ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
909.5 |
899.3 |
-10.2 |
-1.1% |
903.5 |
| High |
909.5 |
908.6 |
-0.9 |
-0.1% |
912.0 |
| Low |
896.1 |
898.3 |
2.2 |
0.2% |
891.1 |
| Close |
899.0 |
905.7 |
6.7 |
0.7% |
908.0 |
| Range |
13.4 |
10.3 |
-3.1 |
-23.1% |
20.9 |
| ATR |
10.4 |
10.3 |
0.0 |
0.0% |
0.0 |
| Volume |
100,964 |
80,220 |
-20,744 |
-20.5% |
495,038 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935.0 |
930.8 |
911.3 |
|
| R3 |
924.8 |
920.5 |
908.5 |
|
| R2 |
914.5 |
914.5 |
907.5 |
|
| R1 |
910.0 |
910.0 |
906.8 |
912.3 |
| PP |
904.3 |
904.3 |
904.3 |
905.3 |
| S1 |
899.8 |
899.8 |
904.8 |
902.0 |
| S2 |
894.0 |
894.0 |
903.8 |
|
| S3 |
883.5 |
889.5 |
902.8 |
|
| S4 |
873.3 |
879.3 |
900.0 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966.5 |
958.0 |
919.5 |
|
| R3 |
945.5 |
937.3 |
913.8 |
|
| R2 |
924.5 |
924.5 |
911.8 |
|
| R1 |
916.3 |
916.3 |
910.0 |
920.5 |
| PP |
903.8 |
903.8 |
903.8 |
905.8 |
| S1 |
895.5 |
895.5 |
906.0 |
899.5 |
| S2 |
882.8 |
882.8 |
904.3 |
|
| S3 |
862.0 |
874.5 |
902.3 |
|
| S4 |
841.0 |
853.5 |
896.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
912.0 |
891.1 |
20.9 |
2.3% |
12.0 |
1.3% |
70% |
False |
False |
100,296 |
| 10 |
912.0 |
891.0 |
21.0 |
2.3% |
10.3 |
1.1% |
70% |
False |
False |
93,432 |
| 20 |
912.0 |
868.1 |
43.9 |
4.8% |
9.3 |
1.0% |
86% |
False |
False |
83,088 |
| 40 |
912.0 |
814.8 |
97.2 |
10.7% |
10.5 |
1.1% |
94% |
False |
False |
84,438 |
| 60 |
912.0 |
760.1 |
151.9 |
16.8% |
9.0 |
1.0% |
96% |
False |
False |
56,352 |
| 80 |
912.0 |
760.1 |
151.9 |
16.8% |
7.0 |
0.8% |
96% |
False |
False |
42,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
952.5 |
|
2.618 |
935.5 |
|
1.618 |
925.3 |
|
1.000 |
919.0 |
|
0.618 |
915.0 |
|
HIGH |
908.5 |
|
0.618 |
904.8 |
|
0.500 |
903.5 |
|
0.382 |
902.3 |
|
LOW |
898.3 |
|
0.618 |
892.0 |
|
1.000 |
888.0 |
|
1.618 |
881.8 |
|
2.618 |
871.3 |
|
4.250 |
854.5 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
905.0 |
905.3 |
| PP |
904.3 |
904.5 |
| S1 |
903.5 |
904.0 |
|