ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
898.3 |
891.0 |
-7.3 |
-0.8% |
877.8 |
| High |
898.8 |
903.1 |
4.3 |
0.5% |
891.7 |
| Low |
891.3 |
891.0 |
-0.3 |
0.0% |
870.8 |
| Close |
895.7 |
899.2 |
3.5 |
0.4% |
891.0 |
| Range |
7.5 |
12.1 |
4.6 |
61.3% |
20.9 |
| ATR |
9.7 |
9.9 |
0.2 |
1.7% |
0.0 |
| Volume |
65,053 |
97,129 |
32,076 |
49.3% |
339,500 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934.0 |
928.8 |
905.8 |
|
| R3 |
922.0 |
916.8 |
902.5 |
|
| R2 |
909.8 |
909.8 |
901.5 |
|
| R1 |
904.5 |
904.5 |
900.3 |
907.3 |
| PP |
897.8 |
897.8 |
897.8 |
899.0 |
| S1 |
892.5 |
892.5 |
898.0 |
895.0 |
| S2 |
885.8 |
885.8 |
897.0 |
|
| S3 |
873.5 |
880.3 |
895.8 |
|
| S4 |
861.5 |
868.3 |
892.5 |
|
|
| 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 |
903.1 |
876.5 |
26.6 |
3.0% |
10.0 |
1.1% |
85% |
True |
False |
65,983 |
| 10 |
903.1 |
870.8 |
32.3 |
3.6% |
8.8 |
1.0% |
88% |
True |
False |
74,111 |
| 20 |
903.1 |
823.1 |
80.0 |
8.9% |
10.5 |
1.2% |
95% |
True |
False |
79,355 |
| 40 |
903.1 |
797.0 |
106.1 |
11.8% |
10.3 |
1.1% |
96% |
True |
False |
65,222 |
| 60 |
903.1 |
760.1 |
143.0 |
15.9% |
7.8 |
0.9% |
97% |
True |
False |
43,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
954.5 |
|
2.618 |
934.8 |
|
1.618 |
922.8 |
|
1.000 |
915.3 |
|
0.618 |
910.5 |
|
HIGH |
903.0 |
|
0.618 |
898.5 |
|
0.500 |
897.0 |
|
0.382 |
895.5 |
|
LOW |
891.0 |
|
0.618 |
883.5 |
|
1.000 |
879.0 |
|
1.618 |
871.5 |
|
2.618 |
859.3 |
|
4.250 |
839.5 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
898.5 |
898.0 |
| PP |
897.8 |
897.0 |
| S1 |
897.0 |
895.8 |
|