ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
916.9 |
926.0 |
9.1 |
1.0% |
915.1 |
| High |
928.5 |
931.3 |
2.8 |
0.3% |
920.5 |
| Low |
915.7 |
925.9 |
10.2 |
1.1% |
892.6 |
| Close |
925.9 |
927.9 |
2.0 |
0.2% |
914.3 |
| Range |
12.8 |
5.4 |
-7.4 |
-57.8% |
27.9 |
| ATR |
12.4 |
11.9 |
-0.5 |
-4.0% |
0.0 |
| Volume |
128,014 |
168,155 |
40,141 |
31.4% |
725,144 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
944.5 |
941.8 |
930.8 |
|
| R3 |
939.3 |
936.3 |
929.5 |
|
| R2 |
933.8 |
933.8 |
929.0 |
|
| R1 |
930.8 |
930.8 |
928.5 |
932.3 |
| PP |
928.3 |
928.3 |
928.3 |
929.0 |
| S1 |
925.5 |
925.5 |
927.5 |
927.0 |
| S2 |
923.0 |
923.0 |
927.0 |
|
| S3 |
917.5 |
920.0 |
926.5 |
|
| S4 |
912.3 |
914.8 |
925.0 |
|
|
| 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 |
931.3 |
896.8 |
34.5 |
3.7% |
11.5 |
1.2% |
90% |
True |
False |
135,160 |
| 10 |
931.3 |
892.6 |
38.7 |
4.2% |
14.0 |
1.5% |
91% |
True |
False |
137,816 |
| 20 |
933.2 |
892.6 |
40.6 |
4.4% |
12.0 |
1.3% |
87% |
False |
False |
106,777 |
| 40 |
933.2 |
868.1 |
65.1 |
7.0% |
10.5 |
1.1% |
92% |
False |
False |
94,933 |
| 60 |
933.2 |
814.8 |
118.4 |
12.8% |
11.0 |
1.2% |
96% |
False |
False |
91,884 |
| 80 |
933.2 |
760.1 |
173.1 |
18.7% |
9.8 |
1.0% |
97% |
False |
False |
68,958 |
| 100 |
933.2 |
760.1 |
173.1 |
18.7% |
8.0 |
0.9% |
97% |
False |
False |
55,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
954.3 |
|
2.618 |
945.5 |
|
1.618 |
940.0 |
|
1.000 |
936.8 |
|
0.618 |
934.8 |
|
HIGH |
931.3 |
|
0.618 |
929.3 |
|
0.500 |
928.5 |
|
0.382 |
928.0 |
|
LOW |
926.0 |
|
0.618 |
922.5 |
|
1.000 |
920.5 |
|
1.618 |
917.3 |
|
2.618 |
911.8 |
|
4.250 |
903.0 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
928.5 |
925.0 |
| PP |
928.3 |
922.0 |
| S1 |
928.3 |
919.0 |
|