ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
923.1 |
936.1 |
13.0 |
1.4% |
932.5 |
| High |
938.4 |
958.6 |
20.2 |
2.2% |
958.6 |
| Low |
922.0 |
934.6 |
12.6 |
1.4% |
920.4 |
| Close |
936.2 |
951.1 |
14.9 |
1.6% |
951.1 |
| Range |
16.4 |
24.0 |
7.6 |
46.3% |
38.2 |
| ATR |
15.7 |
16.3 |
0.6 |
3.8% |
0.0 |
| Volume |
110,884 |
120,376 |
9,492 |
8.6% |
546,601 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,020.0 |
1,009.5 |
964.3 |
|
| R3 |
996.0 |
985.5 |
957.8 |
|
| R2 |
972.0 |
972.0 |
955.5 |
|
| R1 |
961.5 |
961.5 |
953.3 |
966.8 |
| PP |
948.0 |
948.0 |
948.0 |
950.8 |
| S1 |
937.5 |
937.5 |
949.0 |
942.8 |
| S2 |
924.0 |
924.0 |
946.8 |
|
| S3 |
900.0 |
913.5 |
944.5 |
|
| S4 |
876.0 |
889.5 |
938.0 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.0 |
1,042.8 |
972.0 |
|
| R3 |
1,019.8 |
1,004.5 |
961.5 |
|
| R2 |
981.5 |
981.5 |
958.0 |
|
| R1 |
966.3 |
966.3 |
954.5 |
974.0 |
| PP |
943.3 |
943.3 |
943.3 |
947.3 |
| S1 |
928.3 |
928.3 |
947.5 |
935.8 |
| S2 |
905.3 |
905.3 |
944.0 |
|
| S3 |
867.0 |
890.0 |
940.5 |
|
| S4 |
828.8 |
851.8 |
930.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958.6 |
920.4 |
38.2 |
4.0% |
18.0 |
1.9% |
80% |
True |
False |
109,320 |
| 10 |
958.6 |
894.9 |
63.7 |
6.7% |
16.5 |
1.7% |
88% |
True |
False |
107,506 |
| 20 |
958.6 |
894.2 |
64.4 |
6.8% |
17.5 |
1.8% |
88% |
True |
False |
116,546 |
| 40 |
958.6 |
894.2 |
64.4 |
6.8% |
14.5 |
1.5% |
88% |
True |
False |
118,766 |
| 60 |
958.6 |
889.0 |
69.6 |
7.3% |
12.5 |
1.3% |
89% |
True |
False |
81,836 |
| 80 |
958.6 |
868.0 |
90.6 |
9.5% |
10.0 |
1.0% |
92% |
True |
False |
61,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,060.5 |
|
2.618 |
1,021.5 |
|
1.618 |
997.5 |
|
1.000 |
982.5 |
|
0.618 |
973.5 |
|
HIGH |
958.5 |
|
0.618 |
949.5 |
|
0.500 |
946.5 |
|
0.382 |
943.8 |
|
LOW |
934.5 |
|
0.618 |
919.8 |
|
1.000 |
910.5 |
|
1.618 |
895.8 |
|
2.618 |
871.8 |
|
4.250 |
832.5 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
949.5 |
947.3 |
| PP |
948.0 |
943.3 |
| S1 |
946.5 |
939.5 |
|