ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
936.1 |
932.5 |
-3.6 |
-0.4% |
907.7 |
| High |
938.9 |
941.4 |
2.5 |
0.3% |
942.7 |
| Low |
928.5 |
930.6 |
2.1 |
0.2% |
894.9 |
| Close |
932.5 |
939.4 |
6.9 |
0.7% |
932.5 |
| Range |
10.4 |
10.8 |
0.4 |
3.8% |
47.8 |
| ATR |
15.3 |
15.0 |
-0.3 |
-2.1% |
0.0 |
| Volume |
90,285 |
69,243 |
-21,042 |
-23.3% |
528,462 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969.5 |
965.3 |
945.3 |
|
| R3 |
958.8 |
954.5 |
942.3 |
|
| R2 |
948.0 |
948.0 |
941.5 |
|
| R1 |
943.8 |
943.8 |
940.5 |
945.8 |
| PP |
937.3 |
937.3 |
937.3 |
938.3 |
| S1 |
932.8 |
932.8 |
938.5 |
935.0 |
| S2 |
926.3 |
926.3 |
937.5 |
|
| S3 |
915.5 |
922.0 |
936.5 |
|
| S4 |
904.8 |
911.3 |
933.5 |
|
|
| 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 |
906.8 |
35.9 |
3.8% |
13.0 |
1.4% |
91% |
False |
False |
97,142 |
| 10 |
942.7 |
894.2 |
48.5 |
5.2% |
16.0 |
1.7% |
93% |
False |
False |
116,801 |
| 20 |
949.8 |
894.2 |
55.6 |
5.9% |
16.5 |
1.8% |
81% |
False |
False |
118,388 |
| 40 |
951.3 |
894.2 |
57.1 |
6.1% |
13.3 |
1.4% |
79% |
False |
False |
110,789 |
| 60 |
951.3 |
889.0 |
62.3 |
6.6% |
11.5 |
1.2% |
81% |
False |
False |
73,881 |
| 80 |
951.3 |
868.0 |
83.3 |
8.9% |
9.0 |
1.0% |
86% |
False |
False |
55,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987.3 |
|
2.618 |
969.8 |
|
1.618 |
958.8 |
|
1.000 |
952.3 |
|
0.618 |
948.0 |
|
HIGH |
941.5 |
|
0.618 |
937.3 |
|
0.500 |
936.0 |
|
0.382 |
934.8 |
|
LOW |
930.5 |
|
0.618 |
924.0 |
|
1.000 |
919.8 |
|
1.618 |
913.3 |
|
2.618 |
902.3 |
|
4.250 |
884.8 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
938.3 |
938.3 |
| PP |
937.3 |
936.8 |
| S1 |
936.0 |
935.5 |
|