ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
926.0 |
928.2 |
2.2 |
0.2% |
915.1 |
| High |
931.3 |
935.5 |
4.2 |
0.5% |
920.5 |
| Low |
925.9 |
926.7 |
0.8 |
0.1% |
892.6 |
| Close |
927.9 |
934.7 |
6.8 |
0.7% |
914.3 |
| Range |
5.4 |
8.8 |
3.4 |
63.0% |
27.9 |
| ATR |
11.9 |
11.7 |
-0.2 |
-1.9% |
0.0 |
| Volume |
168,155 |
152,241 |
-15,914 |
-9.5% |
725,144 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958.8 |
955.5 |
939.5 |
|
| R3 |
950.0 |
946.8 |
937.0 |
|
| R2 |
941.0 |
941.0 |
936.3 |
|
| R1 |
938.0 |
938.0 |
935.5 |
939.5 |
| PP |
932.3 |
932.3 |
932.3 |
933.0 |
| S1 |
929.0 |
929.0 |
934.0 |
930.8 |
| S2 |
923.5 |
923.5 |
933.0 |
|
| S3 |
914.8 |
920.3 |
932.3 |
|
| S4 |
906.0 |
911.5 |
929.8 |
|
|
| 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 |
935.5 |
896.8 |
38.7 |
4.1% |
11.3 |
1.2% |
98% |
True |
False |
143,353 |
| 10 |
935.5 |
892.6 |
42.9 |
4.6% |
13.3 |
1.4% |
98% |
True |
False |
138,833 |
| 20 |
935.5 |
892.6 |
42.9 |
4.6% |
11.8 |
1.3% |
98% |
True |
False |
109,854 |
| 40 |
935.5 |
870.8 |
64.7 |
6.9% |
10.5 |
1.1% |
99% |
True |
False |
96,929 |
| 60 |
935.5 |
817.4 |
118.1 |
12.6% |
11.0 |
1.2% |
99% |
True |
False |
94,351 |
| 80 |
935.5 |
760.1 |
175.4 |
18.8% |
9.8 |
1.0% |
100% |
True |
False |
70,861 |
| 100 |
935.5 |
760.1 |
175.4 |
18.8% |
8.0 |
0.9% |
100% |
True |
False |
56,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973.0 |
|
2.618 |
958.5 |
|
1.618 |
949.8 |
|
1.000 |
944.3 |
|
0.618 |
941.0 |
|
HIGH |
935.5 |
|
0.618 |
932.3 |
|
0.500 |
931.0 |
|
0.382 |
930.0 |
|
LOW |
926.8 |
|
0.618 |
921.3 |
|
1.000 |
918.0 |
|
1.618 |
912.5 |
|
2.618 |
903.8 |
|
4.250 |
889.3 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
933.5 |
931.8 |
| PP |
932.3 |
928.8 |
| S1 |
931.0 |
925.5 |
|