ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
957.0 |
963.9 |
6.9 |
0.7% |
932.5 |
| High |
965.8 |
969.4 |
3.6 |
0.4% |
958.6 |
| Low |
955.2 |
960.9 |
5.7 |
0.6% |
920.4 |
| Close |
964.8 |
968.7 |
3.9 |
0.4% |
951.1 |
| Range |
10.6 |
8.5 |
-2.1 |
-19.8% |
38.2 |
| ATR |
15.4 |
14.9 |
-0.5 |
-3.2% |
0.0 |
| Volume |
83,850 |
86,737 |
2,887 |
3.4% |
546,601 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
991.8 |
988.8 |
973.5 |
|
| R3 |
983.3 |
980.3 |
971.0 |
|
| R2 |
974.8 |
974.8 |
970.3 |
|
| R1 |
971.8 |
971.8 |
969.5 |
973.3 |
| PP |
966.3 |
966.3 |
966.3 |
967.0 |
| S1 |
963.3 |
963.3 |
968.0 |
964.8 |
| S2 |
957.8 |
957.8 |
967.3 |
|
| S3 |
949.3 |
954.8 |
966.3 |
|
| S4 |
940.8 |
946.3 |
964.0 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.0 |
1,042.8 |
972.0 |
|
| R3 |
1,019.8 |
1,004.5 |
961.5 |
|
| R2 |
981.5 |
981.5 |
958.0 |
|
| R1 |
966.3 |
966.3 |
954.5 |
974.0 |
| PP |
943.3 |
943.3 |
943.3 |
947.3 |
| S1 |
928.3 |
928.3 |
947.5 |
935.8 |
| S2 |
905.3 |
905.3 |
944.0 |
|
| S3 |
867.0 |
890.0 |
940.5 |
|
| S4 |
828.8 |
851.8 |
930.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969.4 |
922.0 |
47.4 |
4.9% |
13.5 |
1.4% |
99% |
True |
False |
94,748 |
| 10 |
969.4 |
920.4 |
49.0 |
5.1% |
14.0 |
1.5% |
99% |
True |
False |
96,912 |
| 20 |
969.4 |
894.2 |
75.2 |
7.8% |
16.5 |
1.7% |
99% |
True |
False |
114,321 |
| 40 |
969.4 |
894.2 |
75.2 |
7.8% |
14.5 |
1.5% |
99% |
True |
False |
113,224 |
| 60 |
969.4 |
889.0 |
80.4 |
8.3% |
12.8 |
1.3% |
99% |
True |
False |
85,876 |
| 80 |
969.4 |
875.7 |
93.7 |
9.7% |
10.3 |
1.1% |
99% |
True |
False |
64,410 |
| 100 |
969.4 |
820.7 |
148.7 |
15.4% |
8.3 |
0.9% |
100% |
True |
False |
51,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.5 |
|
2.618 |
991.8 |
|
1.618 |
983.3 |
|
1.000 |
978.0 |
|
0.618 |
974.8 |
|
HIGH |
969.5 |
|
0.618 |
966.3 |
|
0.500 |
965.3 |
|
0.382 |
964.3 |
|
LOW |
961.0 |
|
0.618 |
955.8 |
|
1.000 |
952.5 |
|
1.618 |
947.3 |
|
2.618 |
938.8 |
|
4.250 |
924.8 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
967.5 |
965.8 |
| PP |
966.3 |
963.0 |
| S1 |
965.3 |
960.0 |
|