ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
898.0 |
903.5 |
5.5 |
0.6% |
892.6 |
| High |
904.7 |
907.2 |
2.5 |
0.3% |
904.7 |
| Low |
896.6 |
898.6 |
2.0 |
0.2% |
888.4 |
| Close |
903.2 |
905.1 |
1.9 |
0.2% |
903.2 |
| Range |
8.1 |
8.6 |
0.5 |
6.2% |
16.3 |
| ATR |
9.8 |
9.7 |
-0.1 |
-0.9% |
0.0 |
| Volume |
95,919 |
93,721 |
-2,198 |
-2.3% |
333,740 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.5 |
925.8 |
909.8 |
|
| R3 |
920.8 |
917.3 |
907.5 |
|
| R2 |
912.3 |
912.3 |
906.8 |
|
| R1 |
908.8 |
908.8 |
906.0 |
910.5 |
| PP |
903.8 |
903.8 |
903.8 |
904.5 |
| S1 |
900.0 |
900.0 |
904.3 |
901.8 |
| S2 |
895.0 |
895.0 |
903.5 |
|
| S3 |
886.5 |
891.5 |
902.8 |
|
| S4 |
877.8 |
882.8 |
900.3 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947.8 |
941.8 |
912.3 |
|
| R3 |
931.3 |
925.5 |
907.8 |
|
| R2 |
915.0 |
915.0 |
906.3 |
|
| R1 |
909.3 |
909.3 |
904.8 |
912.0 |
| PP |
898.8 |
898.8 |
898.8 |
900.3 |
| S1 |
892.8 |
892.8 |
901.8 |
895.8 |
| S2 |
882.5 |
882.5 |
900.3 |
|
| S3 |
866.3 |
876.5 |
898.8 |
|
| S4 |
849.8 |
860.3 |
894.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
907.2 |
888.4 |
18.8 |
2.1% |
9.5 |
1.0% |
89% |
True |
False |
85,492 |
| 10 |
907.2 |
870.8 |
36.4 |
4.0% |
9.3 |
1.0% |
94% |
True |
False |
76,696 |
| 20 |
907.2 |
823.1 |
84.1 |
9.3% |
10.0 |
1.1% |
98% |
True |
False |
81,795 |
| 40 |
907.2 |
809.5 |
97.7 |
10.8% |
10.3 |
1.1% |
98% |
True |
False |
69,961 |
| 60 |
907.2 |
760.1 |
147.1 |
16.3% |
8.3 |
0.9% |
99% |
True |
False |
46,644 |
| 80 |
907.2 |
760.1 |
147.1 |
16.3% |
6.3 |
0.7% |
99% |
True |
False |
34,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
943.8 |
|
2.618 |
929.8 |
|
1.618 |
921.0 |
|
1.000 |
915.8 |
|
0.618 |
912.5 |
|
HIGH |
907.3 |
|
0.618 |
904.0 |
|
0.500 |
903.0 |
|
0.382 |
902.0 |
|
LOW |
898.5 |
|
0.618 |
893.3 |
|
1.000 |
890.0 |
|
1.618 |
884.8 |
|
2.618 |
876.0 |
|
4.250 |
862.0 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
904.3 |
903.0 |
| PP |
903.8 |
901.0 |
| S1 |
903.0 |
899.0 |
|