ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
944.0 |
947.7 |
3.7 |
0.4% |
944.0 |
High |
948.7 |
948.3 |
-0.4 |
0.0% |
948.6 |
Low |
941.4 |
936.2 |
-5.2 |
-0.6% |
931.6 |
Close |
947.1 |
947.3 |
0.2 |
0.0% |
944.1 |
Range |
7.3 |
12.1 |
4.8 |
65.8% |
17.0 |
ATR |
9.8 |
9.9 |
0.2 |
1.7% |
0.0 |
Volume |
94,958 |
94,719 |
-239 |
-0.3% |
589,464 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
980.3 |
975.8 |
954.0 |
|
R3 |
968.3 |
963.8 |
950.8 |
|
R2 |
956.0 |
956.0 |
949.5 |
|
R1 |
951.8 |
951.8 |
948.5 |
947.8 |
PP |
944.0 |
944.0 |
944.0 |
942.0 |
S1 |
939.5 |
939.5 |
946.3 |
935.8 |
S2 |
931.8 |
931.8 |
945.0 |
|
S3 |
919.8 |
927.5 |
944.0 |
|
S4 |
907.8 |
915.3 |
940.8 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992.5 |
985.3 |
953.5 |
|
R3 |
975.5 |
968.3 |
948.8 |
|
R2 |
958.5 |
958.5 |
947.3 |
|
R1 |
951.3 |
951.3 |
945.8 |
954.8 |
PP |
941.5 |
941.5 |
941.5 |
943.3 |
S1 |
934.3 |
934.3 |
942.5 |
937.8 |
S2 |
924.5 |
924.5 |
941.0 |
|
S3 |
907.5 |
917.3 |
939.5 |
|
S4 |
890.5 |
900.3 |
934.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
951.3 |
936.2 |
15.1 |
1.6% |
10.3 |
1.1% |
74% |
False |
True |
105,378 |
10 |
951.3 |
931.6 |
19.7 |
2.1% |
11.0 |
1.2% |
80% |
False |
False |
110,661 |
20 |
951.3 |
895.3 |
56.0 |
5.9% |
9.8 |
1.0% |
93% |
False |
False |
92,682 |
40 |
951.3 |
889.0 |
62.3 |
6.6% |
8.5 |
0.9% |
94% |
False |
False |
46,364 |
60 |
951.3 |
868.0 |
83.3 |
8.8% |
6.0 |
0.6% |
95% |
False |
False |
30,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999.8 |
2.618 |
980.0 |
1.618 |
968.0 |
1.000 |
960.5 |
0.618 |
955.8 |
HIGH |
948.3 |
0.618 |
943.8 |
0.500 |
942.3 |
0.382 |
940.8 |
LOW |
936.3 |
0.618 |
928.8 |
1.000 |
924.0 |
1.618 |
916.5 |
2.618 |
904.5 |
4.250 |
884.8 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
945.5 |
946.0 |
PP |
944.0 |
945.0 |
S1 |
942.3 |
943.8 |
|