 |
| High |
942.7 |
938.9 |
-3.8 |
-0.4% |
942.7 |
| Low |
929.3 |
928.5 |
-0.8 |
-0.1% |
894.9 |
| Close |
938.3 |
932.5 |
-5.8 |
-0.6% |
932.5 |
| Range |
13.4 |
10.4 |
-3.0 |
-22.4% |
47.8 |
| ATR |
15.7 |
15.3 |
-0.4 |
-2.4% |
0.0 |
| Volume |
89,757 |
90,285 |
528 |
0.6% |
528,462 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.5 |
959.0 |
938.3 |
|
| R3 |
954.0 |
948.5 |
935.3 |
|
| R2 |
943.8 |
943.8 |
934.5 |
|
| R1 |
938.0 |
938.0 |
933.5 |
935.8 |
| PP |
933.3 |
933.3 |
933.3 |
932.0 |
| S1 |
927.8 |
927.8 |
931.5 |
925.3 |
| S2 |
923.0 |
923.0 |
930.5 |
|
| S3 |
912.5 |
917.3 |
929.8 |
|
| S4 |
902.0 |
907.0 |
926.8 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,066.8 |
1,047.5 |
958.8 |
|
| R3 |
1,019.0 |
999.8 |
945.8 |
|
| R2 |
971.3 |
971.3 |
941.3 |
|
| R1 |
951.8 |
951.8 |
937.0 |
961.5 |
| PP |
923.3 |
923.3 |
923.3 |
928.3 |
| S1 |
904.0 |
904.0 |
928.0 |
913.8 |
| S2 |
875.5 |
875.5 |
923.8 |
|
| S3 |
827.8 |
856.3 |
919.3 |
|
| S4 |
780.0 |
808.5 |
906.3 |
|
|
| 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% |
15.0 |
1.6% |
79% |
False |
False |
105,692 |
| 10 |
942.7 |
894.2 |
48.5 |
5.2% |
19.3 |
2.1% |
79% |
False |
False |
131,461 |
| 20 |
949.8 |
894.2 |
55.6 |
6.0% |
17.0 |
1.8% |
69% |
False |
False |
120,999 |
| 40 |
951.3 |
894.2 |
57.1 |
6.1% |
13.5 |
1.4% |
67% |
False |
False |
109,067 |
| 60 |
951.3 |
889.0 |
62.3 |
6.7% |
11.5 |
1.2% |
70% |
False |
False |
72,728 |
| 80 |
951.3 |
868.0 |
83.3 |
8.9% |
9.0 |
1.0% |
77% |
False |
False |
54,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
983.0 |
|
2.618 |
966.3 |
|
1.618 |
955.8 |
|
1.000 |
949.3 |
|
0.618 |
945.3 |
|
HIGH |
939.0 |
|
0.618 |
935.0 |
|
0.500 |
933.8 |
|
0.382 |
932.5 |
|
LOW |
928.5 |
|
0.618 |
922.0 |
|
1.000 |
918.0 |
|
1.618 |
911.8 |
|
2.618 |
901.3 |
|
4.250 |
884.3 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
933.8 |
933.0 |
| PP |
933.3 |
932.8 |
| S1 |
933.0 |
932.8 |
|