ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
983.1 |
987.0 |
3.9 |
0.4% |
951.2 |
| High |
991.0 |
990.0 |
-1.0 |
-0.1% |
973.7 |
| Low |
981.0 |
981.5 |
0.5 |
0.1% |
950.7 |
| Close |
986.1 |
984.1 |
-2.0 |
-0.2% |
973.1 |
| Range |
10.0 |
8.5 |
-1.5 |
-15.0% |
23.0 |
| ATR |
13.4 |
13.0 |
-0.3 |
-2.6% |
0.0 |
| Volume |
91,523 |
89,243 |
-2,280 |
-2.5% |
412,611 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,010.8 |
1,006.0 |
988.8 |
|
| R3 |
1,002.3 |
997.5 |
986.5 |
|
| R2 |
993.8 |
993.8 |
985.8 |
|
| R1 |
989.0 |
989.0 |
985.0 |
987.0 |
| PP |
985.3 |
985.3 |
985.3 |
984.3 |
| S1 |
980.5 |
980.5 |
983.3 |
978.5 |
| S2 |
976.8 |
976.8 |
982.5 |
|
| S3 |
968.3 |
972.0 |
981.8 |
|
| S4 |
959.8 |
963.5 |
979.5 |
|
|
| 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 |
991.0 |
964.7 |
26.3 |
2.7% |
10.0 |
1.0% |
74% |
False |
False |
85,333 |
| 10 |
991.0 |
934.6 |
56.4 |
5.7% |
11.0 |
1.1% |
88% |
False |
False |
86,921 |
| 20 |
991.0 |
894.9 |
96.1 |
9.8% |
13.3 |
1.3% |
93% |
False |
False |
96,668 |
| 40 |
991.0 |
894.2 |
96.8 |
9.8% |
14.3 |
1.5% |
93% |
False |
False |
108,286 |
| 60 |
991.0 |
889.0 |
102.0 |
10.4% |
13.3 |
1.3% |
93% |
False |
False |
94,314 |
| 80 |
991.0 |
889.0 |
102.0 |
10.4% |
11.0 |
1.1% |
93% |
False |
False |
70,739 |
| 100 |
991.0 |
820.7 |
170.3 |
17.3% |
8.8 |
0.9% |
96% |
False |
False |
56,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,026.0 |
|
2.618 |
1,012.3 |
|
1.618 |
1,003.8 |
|
1.000 |
998.5 |
|
0.618 |
995.3 |
|
HIGH |
990.0 |
|
0.618 |
986.8 |
|
0.500 |
985.8 |
|
0.382 |
984.8 |
|
LOW |
981.5 |
|
0.618 |
976.3 |
|
1.000 |
973.0 |
|
1.618 |
967.8 |
|
2.618 |
959.3 |
|
4.250 |
945.5 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
985.8 |
982.8 |
| PP |
985.3 |
981.3 |
| S1 |
984.8 |
980.0 |
|