ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
898.0 |
895.9 |
-2.1 |
-0.2% |
920.6 |
| High |
902.6 |
913.6 |
11.0 |
1.2% |
933.2 |
| Low |
892.6 |
894.9 |
2.3 |
0.3% |
898.5 |
| Close |
896.6 |
909.1 |
12.5 |
1.4% |
915.4 |
| Range |
10.0 |
18.7 |
8.7 |
87.0% |
34.7 |
| ATR |
11.8 |
12.3 |
0.5 |
4.2% |
0.0 |
| Volume |
152,794 |
135,246 |
-17,548 |
-11.5% |
441,937 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962.0 |
954.3 |
919.5 |
|
| R3 |
943.3 |
935.5 |
914.3 |
|
| R2 |
924.5 |
924.5 |
912.5 |
|
| R1 |
916.8 |
916.8 |
910.8 |
920.8 |
| PP |
905.8 |
905.8 |
905.8 |
907.8 |
| S1 |
898.3 |
898.3 |
907.5 |
902.0 |
| S2 |
887.3 |
887.3 |
905.8 |
|
| S3 |
868.5 |
879.5 |
904.0 |
|
| S4 |
849.8 |
860.8 |
898.8 |
|
|
| 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 |
920.5 |
892.6 |
27.9 |
3.1% |
16.5 |
1.8% |
59% |
False |
False |
140,472 |
| 10 |
933.2 |
892.6 |
40.6 |
4.5% |
13.8 |
1.5% |
41% |
False |
False |
105,863 |
| 20 |
933.2 |
891.1 |
42.1 |
4.6% |
12.0 |
1.3% |
43% |
False |
False |
98,061 |
| 40 |
933.2 |
823.1 |
110.1 |
12.1% |
10.8 |
1.2% |
78% |
False |
False |
90,422 |
| 60 |
933.2 |
810.9 |
122.3 |
13.5% |
10.8 |
1.2% |
80% |
False |
False |
80,675 |
| 80 |
933.2 |
760.1 |
173.1 |
19.0% |
9.0 |
1.0% |
86% |
False |
False |
60,511 |
| 100 |
933.2 |
760.1 |
173.1 |
19.0% |
7.5 |
0.8% |
86% |
False |
False |
48,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993.0 |
|
2.618 |
962.5 |
|
1.618 |
943.8 |
|
1.000 |
932.3 |
|
0.618 |
925.3 |
|
HIGH |
913.5 |
|
0.618 |
906.5 |
|
0.500 |
904.3 |
|
0.382 |
902.0 |
|
LOW |
895.0 |
|
0.618 |
883.3 |
|
1.000 |
876.3 |
|
1.618 |
864.8 |
|
2.618 |
846.0 |
|
4.250 |
815.5 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
907.5 |
908.3 |
| PP |
905.8 |
907.5 |
| S1 |
904.3 |
906.5 |
|