ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
947.0 |
947.7 |
0.7 |
0.1% |
943.1 |
High |
950.7 |
948.6 |
-2.1 |
-0.2% |
951.3 |
Low |
942.7 |
930.6 |
-12.1 |
-1.3% |
936.2 |
Close |
948.9 |
935.1 |
-13.8 |
-1.5% |
948.9 |
Range |
8.0 |
18.0 |
10.0 |
125.0% |
15.1 |
ATR |
9.8 |
10.4 |
0.6 |
6.2% |
0.0 |
Volume |
89,146 |
121,466 |
32,320 |
36.3% |
413,687 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992.0 |
981.5 |
945.0 |
|
R3 |
974.0 |
963.5 |
940.0 |
|
R2 |
956.0 |
956.0 |
938.5 |
|
R1 |
945.5 |
945.5 |
936.8 |
941.8 |
PP |
938.0 |
938.0 |
938.0 |
936.3 |
S1 |
927.5 |
927.5 |
933.5 |
923.8 |
S2 |
920.0 |
920.0 |
931.8 |
|
S3 |
902.0 |
909.5 |
930.3 |
|
S4 |
884.0 |
891.5 |
925.3 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990.8 |
985.0 |
957.3 |
|
R3 |
975.8 |
969.8 |
953.0 |
|
R2 |
960.5 |
960.5 |
951.8 |
|
R1 |
954.8 |
954.8 |
950.3 |
957.8 |
PP |
945.5 |
945.5 |
945.5 |
947.0 |
S1 |
939.8 |
939.8 |
947.5 |
942.5 |
S2 |
930.3 |
930.3 |
946.3 |
|
S3 |
915.3 |
924.5 |
944.8 |
|
S4 |
900.3 |
909.5 |
940.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
951.3 |
930.6 |
20.7 |
2.2% |
12.0 |
1.3% |
22% |
False |
True |
107,030 |
10 |
951.3 |
930.6 |
20.7 |
2.2% |
12.0 |
1.3% |
22% |
False |
True |
112,461 |
20 |
951.3 |
903.8 |
47.5 |
5.1% |
10.0 |
1.1% |
66% |
False |
False |
103,190 |
40 |
951.3 |
889.0 |
62.3 |
6.7% |
9.0 |
1.0% |
74% |
False |
False |
51,628 |
60 |
951.3 |
868.0 |
83.3 |
8.9% |
6.5 |
0.7% |
81% |
False |
False |
34,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,025.0 |
2.618 |
995.8 |
1.618 |
977.8 |
1.000 |
966.5 |
0.618 |
959.8 |
HIGH |
948.5 |
0.618 |
941.8 |
0.500 |
939.5 |
0.382 |
937.5 |
LOW |
930.5 |
0.618 |
919.5 |
1.000 |
912.5 |
1.618 |
901.5 |
2.618 |
883.5 |
4.250 |
854.0 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
939.5 |
940.8 |
PP |
938.0 |
938.8 |
S1 |
936.5 |
937.0 |
|