ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
967.2 |
970.7 |
3.5 |
0.4% |
951.2 |
| High |
973.7 |
975.2 |
1.5 |
0.2% |
973.7 |
| Low |
964.7 |
968.0 |
3.3 |
0.3% |
950.7 |
| Close |
973.1 |
972.1 |
-1.0 |
-0.1% |
973.1 |
| Range |
9.0 |
7.2 |
-1.8 |
-20.0% |
23.0 |
| ATR |
14.0 |
13.5 |
-0.5 |
-3.5% |
0.0 |
| Volume |
90,439 |
67,763 |
-22,676 |
-25.1% |
412,611 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.3 |
990.0 |
976.0 |
|
| R3 |
986.3 |
982.8 |
974.0 |
|
| R2 |
979.0 |
979.0 |
973.5 |
|
| R1 |
975.5 |
975.5 |
972.8 |
977.3 |
| PP |
971.8 |
971.8 |
971.8 |
972.5 |
| S1 |
968.3 |
968.3 |
971.5 |
970.0 |
| S2 |
964.5 |
964.5 |
970.8 |
|
| S3 |
957.3 |
961.3 |
970.0 |
|
| S4 |
950.3 |
954.0 |
968.3 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.8 |
1,027.0 |
985.8 |
|
| R3 |
1,011.8 |
1,004.0 |
979.5 |
|
| R2 |
988.8 |
988.8 |
977.3 |
|
| R1 |
981.0 |
981.0 |
975.3 |
985.0 |
| PP |
965.8 |
965.8 |
965.8 |
967.8 |
| S1 |
958.0 |
958.0 |
971.0 |
962.0 |
| S2 |
942.8 |
942.8 |
969.0 |
|
| S3 |
919.8 |
935.0 |
966.8 |
|
| S4 |
896.8 |
912.0 |
960.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
975.2 |
955.2 |
20.0 |
2.1% |
8.5 |
0.9% |
85% |
True |
False |
81,695 |
| 10 |
975.2 |
920.4 |
54.8 |
5.6% |
13.0 |
1.3% |
94% |
True |
False |
95,773 |
| 20 |
975.2 |
894.2 |
81.0 |
8.3% |
14.5 |
1.5% |
96% |
True |
False |
106,287 |
| 40 |
975.2 |
894.2 |
81.0 |
8.3% |
14.5 |
1.5% |
96% |
True |
False |
111,253 |
| 60 |
975.2 |
889.0 |
86.2 |
8.9% |
13.0 |
1.3% |
96% |
True |
False |
89,840 |
| 80 |
975.2 |
888.0 |
87.2 |
9.0% |
10.5 |
1.1% |
96% |
True |
False |
67,383 |
| 100 |
975.2 |
820.7 |
154.5 |
15.9% |
8.5 |
0.9% |
98% |
True |
False |
53,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.8 |
|
2.618 |
994.0 |
|
1.618 |
986.8 |
|
1.000 |
982.5 |
|
0.618 |
979.8 |
|
HIGH |
975.3 |
|
0.618 |
972.5 |
|
0.500 |
971.5 |
|
0.382 |
970.8 |
|
LOW |
968.0 |
|
0.618 |
963.5 |
|
1.000 |
960.8 |
|
1.618 |
956.3 |
|
2.618 |
949.3 |
|
4.250 |
937.5 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
972.0 |
971.0 |
| PP |
971.8 |
969.8 |
| S1 |
971.5 |
968.5 |
|