ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
932.5 |
938.9 |
6.4 |
0.7% |
907.7 |
| High |
941.4 |
947.4 |
6.0 |
0.6% |
942.7 |
| Low |
930.6 |
935.4 |
4.8 |
0.5% |
894.9 |
| Close |
939.4 |
945.1 |
5.7 |
0.6% |
932.5 |
| Range |
10.8 |
12.0 |
1.2 |
11.1% |
47.8 |
| ATR |
15.0 |
14.8 |
-0.2 |
-1.4% |
0.0 |
| Volume |
69,243 |
91,429 |
22,186 |
32.0% |
528,462 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.8 |
973.8 |
951.8 |
|
| R3 |
966.8 |
961.8 |
948.5 |
|
| R2 |
954.8 |
954.8 |
947.3 |
|
| R1 |
949.8 |
949.8 |
946.3 |
952.3 |
| PP |
942.8 |
942.8 |
942.8 |
943.8 |
| S1 |
937.8 |
937.8 |
944.0 |
940.3 |
| S2 |
930.8 |
930.8 |
943.0 |
|
| S3 |
918.8 |
925.8 |
941.8 |
|
| S4 |
906.8 |
913.8 |
938.5 |
|
|
| 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 |
947.4 |
923.2 |
24.2 |
2.6% |
11.3 |
1.2% |
90% |
True |
False |
89,186 |
| 10 |
947.4 |
894.2 |
53.2 |
5.6% |
15.3 |
1.6% |
96% |
True |
False |
111,077 |
| 20 |
949.8 |
894.2 |
55.6 |
5.9% |
16.5 |
1.7% |
92% |
False |
False |
117,027 |
| 40 |
951.3 |
894.2 |
57.1 |
6.0% |
13.3 |
1.4% |
89% |
False |
False |
112,960 |
| 60 |
951.3 |
889.0 |
62.3 |
6.6% |
11.8 |
1.2% |
90% |
False |
False |
75,405 |
| 80 |
951.3 |
868.0 |
83.3 |
8.8% |
9.0 |
1.0% |
93% |
False |
False |
56,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998.5 |
|
2.618 |
978.8 |
|
1.618 |
966.8 |
|
1.000 |
959.5 |
|
0.618 |
954.8 |
|
HIGH |
947.5 |
|
0.618 |
942.8 |
|
0.500 |
941.5 |
|
0.382 |
940.0 |
|
LOW |
935.5 |
|
0.618 |
928.0 |
|
1.000 |
923.5 |
|
1.618 |
916.0 |
|
2.618 |
904.0 |
|
4.250 |
884.5 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
943.8 |
942.8 |
| PP |
942.8 |
940.3 |
| S1 |
941.5 |
938.0 |
|