ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
963.9 |
968.3 |
4.4 |
0.5% |
932.5 |
| High |
969.4 |
969.3 |
-0.1 |
0.0% |
958.6 |
| Low |
960.9 |
961.7 |
0.8 |
0.1% |
920.4 |
| Close |
968.7 |
965.5 |
-3.2 |
-0.3% |
951.1 |
| Range |
8.5 |
7.6 |
-0.9 |
-10.6% |
38.2 |
| ATR |
14.9 |
14.3 |
-0.5 |
-3.5% |
0.0 |
| Volume |
86,737 |
79,690 |
-7,047 |
-8.1% |
546,601 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.3 |
984.5 |
969.8 |
|
| R3 |
980.8 |
977.0 |
967.5 |
|
| R2 |
973.0 |
973.0 |
967.0 |
|
| R1 |
969.3 |
969.3 |
966.3 |
967.5 |
| PP |
965.5 |
965.5 |
965.5 |
964.5 |
| S1 |
961.8 |
961.8 |
964.8 |
959.8 |
| S2 |
958.0 |
958.0 |
964.0 |
|
| S3 |
950.3 |
954.0 |
963.5 |
|
| S4 |
942.8 |
946.5 |
961.3 |
|
|
| 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 |
969.4 |
934.6 |
34.8 |
3.6% |
11.8 |
1.2% |
89% |
False |
False |
88,509 |
| 10 |
969.4 |
920.4 |
49.0 |
5.1% |
13.5 |
1.4% |
92% |
False |
False |
95,905 |
| 20 |
969.4 |
894.2 |
75.2 |
7.8% |
16.5 |
1.7% |
95% |
False |
False |
114,256 |
| 40 |
969.4 |
894.2 |
75.2 |
7.8% |
14.5 |
1.5% |
95% |
False |
False |
112,113 |
| 60 |
969.4 |
889.0 |
80.4 |
8.3% |
13.0 |
1.3% |
95% |
False |
False |
87,204 |
| 80 |
969.4 |
882.0 |
87.4 |
9.1% |
10.3 |
1.1% |
96% |
False |
False |
65,406 |
| 100 |
969.4 |
820.7 |
148.7 |
15.4% |
8.3 |
0.9% |
97% |
False |
False |
52,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,001.5 |
|
2.618 |
989.3 |
|
1.618 |
981.5 |
|
1.000 |
977.0 |
|
0.618 |
974.0 |
|
HIGH |
969.3 |
|
0.618 |
966.5 |
|
0.500 |
965.5 |
|
0.382 |
964.5 |
|
LOW |
961.8 |
|
0.618 |
957.0 |
|
1.000 |
954.0 |
|
1.618 |
949.5 |
|
2.618 |
941.8 |
|
4.250 |
929.5 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
965.5 |
964.5 |
| PP |
965.5 |
963.3 |
| S1 |
965.5 |
962.3 |
|