ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
913.8 |
916.9 |
3.1 |
0.3% |
915.1 |
| High |
917.6 |
928.5 |
10.9 |
1.2% |
920.5 |
| Low |
906.7 |
915.7 |
9.0 |
1.0% |
892.6 |
| Close |
916.5 |
925.9 |
9.4 |
1.0% |
914.3 |
| Range |
10.9 |
12.8 |
1.9 |
17.4% |
27.9 |
| ATR |
12.4 |
12.4 |
0.0 |
0.2% |
0.0 |
| Volume |
116,815 |
128,014 |
11,199 |
9.6% |
725,144 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.8 |
956.8 |
933.0 |
|
| R3 |
949.0 |
943.8 |
929.5 |
|
| R2 |
936.3 |
936.3 |
928.3 |
|
| R1 |
931.0 |
931.0 |
927.0 |
933.5 |
| PP |
923.3 |
923.3 |
923.3 |
924.8 |
| S1 |
918.3 |
918.3 |
924.8 |
920.8 |
| S2 |
910.5 |
910.5 |
923.5 |
|
| S3 |
897.8 |
905.5 |
922.5 |
|
| S4 |
885.0 |
892.8 |
918.8 |
|
|
| 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 |
928.5 |
894.9 |
33.6 |
3.6% |
14.0 |
1.5% |
92% |
True |
False |
128,578 |
| 10 |
933.2 |
892.6 |
40.6 |
4.4% |
15.5 |
1.7% |
82% |
False |
False |
133,570 |
| 20 |
933.2 |
892.6 |
40.6 |
4.4% |
12.3 |
1.3% |
82% |
False |
False |
102,380 |
| 40 |
933.2 |
868.1 |
65.1 |
7.0% |
10.5 |
1.1% |
89% |
False |
False |
92,598 |
| 60 |
933.2 |
813.4 |
119.8 |
12.9% |
11.0 |
1.2% |
94% |
False |
False |
89,116 |
| 80 |
933.2 |
760.1 |
173.1 |
18.7% |
9.5 |
1.0% |
96% |
False |
False |
66,857 |
| 100 |
933.2 |
760.1 |
173.1 |
18.7% |
8.0 |
0.9% |
96% |
False |
False |
53,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
983.0 |
|
2.618 |
962.0 |
|
1.618 |
949.3 |
|
1.000 |
941.3 |
|
0.618 |
936.5 |
|
HIGH |
928.5 |
|
0.618 |
923.5 |
|
0.500 |
922.0 |
|
0.382 |
920.5 |
|
LOW |
915.8 |
|
0.618 |
907.8 |
|
1.000 |
903.0 |
|
1.618 |
895.0 |
|
2.618 |
882.3 |
|
4.250 |
861.3 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
924.8 |
921.5 |
| PP |
923.3 |
917.0 |
| S1 |
922.0 |
912.8 |
|