ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
968.3 |
967.2 |
-1.1 |
-0.1% |
951.2 |
| High |
969.3 |
973.7 |
4.4 |
0.5% |
973.7 |
| Low |
961.7 |
964.7 |
3.0 |
0.3% |
950.7 |
| Close |
965.5 |
973.1 |
7.6 |
0.8% |
973.1 |
| Range |
7.6 |
9.0 |
1.4 |
18.4% |
23.0 |
| ATR |
14.3 |
14.0 |
-0.4 |
-2.7% |
0.0 |
| Volume |
79,690 |
90,439 |
10,749 |
13.5% |
412,611 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.5 |
994.3 |
978.0 |
|
| R3 |
988.5 |
985.3 |
975.5 |
|
| R2 |
979.5 |
979.5 |
974.8 |
|
| R1 |
976.3 |
976.3 |
974.0 |
978.0 |
| PP |
970.5 |
970.5 |
970.5 |
971.3 |
| S1 |
967.3 |
967.3 |
972.3 |
969.0 |
| S2 |
961.5 |
961.5 |
971.5 |
|
| S3 |
952.5 |
958.3 |
970.5 |
|
| S4 |
943.5 |
949.3 |
968.3 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.8 |
1,027.0 |
985.8 |
|
| R3 |
1,011.8 |
1,004.0 |
979.5 |
|
| R2 |
988.8 |
988.8 |
977.3 |
|
| R1 |
981.0 |
981.0 |
975.3 |
985.0 |
| PP |
965.8 |
965.8 |
965.8 |
967.8 |
| S1 |
958.0 |
958.0 |
971.0 |
962.0 |
| S2 |
942.8 |
942.8 |
969.0 |
|
| S3 |
919.8 |
935.0 |
966.8 |
|
| S4 |
896.8 |
912.0 |
960.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
973.7 |
950.7 |
23.0 |
2.4% |
8.8 |
0.9% |
97% |
True |
False |
82,522 |
| 10 |
973.7 |
920.4 |
53.3 |
5.5% |
13.3 |
1.4% |
99% |
True |
False |
95,921 |
| 20 |
973.7 |
894.2 |
79.5 |
8.2% |
16.3 |
1.7% |
99% |
True |
False |
113,691 |
| 40 |
973.7 |
894.2 |
79.5 |
8.2% |
14.5 |
1.5% |
99% |
True |
False |
112,031 |
| 60 |
973.7 |
889.0 |
84.7 |
8.7% |
13.0 |
1.3% |
99% |
True |
False |
88,711 |
| 80 |
973.7 |
887.0 |
86.7 |
8.9% |
10.5 |
1.1% |
99% |
True |
False |
66,537 |
| 100 |
973.7 |
820.7 |
153.0 |
15.7% |
8.5 |
0.9% |
100% |
True |
False |
53,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,012.0 |
|
2.618 |
997.3 |
|
1.618 |
988.3 |
|
1.000 |
982.8 |
|
0.618 |
979.3 |
|
HIGH |
973.8 |
|
0.618 |
970.3 |
|
0.500 |
969.3 |
|
0.382 |
968.3 |
|
LOW |
964.8 |
|
0.618 |
959.3 |
|
1.000 |
955.8 |
|
1.618 |
950.3 |
|
2.618 |
941.3 |
|
4.250 |
926.5 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
971.8 |
971.3 |
| PP |
970.5 |
969.3 |
| S1 |
969.3 |
967.3 |
|