ICE Russell 2000 Mini Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
949.7 |
955.1 |
5.4 |
0.6% |
976.7 |
| High |
958.5 |
966.5 |
8.0 |
0.8% |
998.9 |
| Low |
942.1 |
952.0 |
9.9 |
1.1% |
946.3 |
| Close |
957.2 |
959.7 |
2.5 |
0.3% |
957.6 |
| Range |
16.4 |
14.5 |
-1.9 |
-11.6% |
52.6 |
| ATR |
15.5 |
15.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
120,330 |
107,100 |
-13,230 |
-11.0% |
981,480 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.0 |
995.8 |
967.8 |
|
| R3 |
988.5 |
981.3 |
963.8 |
|
| R2 |
974.0 |
974.0 |
962.3 |
|
| R1 |
966.8 |
966.8 |
961.0 |
970.3 |
| PP |
959.5 |
959.5 |
959.5 |
961.3 |
| S1 |
952.3 |
952.3 |
958.3 |
955.8 |
| S2 |
945.0 |
945.0 |
957.0 |
|
| S3 |
930.5 |
937.8 |
955.8 |
|
| S4 |
916.0 |
923.3 |
951.8 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,125.5 |
1,094.0 |
986.5 |
|
| R3 |
1,072.8 |
1,041.5 |
972.0 |
|
| R2 |
1,020.3 |
1,020.3 |
967.3 |
|
| R1 |
989.0 |
989.0 |
962.5 |
978.3 |
| PP |
967.5 |
967.5 |
967.5 |
962.3 |
| S1 |
936.3 |
936.3 |
952.8 |
925.8 |
| S2 |
915.0 |
915.0 |
948.0 |
|
| S3 |
862.5 |
883.8 |
943.3 |
|
| S4 |
809.8 |
831.0 |
928.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
980.9 |
938.0 |
42.9 |
4.5% |
19.0 |
2.0% |
51% |
False |
False |
172,722 |
| 10 |
998.9 |
938.0 |
60.9 |
6.3% |
18.5 |
1.9% |
36% |
False |
False |
164,316 |
| 20 |
998.9 |
938.0 |
60.9 |
6.3% |
16.3 |
1.7% |
36% |
False |
False |
84,709 |
| 40 |
1,001.6 |
915.8 |
85.8 |
8.9% |
10.8 |
1.1% |
51% |
False |
False |
42,408 |
| 60 |
1,001.6 |
893.4 |
108.2 |
11.3% |
7.3 |
0.8% |
61% |
False |
False |
28,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,028.0 |
|
2.618 |
1,004.5 |
|
1.618 |
990.0 |
|
1.000 |
981.0 |
|
0.618 |
975.5 |
|
HIGH |
966.5 |
|
0.618 |
961.0 |
|
0.500 |
959.3 |
|
0.382 |
957.5 |
|
LOW |
952.0 |
|
0.618 |
943.0 |
|
1.000 |
937.5 |
|
1.618 |
928.5 |
|
2.618 |
914.0 |
|
4.250 |
890.5 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
959.5 |
957.3 |
| PP |
959.5 |
954.8 |
| S1 |
959.3 |
952.3 |
|