ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
895.9 |
909.1 |
13.2 |
1.5% |
920.6 |
| High |
913.6 |
915.5 |
1.9 |
0.2% |
933.2 |
| Low |
894.9 |
906.3 |
11.4 |
1.3% |
898.5 |
| Close |
909.1 |
910.2 |
1.1 |
0.1% |
915.4 |
| Range |
18.7 |
9.2 |
-9.5 |
-50.8% |
34.7 |
| ATR |
12.3 |
12.0 |
-0.2 |
-1.8% |
0.0 |
| Volume |
135,246 |
111,279 |
-23,967 |
-17.7% |
441,937 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938.3 |
933.5 |
915.3 |
|
| R3 |
929.0 |
924.3 |
912.8 |
|
| R2 |
919.8 |
919.8 |
912.0 |
|
| R1 |
915.0 |
915.0 |
911.0 |
917.5 |
| PP |
910.8 |
910.8 |
910.8 |
912.0 |
| S1 |
905.8 |
905.8 |
909.3 |
908.3 |
| S2 |
901.5 |
901.5 |
908.5 |
|
| S3 |
892.3 |
896.8 |
907.8 |
|
| S4 |
883.0 |
887.5 |
905.3 |
|
|
| 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% |
15.3 |
1.7% |
63% |
False |
False |
134,314 |
| 10 |
933.2 |
892.6 |
40.6 |
4.5% |
14.0 |
1.5% |
43% |
False |
False |
108,885 |
| 20 |
933.2 |
891.1 |
42.1 |
4.6% |
11.8 |
1.3% |
45% |
False |
False |
98,427 |
| 40 |
933.2 |
856.6 |
76.6 |
8.4% |
10.3 |
1.1% |
70% |
False |
False |
90,972 |
| 60 |
933.2 |
810.9 |
122.3 |
13.4% |
10.8 |
1.2% |
81% |
False |
False |
82,528 |
| 80 |
933.2 |
760.1 |
173.1 |
19.0% |
9.3 |
1.0% |
87% |
False |
False |
61,902 |
| 100 |
933.2 |
760.1 |
173.1 |
19.0% |
7.5 |
0.8% |
87% |
False |
False |
49,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
954.5 |
|
2.618 |
939.5 |
|
1.618 |
930.5 |
|
1.000 |
924.8 |
|
0.618 |
921.3 |
|
HIGH |
915.5 |
|
0.618 |
912.0 |
|
0.500 |
911.0 |
|
0.382 |
909.8 |
|
LOW |
906.3 |
|
0.618 |
900.5 |
|
1.000 |
897.0 |
|
1.618 |
891.5 |
|
2.618 |
882.3 |
|
4.250 |
867.3 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
911.0 |
908.3 |
| PP |
910.8 |
906.0 |
| S1 |
910.5 |
904.0 |
|