ICE Russell 2000 Mini Future June 2013
Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
919.2 |
930.5 |
11.3 |
1.2% |
947.7 |
High |
931.7 |
933.1 |
1.4 |
0.2% |
948.6 |
Low |
916.6 |
924.1 |
7.5 |
0.8% |
907.2 |
Close |
930.4 |
926.0 |
-4.4 |
-0.5% |
919.5 |
Range |
15.1 |
9.0 |
-6.1 |
-40.4% |
41.4 |
ATR |
12.0 |
11.8 |
-0.2 |
-1.8% |
0.0 |
Volume |
82,026 |
93,461 |
11,435 |
13.9% |
635,673 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
954.8 |
949.3 |
931.0 |
|
R3 |
945.8 |
940.3 |
928.5 |
|
R2 |
936.8 |
936.8 |
927.8 |
|
R1 |
931.3 |
931.3 |
926.8 |
929.5 |
PP |
927.8 |
927.8 |
927.8 |
926.8 |
S1 |
922.3 |
922.3 |
925.3 |
920.5 |
S2 |
918.8 |
918.8 |
924.3 |
|
S3 |
909.8 |
913.3 |
923.5 |
|
S4 |
900.8 |
904.3 |
921.0 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.3 |
1,025.8 |
942.3 |
|
R3 |
1,008.0 |
984.5 |
931.0 |
|
R2 |
966.5 |
966.5 |
927.0 |
|
R1 |
943.0 |
943.0 |
923.3 |
934.0 |
PP |
925.0 |
925.0 |
925.0 |
920.5 |
S1 |
901.5 |
901.5 |
915.8 |
892.8 |
S2 |
883.8 |
883.8 |
912.0 |
|
S3 |
842.3 |
860.3 |
908.0 |
|
S4 |
801.0 |
818.8 |
896.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
935.9 |
907.2 |
28.7 |
3.1% |
14.3 |
1.5% |
66% |
False |
False |
114,208 |
10 |
950.7 |
907.2 |
43.5 |
4.7% |
13.3 |
1.4% |
43% |
False |
False |
108,998 |
20 |
951.3 |
907.2 |
44.1 |
4.8% |
11.8 |
1.3% |
43% |
False |
False |
112,947 |
40 |
951.3 |
889.0 |
62.3 |
6.7% |
10.5 |
1.1% |
59% |
False |
False |
68,867 |
60 |
951.3 |
868.0 |
83.3 |
9.0% |
7.8 |
0.8% |
70% |
False |
False |
45,915 |
80 |
951.3 |
818.6 |
132.7 |
14.3% |
6.0 |
0.6% |
81% |
False |
False |
34,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
971.3 |
2.618 |
956.8 |
1.618 |
947.8 |
1.000 |
942.0 |
0.618 |
938.8 |
HIGH |
933.0 |
0.618 |
929.8 |
0.500 |
928.5 |
0.382 |
927.5 |
LOW |
924.0 |
0.618 |
918.5 |
1.000 |
915.0 |
1.618 |
909.5 |
2.618 |
900.5 |
4.250 |
885.8 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
928.5 |
924.0 |
PP |
927.8 |
922.0 |
S1 |
926.8 |
920.3 |
|