ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
932.3 |
912.9 |
-19.4 |
-2.1% |
913.0 |
| High |
933.2 |
913.9 |
-19.3 |
-2.1% |
925.3 |
| Low |
911.7 |
898.5 |
-13.2 |
-1.4% |
907.5 |
| Close |
912.2 |
905.6 |
-6.6 |
-0.7% |
922.5 |
| Range |
21.5 |
15.4 |
-6.1 |
-28.4% |
17.8 |
| ATR |
10.3 |
10.7 |
0.4 |
3.5% |
0.0 |
| Volume |
125,693 |
142,066 |
16,373 |
13.0% |
293,432 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
952.3 |
944.3 |
914.0 |
|
| R3 |
936.8 |
929.0 |
909.8 |
|
| R2 |
921.5 |
921.5 |
908.5 |
|
| R1 |
913.5 |
913.5 |
907.0 |
909.8 |
| PP |
906.0 |
906.0 |
906.0 |
904.0 |
| S1 |
898.0 |
898.0 |
904.3 |
894.3 |
| S2 |
890.5 |
890.5 |
902.8 |
|
| S3 |
875.3 |
882.8 |
901.3 |
|
| S4 |
859.8 |
867.3 |
897.3 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.8 |
965.0 |
932.3 |
|
| R3 |
954.0 |
947.3 |
927.5 |
|
| R2 |
936.3 |
936.3 |
925.8 |
|
| R1 |
929.3 |
929.3 |
924.3 |
932.8 |
| PP |
918.5 |
918.5 |
918.5 |
920.3 |
| S1 |
911.5 |
911.5 |
920.8 |
915.0 |
| S2 |
900.8 |
900.8 |
919.3 |
|
| S3 |
882.8 |
893.8 |
917.5 |
|
| S4 |
865.0 |
876.0 |
912.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
933.2 |
898.5 |
34.7 |
3.8% |
12.8 |
1.4% |
20% |
False |
True |
83,456 |
| 10 |
933.2 |
898.5 |
34.7 |
3.8% |
10.3 |
1.1% |
20% |
False |
True |
80,875 |
| 20 |
933.2 |
891.0 |
42.2 |
4.7% |
10.5 |
1.2% |
35% |
False |
False |
88,436 |
| 40 |
933.2 |
823.1 |
110.1 |
12.2% |
10.3 |
1.1% |
75% |
False |
False |
82,200 |
| 60 |
933.2 |
797.0 |
136.2 |
15.0% |
10.0 |
1.1% |
80% |
False |
False |
71,341 |
| 80 |
933.2 |
760.1 |
173.1 |
19.1% |
8.3 |
0.9% |
84% |
False |
False |
53,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979.3 |
|
2.618 |
954.3 |
|
1.618 |
938.8 |
|
1.000 |
929.3 |
|
0.618 |
923.5 |
|
HIGH |
914.0 |
|
0.618 |
908.0 |
|
0.500 |
906.3 |
|
0.382 |
904.5 |
|
LOW |
898.5 |
|
0.618 |
889.0 |
|
1.000 |
883.0 |
|
1.618 |
873.5 |
|
2.618 |
858.3 |
|
4.250 |
833.0 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
906.3 |
915.8 |
| PP |
906.0 |
912.5 |
| S1 |
905.8 |
909.0 |
|