ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
909.1 |
906.3 |
-2.8 |
-0.3% |
915.1 |
| High |
915.5 |
915.4 |
-0.1 |
0.0% |
920.5 |
| Low |
906.3 |
896.8 |
-9.5 |
-1.0% |
892.6 |
| Close |
910.2 |
914.3 |
4.1 |
0.5% |
914.3 |
| Range |
9.2 |
18.6 |
9.4 |
102.2% |
27.9 |
| ATR |
12.0 |
12.5 |
0.5 |
3.9% |
0.0 |
| Volume |
111,279 |
151,540 |
40,261 |
36.2% |
725,144 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.8 |
958.0 |
924.5 |
|
| R3 |
946.0 |
939.5 |
919.5 |
|
| R2 |
927.5 |
927.5 |
917.8 |
|
| R1 |
920.8 |
920.8 |
916.0 |
924.3 |
| PP |
908.8 |
908.8 |
908.8 |
910.5 |
| S1 |
902.3 |
902.3 |
912.5 |
905.5 |
| S2 |
890.3 |
890.3 |
911.0 |
|
| S3 |
871.8 |
883.8 |
909.3 |
|
| S4 |
853.0 |
865.0 |
904.0 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992.8 |
981.5 |
929.8 |
|
| R3 |
965.0 |
953.5 |
922.0 |
|
| R2 |
937.0 |
937.0 |
919.5 |
|
| R1 |
925.8 |
925.8 |
916.8 |
917.5 |
| PP |
909.3 |
909.3 |
909.3 |
905.0 |
| S1 |
897.8 |
897.8 |
911.8 |
889.5 |
| S2 |
881.3 |
881.3 |
909.3 |
|
| S3 |
853.3 |
869.8 |
906.8 |
|
| S4 |
825.5 |
842.0 |
899.0 |
|
|
| 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% |
16.8 |
1.8% |
78% |
False |
False |
145,028 |
| 10 |
933.2 |
892.6 |
40.6 |
4.4% |
15.0 |
1.6% |
53% |
False |
False |
116,916 |
| 20 |
933.2 |
892.6 |
40.6 |
4.4% |
12.0 |
1.3% |
53% |
False |
False |
100,427 |
| 40 |
933.2 |
867.7 |
65.5 |
7.2% |
10.5 |
1.1% |
71% |
False |
False |
91,103 |
| 60 |
933.2 |
810.9 |
122.3 |
13.4% |
10.8 |
1.2% |
85% |
False |
False |
85,048 |
| 80 |
933.2 |
760.1 |
173.1 |
18.9% |
9.5 |
1.0% |
89% |
False |
False |
63,796 |
| 100 |
933.2 |
760.1 |
173.1 |
18.9% |
7.8 |
0.8% |
89% |
False |
False |
51,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994.5 |
|
2.618 |
964.0 |
|
1.618 |
945.5 |
|
1.000 |
934.0 |
|
0.618 |
927.0 |
|
HIGH |
915.5 |
|
0.618 |
908.3 |
|
0.500 |
906.0 |
|
0.382 |
904.0 |
|
LOW |
896.8 |
|
0.618 |
885.3 |
|
1.000 |
878.3 |
|
1.618 |
866.8 |
|
2.618 |
848.0 |
|
4.250 |
817.8 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
911.5 |
911.3 |
| PP |
908.8 |
908.3 |
| S1 |
906.0 |
905.3 |
|