ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
892.6 |
898.3 |
5.7 |
0.6% |
877.8 |
| High |
899.4 |
898.8 |
-0.6 |
-0.1% |
891.7 |
| Low |
888.4 |
891.3 |
2.9 |
0.3% |
870.8 |
| Close |
898.3 |
895.7 |
-2.6 |
-0.3% |
891.0 |
| Range |
11.0 |
7.5 |
-3.5 |
-31.8% |
20.9 |
| ATR |
9.9 |
9.7 |
-0.2 |
-1.7% |
0.0 |
| Volume |
75,639 |
65,053 |
-10,586 |
-14.0% |
339,500 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917.8 |
914.3 |
899.8 |
|
| R3 |
910.3 |
906.8 |
897.8 |
|
| R2 |
902.8 |
902.8 |
897.0 |
|
| R1 |
899.3 |
899.3 |
896.5 |
897.3 |
| PP |
895.3 |
895.3 |
895.3 |
894.3 |
| S1 |
891.8 |
891.8 |
895.0 |
889.8 |
| S2 |
887.8 |
887.8 |
894.3 |
|
| S3 |
880.3 |
884.3 |
893.8 |
|
| S4 |
872.8 |
876.8 |
891.5 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947.3 |
940.0 |
902.5 |
|
| R3 |
926.3 |
919.0 |
896.8 |
|
| R2 |
905.5 |
905.5 |
894.8 |
|
| R1 |
898.3 |
898.3 |
893.0 |
901.8 |
| PP |
884.5 |
884.5 |
884.5 |
886.3 |
| S1 |
877.3 |
877.3 |
889.0 |
881.0 |
| S2 |
863.5 |
863.5 |
887.3 |
|
| S3 |
842.8 |
856.5 |
885.3 |
|
| S4 |
821.8 |
835.5 |
879.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
899.4 |
876.5 |
22.9 |
2.6% |
8.8 |
1.0% |
84% |
False |
False |
60,016 |
| 10 |
899.4 |
870.8 |
28.6 |
3.2% |
8.3 |
0.9% |
87% |
False |
False |
72,011 |
| 20 |
899.4 |
823.1 |
76.3 |
8.5% |
10.3 |
1.1% |
95% |
False |
False |
75,964 |
| 40 |
899.4 |
797.0 |
102.4 |
11.4% |
9.8 |
1.1% |
96% |
False |
False |
62,794 |
| 60 |
899.4 |
760.1 |
139.3 |
15.6% |
7.8 |
0.9% |
97% |
False |
False |
41,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
930.8 |
|
2.618 |
918.5 |
|
1.618 |
911.0 |
|
1.000 |
906.3 |
|
0.618 |
903.5 |
|
HIGH |
898.8 |
|
0.618 |
896.0 |
|
0.500 |
895.0 |
|
0.382 |
894.3 |
|
LOW |
891.3 |
|
0.618 |
886.8 |
|
1.000 |
883.8 |
|
1.618 |
879.3 |
|
2.618 |
871.8 |
|
4.250 |
859.5 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
895.5 |
894.8 |
| PP |
895.3 |
893.5 |
| S1 |
895.0 |
892.5 |
|