ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
905.8 |
915.1 |
9.3 |
1.0% |
920.6 |
| High |
915.7 |
920.5 |
4.8 |
0.5% |
933.2 |
| Low |
904.8 |
893.2 |
-11.6 |
-1.3% |
898.5 |
| Close |
915.4 |
895.9 |
-19.5 |
-2.1% |
915.4 |
| Range |
10.9 |
27.3 |
16.4 |
150.5% |
34.7 |
| ATR |
10.7 |
11.9 |
1.2 |
11.1% |
0.0 |
| Volume |
97,970 |
174,285 |
76,315 |
77.9% |
441,937 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.0 |
967.8 |
911.0 |
|
| R3 |
957.8 |
940.5 |
903.5 |
|
| R2 |
930.5 |
930.5 |
901.0 |
|
| R1 |
913.3 |
913.3 |
898.5 |
908.3 |
| PP |
903.3 |
903.3 |
903.3 |
900.8 |
| S1 |
886.0 |
886.0 |
893.5 |
881.0 |
| S2 |
876.0 |
876.0 |
891.0 |
|
| S3 |
848.5 |
858.5 |
888.5 |
|
| S4 |
821.3 |
831.3 |
881.0 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,019.8 |
1,002.3 |
934.5 |
|
| R3 |
985.0 |
967.5 |
925.0 |
|
| R2 |
950.5 |
950.5 |
921.8 |
|
| R1 |
933.0 |
933.0 |
918.5 |
924.3 |
| PP |
915.8 |
915.8 |
915.8 |
911.5 |
| S1 |
898.3 |
898.3 |
912.3 |
889.5 |
| S2 |
881.0 |
881.0 |
909.0 |
|
| S3 |
846.3 |
863.5 |
905.8 |
|
| S4 |
811.5 |
828.8 |
896.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
933.2 |
893.2 |
40.0 |
4.5% |
17.5 |
2.0% |
7% |
False |
True |
123,244 |
| 10 |
933.2 |
893.2 |
40.0 |
4.5% |
12.3 |
1.4% |
7% |
False |
True |
90,965 |
| 20 |
933.2 |
891.1 |
42.1 |
4.7% |
11.3 |
1.3% |
11% |
False |
False |
92,396 |
| 40 |
933.2 |
823.1 |
110.1 |
12.3% |
10.8 |
1.2% |
66% |
False |
False |
87,144 |
| 60 |
933.2 |
797.0 |
136.2 |
15.2% |
10.5 |
1.2% |
73% |
False |
False |
75,879 |
| 80 |
933.2 |
760.1 |
173.1 |
19.3% |
8.8 |
1.0% |
78% |
False |
False |
56,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,036.5 |
|
2.618 |
992.0 |
|
1.618 |
964.8 |
|
1.000 |
947.8 |
|
0.618 |
937.3 |
|
HIGH |
920.5 |
|
0.618 |
910.0 |
|
0.500 |
906.8 |
|
0.382 |
903.8 |
|
LOW |
893.3 |
|
0.618 |
876.3 |
|
1.000 |
866.0 |
|
1.618 |
849.0 |
|
2.618 |
821.8 |
|
4.250 |
777.3 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
906.8 |
906.8 |
| PP |
903.3 |
903.3 |
| S1 |
899.5 |
899.5 |
|