ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
951.2 |
957.0 |
5.8 |
0.6% |
932.5 |
| High |
958.8 |
965.8 |
7.0 |
0.7% |
958.6 |
| Low |
950.7 |
955.2 |
4.5 |
0.5% |
920.4 |
| Close |
957.8 |
964.8 |
7.0 |
0.7% |
951.1 |
| Range |
8.1 |
10.6 |
2.5 |
30.9% |
38.2 |
| ATR |
15.7 |
15.4 |
-0.4 |
-2.3% |
0.0 |
| Volume |
71,895 |
83,850 |
11,955 |
16.6% |
546,601 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.8 |
989.8 |
970.8 |
|
| R3 |
983.3 |
979.3 |
967.8 |
|
| R2 |
972.5 |
972.5 |
966.8 |
|
| R1 |
968.8 |
968.8 |
965.8 |
970.5 |
| PP |
962.0 |
962.0 |
962.0 |
963.0 |
| S1 |
958.0 |
958.0 |
963.8 |
960.0 |
| S2 |
951.3 |
951.3 |
962.8 |
|
| S3 |
940.8 |
947.5 |
962.0 |
|
| S4 |
930.3 |
936.8 |
959.0 |
|
|
| 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 |
965.8 |
920.4 |
45.4 |
4.7% |
17.0 |
1.8% |
98% |
True |
False |
108,334 |
| 10 |
965.8 |
920.4 |
45.4 |
4.7% |
14.3 |
1.5% |
98% |
True |
False |
98,760 |
| 20 |
965.8 |
894.2 |
71.6 |
7.4% |
17.3 |
1.8% |
99% |
True |
False |
115,559 |
| 40 |
965.8 |
894.2 |
71.6 |
7.4% |
14.5 |
1.5% |
99% |
True |
False |
114,253 |
| 60 |
965.8 |
889.0 |
76.8 |
8.0% |
12.8 |
1.3% |
99% |
True |
False |
84,431 |
| 80 |
965.8 |
868.0 |
97.8 |
10.1% |
10.3 |
1.1% |
99% |
True |
False |
63,326 |
| 100 |
965.8 |
818.6 |
147.2 |
15.3% |
8.3 |
0.8% |
99% |
True |
False |
50,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,010.8 |
|
2.618 |
993.5 |
|
1.618 |
983.0 |
|
1.000 |
976.5 |
|
0.618 |
972.3 |
|
HIGH |
965.8 |
|
0.618 |
961.8 |
|
0.500 |
960.5 |
|
0.382 |
959.3 |
|
LOW |
955.3 |
|
0.618 |
948.8 |
|
1.000 |
944.5 |
|
1.618 |
938.0 |
|
2.618 |
927.5 |
|
4.250 |
910.3 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
963.3 |
960.0 |
| PP |
962.0 |
955.0 |
| S1 |
960.5 |
950.3 |
|