ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
936.1 |
951.2 |
15.1 |
1.6% |
932.5 |
| High |
958.6 |
958.8 |
0.2 |
0.0% |
958.6 |
| Low |
934.6 |
950.7 |
16.1 |
1.7% |
920.4 |
| Close |
951.1 |
957.8 |
6.7 |
0.7% |
951.1 |
| Range |
24.0 |
8.1 |
-15.9 |
-66.3% |
38.2 |
| ATR |
16.3 |
15.7 |
-0.6 |
-3.6% |
0.0 |
| Volume |
120,376 |
71,895 |
-48,481 |
-40.3% |
546,601 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.0 |
977.0 |
962.3 |
|
| R3 |
972.0 |
969.0 |
960.0 |
|
| R2 |
963.8 |
963.8 |
959.3 |
|
| R1 |
960.8 |
960.8 |
958.5 |
962.3 |
| PP |
955.8 |
955.8 |
955.8 |
956.5 |
| S1 |
952.8 |
952.8 |
957.0 |
954.3 |
| S2 |
947.8 |
947.8 |
956.3 |
|
| S3 |
939.5 |
944.8 |
955.5 |
|
| S4 |
931.5 |
936.5 |
953.3 |
|
|
| 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 |
958.8 |
920.4 |
38.4 |
4.0% |
17.3 |
1.8% |
97% |
True |
False |
109,850 |
| 10 |
958.8 |
906.8 |
52.0 |
5.4% |
15.3 |
1.6% |
98% |
True |
False |
103,496 |
| 20 |
958.8 |
894.2 |
64.6 |
6.7% |
17.0 |
1.8% |
98% |
True |
False |
116,039 |
| 40 |
958.8 |
894.2 |
64.6 |
6.7% |
14.3 |
1.5% |
98% |
True |
False |
116,167 |
| 60 |
958.8 |
889.0 |
69.8 |
7.3% |
12.5 |
1.3% |
99% |
True |
False |
83,034 |
| 80 |
958.8 |
868.0 |
90.8 |
9.5% |
10.0 |
1.0% |
99% |
True |
False |
62,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993.3 |
|
2.618 |
980.0 |
|
1.618 |
972.0 |
|
1.000 |
967.0 |
|
0.618 |
963.8 |
|
HIGH |
958.8 |
|
0.618 |
955.8 |
|
0.500 |
954.8 |
|
0.382 |
953.8 |
|
LOW |
950.8 |
|
0.618 |
945.8 |
|
1.000 |
942.5 |
|
1.618 |
937.5 |
|
2.618 |
929.5 |
|
4.250 |
916.3 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
956.8 |
952.0 |
| PP |
955.8 |
946.3 |
| S1 |
954.8 |
940.5 |
|