ICE Russell 2000 Mini Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
986.9 |
987.5 |
0.6 |
0.1% |
988.5 |
| High |
986.9 |
990.0 |
3.1 |
0.3% |
1,001.6 |
| Low |
979.0 |
986.6 |
7.6 |
0.8% |
965.0 |
| Close |
983.9 |
989.4 |
5.5 |
0.6% |
981.1 |
| Range |
7.9 |
3.4 |
-4.5 |
-57.0% |
36.6 |
| ATR |
9.4 |
9.2 |
-0.2 |
-2.5% |
0.0 |
| Volume |
167 |
298 |
131 |
78.4% |
318 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998.8 |
997.5 |
991.3 |
|
| R3 |
995.5 |
994.3 |
990.3 |
|
| R2 |
992.0 |
992.0 |
990.0 |
|
| R1 |
990.8 |
990.8 |
989.8 |
991.5 |
| PP |
988.8 |
988.8 |
988.8 |
989.0 |
| S1 |
987.3 |
987.3 |
989.0 |
988.0 |
| S2 |
985.3 |
985.3 |
988.8 |
|
| S3 |
981.8 |
984.0 |
988.5 |
|
| S4 |
978.5 |
980.5 |
987.5 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,092.3 |
1,073.3 |
1,001.3 |
|
| R3 |
1,055.8 |
1,036.8 |
991.3 |
|
| R2 |
1,019.3 |
1,019.3 |
987.8 |
|
| R1 |
1,000.3 |
1,000.3 |
984.5 |
991.3 |
| PP |
982.5 |
982.5 |
982.5 |
978.3 |
| S1 |
963.5 |
963.5 |
977.8 |
954.8 |
| S2 |
946.0 |
946.0 |
974.5 |
|
| S3 |
909.3 |
927.0 |
971.0 |
|
| S4 |
872.8 |
890.3 |
961.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,004.5 |
|
2.618 |
999.0 |
|
1.618 |
995.5 |
|
1.000 |
993.5 |
|
0.618 |
992.0 |
|
HIGH |
990.0 |
|
0.618 |
988.8 |
|
0.500 |
988.3 |
|
0.382 |
988.0 |
|
LOW |
986.5 |
|
0.618 |
984.5 |
|
1.000 |
983.3 |
|
1.618 |
981.0 |
|
2.618 |
977.8 |
|
4.250 |
972.3 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
989.0 |
990.3 |
| PP |
988.8 |
990.0 |
| S1 |
988.3 |
989.8 |
|