ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
906.2 |
913.0 |
6.8 |
0.8% |
909.5 |
| High |
913.6 |
913.7 |
0.1 |
0.0% |
913.6 |
| Low |
905.3 |
907.5 |
2.2 |
0.2% |
896.1 |
| Close |
912.6 |
912.0 |
-0.6 |
-0.1% |
912.6 |
| Range |
8.3 |
6.2 |
-2.1 |
-25.3% |
17.5 |
| ATR |
10.2 |
9.9 |
-0.3 |
-2.8% |
0.0 |
| Volume |
75,533 |
68,041 |
-7,492 |
-9.9% |
443,238 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.8 |
927.0 |
915.5 |
|
| R3 |
923.5 |
920.8 |
913.8 |
|
| R2 |
917.3 |
917.3 |
913.3 |
|
| R1 |
914.8 |
914.8 |
912.5 |
912.8 |
| PP |
911.0 |
911.0 |
911.0 |
910.3 |
| S1 |
908.5 |
908.5 |
911.5 |
906.8 |
| S2 |
904.8 |
904.8 |
910.8 |
|
| S3 |
898.8 |
902.3 |
910.3 |
|
| S4 |
892.5 |
896.0 |
908.5 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.0 |
953.8 |
922.3 |
|
| R3 |
942.5 |
936.3 |
917.5 |
|
| R2 |
925.0 |
925.0 |
915.8 |
|
| R1 |
918.8 |
918.8 |
914.3 |
921.8 |
| PP |
907.5 |
907.5 |
907.5 |
909.0 |
| S1 |
901.3 |
901.3 |
911.0 |
904.3 |
| S2 |
890.0 |
890.0 |
909.5 |
|
| S3 |
872.5 |
883.8 |
907.8 |
|
| S4 |
855.0 |
866.3 |
903.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
913.7 |
898.3 |
15.4 |
1.7% |
9.3 |
1.0% |
89% |
True |
False |
82,063 |
| 10 |
913.7 |
891.1 |
22.6 |
2.5% |
10.3 |
1.1% |
92% |
True |
False |
91,259 |
| 20 |
913.7 |
870.8 |
42.9 |
4.7% |
9.8 |
1.1% |
96% |
True |
False |
83,977 |
| 40 |
913.7 |
817.4 |
96.3 |
10.6% |
10.5 |
1.1% |
98% |
True |
False |
91,664 |
| 60 |
913.7 |
760.1 |
153.6 |
16.8% |
9.3 |
1.0% |
99% |
True |
False |
61,854 |
| 80 |
913.7 |
760.1 |
153.6 |
16.8% |
7.5 |
0.8% |
99% |
True |
False |
46,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
940.0 |
|
2.618 |
930.0 |
|
1.618 |
923.8 |
|
1.000 |
920.0 |
|
0.618 |
917.5 |
|
HIGH |
913.8 |
|
0.618 |
911.3 |
|
0.500 |
910.5 |
|
0.382 |
909.8 |
|
LOW |
907.5 |
|
0.618 |
903.8 |
|
1.000 |
901.3 |
|
1.618 |
897.5 |
|
2.618 |
891.3 |
|
4.250 |
881.3 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
911.5 |
910.3 |
| PP |
911.0 |
908.8 |
| S1 |
910.5 |
907.0 |
|