ICE Russell 2000 Mini Future September 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
996.0 |
981.5 |
-14.5 |
-1.5% |
968.4 |
| High |
1,001.6 |
981.5 |
-20.1 |
-2.0% |
986.0 |
| Low |
975.2 |
965.0 |
-10.2 |
-1.0% |
968.4 |
| Close |
978.9 |
980.4 |
1.5 |
0.2% |
990.3 |
| Range |
26.4 |
16.5 |
-9.9 |
-37.5% |
17.6 |
| ATR |
8.5 |
9.1 |
0.6 |
6.7% |
0.0 |
| Volume |
122 |
83 |
-39 |
-32.0% |
12 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,025.3 |
1,019.3 |
989.5 |
|
| R3 |
1,008.8 |
1,002.8 |
985.0 |
|
| R2 |
992.3 |
992.3 |
983.5 |
|
| R1 |
986.3 |
986.3 |
982.0 |
981.0 |
| PP |
975.8 |
975.8 |
975.8 |
973.0 |
| S1 |
969.8 |
969.8 |
979.0 |
964.5 |
| S2 |
959.3 |
959.3 |
977.5 |
|
| S3 |
942.8 |
953.3 |
975.8 |
|
| S4 |
926.3 |
936.8 |
971.3 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.3 |
1,030.0 |
1,000.0 |
|
| R3 |
1,016.8 |
1,012.3 |
995.3 |
|
| R2 |
999.3 |
999.3 |
993.5 |
|
| R1 |
994.8 |
994.8 |
992.0 |
997.0 |
| PP |
981.5 |
981.5 |
981.5 |
982.8 |
| S1 |
977.3 |
977.3 |
988.8 |
979.3 |
| S2 |
964.0 |
964.0 |
987.0 |
|
| S3 |
946.3 |
959.5 |
985.5 |
|
| S4 |
928.8 |
942.0 |
980.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,051.5 |
|
2.618 |
1,024.8 |
|
1.618 |
1,008.3 |
|
1.000 |
998.0 |
|
0.618 |
991.8 |
|
HIGH |
981.5 |
|
0.618 |
975.3 |
|
0.500 |
973.3 |
|
0.382 |
971.3 |
|
LOW |
965.0 |
|
0.618 |
954.8 |
|
1.000 |
948.5 |
|
1.618 |
938.3 |
|
2.618 |
921.8 |
|
4.250 |
895.0 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
978.0 |
983.3 |
| PP |
975.8 |
982.3 |
| S1 |
973.3 |
981.3 |
|