ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
835.1 |
834.9 |
-0.2 |
0.0% |
847.2 |
| High |
838.8 |
837.7 |
-1.1 |
-0.1% |
847.8 |
| Low |
824.4 |
823.3 |
-1.1 |
-0.1% |
823.3 |
| Close |
833.2 |
824.7 |
-8.5 |
-1.0% |
824.7 |
| Range |
14.4 |
14.4 |
0.0 |
0.0% |
24.5 |
| ATR |
9.9 |
10.2 |
0.3 |
3.3% |
0.0 |
| Volume |
95,673 |
61,276 |
-34,397 |
-36.0% |
231,420 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.8 |
862.8 |
832.5 |
|
| R3 |
857.3 |
848.3 |
828.8 |
|
| R2 |
843.0 |
843.0 |
827.3 |
|
| R1 |
833.8 |
833.8 |
826.0 |
831.3 |
| PP |
828.5 |
828.5 |
828.5 |
827.3 |
| S1 |
819.5 |
819.5 |
823.5 |
816.8 |
| S2 |
814.3 |
814.3 |
822.0 |
|
| S3 |
799.8 |
805.0 |
820.8 |
|
| S4 |
785.3 |
790.8 |
816.8 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
905.5 |
889.5 |
838.3 |
|
| R3 |
881.0 |
865.0 |
831.5 |
|
| R2 |
856.5 |
856.5 |
829.3 |
|
| R1 |
840.5 |
840.5 |
827.0 |
836.3 |
| PP |
832.0 |
832.0 |
832.0 |
829.8 |
| S1 |
816.0 |
816.0 |
822.5 |
811.8 |
| S2 |
807.5 |
807.5 |
820.3 |
|
| S3 |
783.0 |
791.5 |
818.0 |
|
| S4 |
758.5 |
767.0 |
811.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
851.3 |
823.3 |
28.0 |
3.4% |
12.8 |
1.6% |
5% |
False |
True |
70,059 |
| 10 |
854.1 |
817.4 |
36.7 |
4.5% |
11.8 |
1.4% |
20% |
False |
False |
108,377 |
| 20 |
854.1 |
810.9 |
43.2 |
5.2% |
10.5 |
1.3% |
32% |
False |
False |
61,183 |
| 40 |
854.1 |
760.1 |
94.0 |
11.4% |
7.3 |
0.9% |
69% |
False |
False |
30,601 |
| 60 |
854.1 |
760.1 |
94.0 |
11.4% |
5.3 |
0.6% |
69% |
False |
False |
20,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.0 |
|
2.618 |
875.5 |
|
1.618 |
861.0 |
|
1.000 |
852.0 |
|
0.618 |
846.5 |
|
HIGH |
837.8 |
|
0.618 |
832.3 |
|
0.500 |
830.5 |
|
0.382 |
828.8 |
|
LOW |
823.3 |
|
0.618 |
814.5 |
|
1.000 |
809.0 |
|
1.618 |
800.0 |
|
2.618 |
785.5 |
|
4.250 |
762.0 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
830.5 |
834.3 |
| PP |
828.5 |
831.0 |
| S1 |
826.8 |
827.8 |
|