ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
933.6 |
937.8 |
4.2 |
0.4% |
913.8 |
| High |
943.0 |
942.7 |
-0.3 |
0.0% |
943.0 |
| Low |
933.2 |
937.2 |
4.0 |
0.4% |
906.7 |
| Close |
941.5 |
941.8 |
0.3 |
0.0% |
941.5 |
| Range |
9.8 |
5.5 |
-4.3 |
-43.9% |
36.3 |
| ATR |
11.6 |
11.1 |
-0.4 |
-3.7% |
0.0 |
| Volume |
117,006 |
95,494 |
-21,512 |
-18.4% |
682,231 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.0 |
955.0 |
944.8 |
|
| R3 |
951.5 |
949.5 |
943.3 |
|
| R2 |
946.0 |
946.0 |
942.8 |
|
| R1 |
944.0 |
944.0 |
942.3 |
945.0 |
| PP |
940.5 |
940.5 |
940.5 |
941.0 |
| S1 |
938.5 |
938.5 |
941.3 |
939.5 |
| S2 |
935.0 |
935.0 |
940.8 |
|
| S3 |
929.5 |
933.0 |
940.3 |
|
| S4 |
924.0 |
927.5 |
938.8 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.3 |
1,026.8 |
961.5 |
|
| R3 |
1,003.0 |
990.5 |
951.5 |
|
| R2 |
966.8 |
966.8 |
948.3 |
|
| R1 |
954.0 |
954.0 |
944.8 |
960.5 |
| PP |
930.5 |
930.5 |
930.5 |
933.5 |
| S1 |
917.8 |
917.8 |
938.3 |
924.0 |
| S2 |
894.0 |
894.0 |
934.8 |
|
| S3 |
857.8 |
881.5 |
931.5 |
|
| S4 |
821.5 |
845.3 |
921.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
943.0 |
915.7 |
27.3 |
2.9% |
8.5 |
0.9% |
96% |
False |
False |
132,182 |
| 10 |
943.0 |
892.6 |
50.4 |
5.4% |
11.0 |
1.2% |
98% |
False |
False |
132,858 |
| 20 |
943.0 |
892.6 |
50.4 |
5.4% |
11.5 |
1.2% |
98% |
False |
False |
111,911 |
| 40 |
943.0 |
870.8 |
72.2 |
7.7% |
10.8 |
1.1% |
98% |
False |
False |
97,886 |
| 60 |
943.0 |
817.4 |
125.6 |
13.3% |
10.8 |
1.2% |
99% |
False |
False |
97,691 |
| 80 |
943.0 |
760.1 |
182.9 |
19.4% |
10.0 |
1.1% |
99% |
False |
False |
73,518 |
| 100 |
943.0 |
760.1 |
182.9 |
19.4% |
8.3 |
0.9% |
99% |
False |
False |
58,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
966.0 |
|
2.618 |
957.0 |
|
1.618 |
951.5 |
|
1.000 |
948.3 |
|
0.618 |
946.0 |
|
HIGH |
942.8 |
|
0.618 |
940.5 |
|
0.500 |
940.0 |
|
0.382 |
939.3 |
|
LOW |
937.3 |
|
0.618 |
933.8 |
|
1.000 |
931.8 |
|
1.618 |
928.3 |
|
2.618 |
922.8 |
|
4.250 |
913.8 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
941.3 |
939.5 |
| PP |
940.5 |
937.3 |
| S1 |
940.0 |
934.8 |
|