ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
912.0 |
916.5 |
4.5 |
0.5% |
909.5 |
| High |
917.4 |
920.6 |
3.2 |
0.3% |
913.6 |
| Low |
909.0 |
914.8 |
5.8 |
0.6% |
896.1 |
| Close |
916.1 |
919.7 |
3.6 |
0.4% |
912.6 |
| Range |
8.4 |
5.8 |
-2.6 |
-31.0% |
17.5 |
| ATR |
9.8 |
9.5 |
-0.3 |
-2.9% |
0.0 |
| Volume |
71,016 |
81,062 |
10,046 |
14.1% |
443,238 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935.8 |
933.5 |
923.0 |
|
| R3 |
930.0 |
927.8 |
921.3 |
|
| R2 |
924.3 |
924.3 |
920.8 |
|
| R1 |
922.0 |
922.0 |
920.3 |
923.0 |
| PP |
918.3 |
918.3 |
918.3 |
919.0 |
| S1 |
916.3 |
916.3 |
919.3 |
917.3 |
| S2 |
912.5 |
912.5 |
918.8 |
|
| S3 |
906.8 |
910.3 |
918.0 |
|
| S4 |
901.0 |
904.5 |
916.5 |
|
|
| 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 |
920.6 |
900.2 |
20.4 |
2.2% |
7.8 |
0.9% |
96% |
True |
False |
78,294 |
| 10 |
920.6 |
891.1 |
29.5 |
3.2% |
9.5 |
1.0% |
97% |
True |
False |
87,968 |
| 20 |
920.6 |
876.5 |
44.1 |
4.8% |
9.5 |
1.0% |
98% |
True |
False |
82,576 |
| 40 |
920.6 |
821.6 |
99.0 |
10.8% |
10.3 |
1.1% |
99% |
True |
False |
90,225 |
| 60 |
920.6 |
777.0 |
143.6 |
15.6% |
9.3 |
1.0% |
99% |
True |
False |
64,388 |
| 80 |
920.6 |
760.1 |
160.5 |
17.5% |
7.5 |
0.8% |
99% |
True |
False |
48,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.3 |
|
2.618 |
935.8 |
|
1.618 |
930.0 |
|
1.000 |
926.5 |
|
0.618 |
924.3 |
|
HIGH |
920.5 |
|
0.618 |
918.5 |
|
0.500 |
917.8 |
|
0.382 |
917.0 |
|
LOW |
914.8 |
|
0.618 |
911.3 |
|
1.000 |
909.0 |
|
1.618 |
905.5 |
|
2.618 |
899.5 |
|
4.250 |
890.3 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
919.0 |
917.8 |
| PP |
918.3 |
916.0 |
| S1 |
917.8 |
914.0 |
|