ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
921.2 |
920.6 |
-0.6 |
-0.1% |
913.0 |
| High |
925.3 |
932.8 |
7.5 |
0.8% |
925.3 |
| Low |
919.5 |
920.0 |
0.5 |
0.1% |
907.5 |
| Close |
922.5 |
931.7 |
9.2 |
1.0% |
922.5 |
| Range |
5.8 |
12.8 |
7.0 |
120.7% |
17.8 |
| ATR |
9.2 |
9.5 |
0.3 |
2.8% |
0.0 |
| Volume |
2,079 |
76,208 |
74,129 |
3,565.6% |
293,432 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966.5 |
962.0 |
938.8 |
|
| R3 |
953.8 |
949.3 |
935.3 |
|
| R2 |
941.0 |
941.0 |
934.0 |
|
| R1 |
936.3 |
936.3 |
932.8 |
938.8 |
| PP |
928.3 |
928.3 |
928.3 |
929.3 |
| S1 |
923.5 |
923.5 |
930.5 |
925.8 |
| S2 |
915.3 |
915.3 |
929.3 |
|
| S3 |
902.5 |
910.8 |
928.3 |
|
| S4 |
889.8 |
898.0 |
924.8 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.8 |
965.0 |
932.3 |
|
| R3 |
954.0 |
947.3 |
927.5 |
|
| R2 |
936.3 |
936.3 |
925.8 |
|
| R1 |
929.3 |
929.3 |
924.3 |
932.8 |
| PP |
918.5 |
918.5 |
918.5 |
920.3 |
| S1 |
911.5 |
911.5 |
920.8 |
915.0 |
| S2 |
900.8 |
900.8 |
919.3 |
|
| S3 |
882.8 |
893.8 |
917.5 |
|
| S4 |
865.0 |
876.0 |
912.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
932.8 |
909.0 |
23.8 |
2.6% |
8.3 |
0.9% |
95% |
True |
False |
60,319 |
| 10 |
932.8 |
898.3 |
34.5 |
3.7% |
8.8 |
0.9% |
97% |
True |
False |
71,191 |
| 20 |
932.8 |
888.4 |
44.4 |
4.8% |
9.5 |
1.0% |
98% |
True |
False |
82,082 |
| 40 |
932.8 |
823.1 |
109.7 |
11.8% |
10.0 |
1.1% |
99% |
True |
False |
81,409 |
| 60 |
932.8 |
788.0 |
144.8 |
15.5% |
9.5 |
1.0% |
99% |
True |
False |
66,879 |
| 80 |
932.8 |
760.1 |
172.7 |
18.5% |
8.0 |
0.8% |
99% |
True |
False |
50,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987.3 |
|
2.618 |
966.3 |
|
1.618 |
953.5 |
|
1.000 |
945.5 |
|
0.618 |
940.8 |
|
HIGH |
932.8 |
|
0.618 |
928.0 |
|
0.500 |
926.5 |
|
0.382 |
925.0 |
|
LOW |
920.0 |
|
0.618 |
912.0 |
|
1.000 |
907.3 |
|
1.618 |
899.3 |
|
2.618 |
886.5 |
|
4.250 |
865.5 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
930.0 |
929.3 |
| PP |
928.3 |
926.8 |
| S1 |
926.5 |
924.0 |
|