ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
824.2 |
856.7 |
32.5 |
3.9% |
847.2 |
| High |
850.5 |
873.5 |
23.0 |
2.7% |
847.8 |
| Low |
823.1 |
856.6 |
33.5 |
4.1% |
823.3 |
| Close |
846.6 |
872.9 |
26.3 |
3.1% |
824.7 |
| Range |
27.4 |
16.9 |
-10.5 |
-38.3% |
24.5 |
| ATR |
11.4 |
12.5 |
1.1 |
9.7% |
0.0 |
| Volume |
89,247 |
146,330 |
57,083 |
64.0% |
231,420 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
918.3 |
912.5 |
882.3 |
|
| R3 |
901.5 |
895.8 |
877.5 |
|
| R2 |
884.5 |
884.5 |
876.0 |
|
| R1 |
878.8 |
878.8 |
874.5 |
881.8 |
| PP |
867.8 |
867.8 |
867.8 |
869.0 |
| S1 |
861.8 |
861.8 |
871.3 |
864.8 |
| S2 |
850.8 |
850.8 |
869.8 |
|
| S3 |
833.8 |
845.0 |
868.3 |
|
| S4 |
817.0 |
828.0 |
863.5 |
|
|
| 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 |
873.5 |
823.1 |
50.4 |
5.8% |
16.8 |
1.9% |
99% |
True |
False |
87,540 |
| 10 |
873.5 |
823.1 |
50.4 |
5.8% |
14.3 |
1.6% |
99% |
True |
False |
104,089 |
| 20 |
873.5 |
810.9 |
62.6 |
7.2% |
11.8 |
1.3% |
99% |
True |
False |
72,940 |
| 40 |
873.5 |
760.1 |
113.4 |
13.0% |
8.5 |
1.0% |
99% |
True |
False |
36,490 |
| 60 |
873.5 |
760.1 |
113.4 |
13.0% |
6.0 |
0.7% |
99% |
True |
False |
24,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.3 |
|
2.618 |
917.8 |
|
1.618 |
900.8 |
|
1.000 |
890.5 |
|
0.618 |
884.0 |
|
HIGH |
873.5 |
|
0.618 |
867.0 |
|
0.500 |
865.0 |
|
0.382 |
863.0 |
|
LOW |
856.5 |
|
0.618 |
846.3 |
|
1.000 |
839.8 |
|
1.618 |
829.3 |
|
2.618 |
812.3 |
|
4.250 |
784.8 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
870.3 |
864.8 |
| PP |
867.8 |
856.5 |
| S1 |
865.0 |
848.3 |
|