ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
905.9 |
909.2 |
3.3 |
0.4% |
903.5 |
| High |
910.2 |
910.8 |
0.6 |
0.1% |
912.0 |
| Low |
899.6 |
900.2 |
0.6 |
0.1% |
891.1 |
| Close |
909.2 |
906.6 |
-2.6 |
-0.3% |
908.0 |
| Range |
10.6 |
10.6 |
0.0 |
0.0% |
20.9 |
| ATR |
10.4 |
10.4 |
0.0 |
0.2% |
0.0 |
| Volume |
90,703 |
95,818 |
5,115 |
5.6% |
495,038 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.8 |
932.8 |
912.5 |
|
| R3 |
927.0 |
922.3 |
909.5 |
|
| R2 |
916.5 |
916.5 |
908.5 |
|
| R1 |
911.5 |
911.5 |
907.5 |
908.8 |
| PP |
905.8 |
905.8 |
905.8 |
904.5 |
| S1 |
901.0 |
901.0 |
905.8 |
898.0 |
| S2 |
895.3 |
895.3 |
904.8 |
|
| S3 |
884.8 |
890.3 |
903.8 |
|
| S4 |
874.0 |
879.8 |
900.8 |
|
|
| 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 |
896.1 |
15.9 |
1.8% |
11.0 |
1.2% |
66% |
False |
False |
94,500 |
| 10 |
912.0 |
891.1 |
20.9 |
2.3% |
10.5 |
1.2% |
74% |
False |
False |
95,866 |
| 20 |
912.0 |
870.8 |
41.2 |
4.5% |
9.8 |
1.1% |
87% |
False |
False |
84,988 |
| 40 |
912.0 |
817.4 |
94.6 |
10.4% |
10.5 |
1.2% |
94% |
False |
False |
88,977 |
| 60 |
912.0 |
760.1 |
151.9 |
16.8% |
9.3 |
1.0% |
96% |
False |
False |
59,461 |
| 80 |
912.0 |
760.1 |
151.9 |
16.8% |
7.3 |
0.8% |
96% |
False |
False |
44,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
955.8 |
|
2.618 |
938.5 |
|
1.618 |
928.0 |
|
1.000 |
921.5 |
|
0.618 |
917.3 |
|
HIGH |
910.8 |
|
0.618 |
906.8 |
|
0.500 |
905.5 |
|
0.382 |
904.3 |
|
LOW |
900.3 |
|
0.618 |
893.8 |
|
1.000 |
889.5 |
|
1.618 |
883.0 |
|
2.618 |
872.5 |
|
4.250 |
855.3 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
906.3 |
906.0 |
| PP |
905.8 |
905.3 |
| S1 |
905.5 |
904.5 |
|