ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
903.9 |
906.8 |
2.9 |
0.3% |
892.6 |
| High |
907.4 |
907.3 |
-0.1 |
0.0% |
904.7 |
| Low |
901.3 |
891.7 |
-9.6 |
-1.1% |
888.4 |
| Close |
907.1 |
892.7 |
-14.4 |
-1.6% |
903.2 |
| Range |
6.1 |
15.6 |
9.5 |
155.7% |
16.3 |
| ATR |
9.4 |
9.9 |
0.4 |
4.7% |
0.0 |
| Volume |
81,017 |
103,969 |
22,952 |
28.3% |
333,740 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
944.0 |
934.0 |
901.3 |
|
| R3 |
928.5 |
918.3 |
897.0 |
|
| R2 |
912.8 |
912.8 |
895.5 |
|
| R1 |
902.8 |
902.8 |
894.3 |
900.0 |
| PP |
897.3 |
897.3 |
897.3 |
895.8 |
| S1 |
887.3 |
887.3 |
891.3 |
884.5 |
| S2 |
881.8 |
881.8 |
889.8 |
|
| S3 |
866.0 |
871.5 |
888.5 |
|
| S4 |
850.5 |
856.0 |
884.0 |
|
|
| 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 |
907.4 |
891.0 |
16.4 |
1.8% |
10.0 |
1.1% |
10% |
False |
False |
94,351 |
| 10 |
907.4 |
876.5 |
30.9 |
3.5% |
9.5 |
1.1% |
52% |
False |
False |
77,183 |
| 20 |
907.4 |
856.6 |
50.8 |
5.7% |
9.0 |
1.0% |
71% |
False |
False |
83,518 |
| 40 |
907.4 |
810.9 |
96.5 |
10.8% |
10.3 |
1.1% |
85% |
False |
False |
74,578 |
| 60 |
907.4 |
760.1 |
147.3 |
16.5% |
8.3 |
0.9% |
90% |
False |
False |
49,727 |
| 80 |
907.4 |
760.1 |
147.3 |
16.5% |
6.5 |
0.7% |
90% |
False |
False |
37,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973.5 |
|
2.618 |
948.3 |
|
1.618 |
932.5 |
|
1.000 |
923.0 |
|
0.618 |
917.0 |
|
HIGH |
907.3 |
|
0.618 |
901.3 |
|
0.500 |
899.5 |
|
0.382 |
897.8 |
|
LOW |
891.8 |
|
0.618 |
882.0 |
|
1.000 |
876.0 |
|
1.618 |
866.5 |
|
2.618 |
850.8 |
|
4.250 |
825.5 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
899.5 |
899.5 |
| PP |
897.3 |
897.3 |
| S1 |
895.0 |
895.0 |
|