ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
874.0 |
878.1 |
4.1 |
0.5% |
824.2 |
| High |
879.0 |
882.5 |
3.5 |
0.4% |
878.7 |
| Low |
873.6 |
874.0 |
0.4 |
0.0% |
823.1 |
| Close |
877.8 |
879.9 |
2.1 |
0.2% |
873.7 |
| Range |
5.4 |
8.5 |
3.1 |
57.4% |
55.6 |
| ATR |
10.8 |
10.6 |
-0.2 |
-1.5% |
0.0 |
| Volume |
76,131 |
98,072 |
21,941 |
28.8% |
420,598 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
904.3 |
900.5 |
884.5 |
|
| R3 |
895.8 |
892.0 |
882.3 |
|
| R2 |
887.3 |
887.3 |
881.5 |
|
| R1 |
883.5 |
883.5 |
880.8 |
885.5 |
| PP |
878.8 |
878.8 |
878.8 |
879.8 |
| S1 |
875.0 |
875.0 |
879.0 |
877.0 |
| S2 |
870.3 |
870.3 |
878.3 |
|
| S3 |
861.8 |
866.5 |
877.5 |
|
| S4 |
853.3 |
858.0 |
875.3 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,025.3 |
1,005.0 |
904.3 |
|
| R3 |
969.8 |
949.5 |
889.0 |
|
| R2 |
914.0 |
914.0 |
884.0 |
|
| R1 |
894.0 |
894.0 |
878.8 |
904.0 |
| PP |
858.5 |
858.5 |
858.5 |
863.5 |
| S1 |
838.3 |
838.3 |
868.5 |
848.5 |
| S2 |
803.0 |
803.0 |
863.5 |
|
| S3 |
747.3 |
782.8 |
858.5 |
|
| S4 |
691.8 |
727.0 |
843.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
882.5 |
868.1 |
14.4 |
1.6% |
7.0 |
0.8% |
82% |
True |
False |
81,703 |
| 10 |
882.5 |
823.1 |
59.4 |
6.8% |
11.8 |
1.3% |
96% |
True |
False |
89,889 |
| 20 |
882.5 |
817.4 |
65.1 |
7.4% |
11.3 |
1.3% |
96% |
True |
False |
97,300 |
| 40 |
882.5 |
760.1 |
122.4 |
13.9% |
9.3 |
1.0% |
98% |
True |
False |
49,149 |
| 60 |
882.5 |
760.1 |
122.4 |
13.9% |
6.5 |
0.7% |
98% |
True |
False |
32,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
918.5 |
|
2.618 |
904.8 |
|
1.618 |
896.3 |
|
1.000 |
891.0 |
|
0.618 |
887.8 |
|
HIGH |
882.5 |
|
0.618 |
879.3 |
|
0.500 |
878.3 |
|
0.382 |
877.3 |
|
LOW |
874.0 |
|
0.618 |
868.8 |
|
1.000 |
865.5 |
|
1.618 |
860.3 |
|
2.618 |
851.8 |
|
4.250 |
838.0 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
879.3 |
878.3 |
| PP |
878.8 |
876.8 |
| S1 |
878.3 |
875.3 |
|