ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
906.8 |
893.3 |
-13.5 |
-1.5% |
892.6 |
| High |
907.3 |
902.6 |
-4.7 |
-0.5% |
904.7 |
| Low |
891.7 |
891.1 |
-0.6 |
-0.1% |
888.4 |
| Close |
892.7 |
900.1 |
7.4 |
0.8% |
903.2 |
| Range |
15.6 |
11.5 |
-4.1 |
-26.3% |
16.3 |
| ATR |
9.9 |
10.0 |
0.1 |
1.2% |
0.0 |
| Volume |
103,969 |
111,536 |
7,567 |
7.3% |
333,740 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
932.5 |
927.8 |
906.5 |
|
| R3 |
921.0 |
916.3 |
903.3 |
|
| R2 |
909.5 |
909.5 |
902.3 |
|
| R1 |
904.8 |
904.8 |
901.3 |
907.0 |
| PP |
898.0 |
898.0 |
898.0 |
899.0 |
| S1 |
893.3 |
893.3 |
899.0 |
895.5 |
| S2 |
886.5 |
886.5 |
898.0 |
|
| S3 |
875.0 |
881.8 |
897.0 |
|
| S4 |
863.5 |
870.3 |
893.8 |
|
|
| 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 |
891.1 |
16.3 |
1.8% |
10.0 |
1.1% |
55% |
False |
True |
97,232 |
| 10 |
907.4 |
876.5 |
30.9 |
3.4% |
10.0 |
1.1% |
76% |
False |
False |
81,607 |
| 20 |
907.4 |
867.7 |
39.7 |
4.4% |
8.8 |
1.0% |
82% |
False |
False |
81,778 |
| 40 |
907.4 |
810.9 |
96.5 |
10.7% |
10.3 |
1.1% |
92% |
False |
False |
77,359 |
| 60 |
907.4 |
760.1 |
147.3 |
16.4% |
8.5 |
0.9% |
95% |
False |
False |
51,586 |
| 80 |
907.4 |
760.1 |
147.3 |
16.4% |
6.5 |
0.7% |
95% |
False |
False |
38,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
951.5 |
|
2.618 |
932.8 |
|
1.618 |
921.3 |
|
1.000 |
914.0 |
|
0.618 |
909.8 |
|
HIGH |
902.5 |
|
0.618 |
898.3 |
|
0.500 |
896.8 |
|
0.382 |
895.5 |
|
LOW |
891.0 |
|
0.618 |
884.0 |
|
1.000 |
879.5 |
|
1.618 |
872.5 |
|
2.618 |
861.0 |
|
4.250 |
842.3 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
899.0 |
899.8 |
| PP |
898.0 |
899.5 |
| S1 |
896.8 |
899.3 |
|