ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
920.6 |
932.3 |
11.7 |
1.3% |
913.0 |
| High |
932.8 |
933.2 |
0.4 |
0.0% |
925.3 |
| Low |
920.0 |
911.7 |
-8.3 |
-0.9% |
907.5 |
| Close |
931.7 |
912.2 |
-19.5 |
-2.1% |
922.5 |
| Range |
12.8 |
21.5 |
8.7 |
68.0% |
17.8 |
| ATR |
9.5 |
10.3 |
0.9 |
9.1% |
0.0 |
| Volume |
76,208 |
125,693 |
49,485 |
64.9% |
293,432 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983.5 |
969.3 |
924.0 |
|
| R3 |
962.0 |
947.8 |
918.0 |
|
| R2 |
940.5 |
940.5 |
916.3 |
|
| R1 |
926.3 |
926.3 |
914.3 |
922.8 |
| PP |
919.0 |
919.0 |
919.0 |
917.3 |
| S1 |
904.8 |
904.8 |
910.3 |
901.3 |
| S2 |
897.5 |
897.5 |
908.3 |
|
| S3 |
876.0 |
883.3 |
906.3 |
|
| S4 |
854.5 |
861.8 |
900.5 |
|
|
| 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 |
933.2 |
911.7 |
21.5 |
2.4% |
11.0 |
1.2% |
2% |
True |
True |
71,255 |
| 10 |
933.2 |
899.6 |
33.6 |
3.7% |
9.8 |
1.1% |
38% |
True |
False |
75,738 |
| 20 |
933.2 |
891.0 |
42.2 |
4.6% |
10.0 |
1.1% |
50% |
True |
False |
84,585 |
| 40 |
933.2 |
823.1 |
110.1 |
12.1% |
10.3 |
1.1% |
81% |
True |
False |
81,620 |
| 60 |
933.2 |
788.0 |
145.2 |
15.9% |
9.8 |
1.1% |
86% |
True |
False |
68,974 |
| 80 |
933.2 |
760.1 |
173.1 |
19.0% |
8.3 |
0.9% |
88% |
True |
False |
51,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,024.5 |
|
2.618 |
989.5 |
|
1.618 |
968.0 |
|
1.000 |
954.8 |
|
0.618 |
946.5 |
|
HIGH |
933.3 |
|
0.618 |
925.0 |
|
0.500 |
922.5 |
|
0.382 |
920.0 |
|
LOW |
911.8 |
|
0.618 |
898.5 |
|
1.000 |
890.3 |
|
1.618 |
877.0 |
|
2.618 |
855.5 |
|
4.250 |
820.3 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
922.5 |
922.5 |
| PP |
919.0 |
919.0 |
| S1 |
915.5 |
915.5 |
|