ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
943.0 |
943.7 |
0.7 |
0.1% |
913.8 |
| High |
945.6 |
953.4 |
7.8 |
0.8% |
943.0 |
| Low |
937.8 |
942.7 |
4.9 |
0.5% |
906.7 |
| Close |
944.8 |
952.8 |
8.0 |
0.8% |
941.5 |
| Range |
7.8 |
10.7 |
2.9 |
37.2% |
36.3 |
| ATR |
10.5 |
10.5 |
0.0 |
0.1% |
0.0 |
| Volume |
48,050 |
22,629 |
-25,421 |
-52.9% |
682,231 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.8 |
978.0 |
958.8 |
|
| R3 |
971.0 |
967.3 |
955.8 |
|
| R2 |
960.3 |
960.3 |
954.8 |
|
| R1 |
956.5 |
956.5 |
953.8 |
958.5 |
| PP |
949.8 |
949.8 |
949.8 |
950.5 |
| S1 |
945.8 |
945.8 |
951.8 |
947.8 |
| S2 |
939.0 |
939.0 |
950.8 |
|
| S3 |
928.3 |
935.3 |
949.8 |
|
| S4 |
917.5 |
924.5 |
947.0 |
|
|
| 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 |
953.4 |
933.2 |
20.2 |
2.1% |
8.0 |
0.8% |
97% |
True |
False |
69,815 |
| 10 |
953.4 |
896.8 |
56.6 |
5.9% |
9.5 |
1.0% |
99% |
True |
False |
106,584 |
| 20 |
953.4 |
892.6 |
60.8 |
6.4% |
11.8 |
1.2% |
99% |
True |
False |
107,734 |
| 40 |
953.4 |
876.5 |
76.9 |
8.1% |
10.5 |
1.1% |
99% |
True |
False |
95,155 |
| 60 |
953.4 |
821.6 |
131.8 |
13.8% |
10.8 |
1.1% |
100% |
True |
False |
96,061 |
| 80 |
953.4 |
777.0 |
176.4 |
18.5% |
9.8 |
1.0% |
100% |
True |
False |
75,225 |
| 100 |
953.4 |
760.1 |
193.3 |
20.3% |
8.5 |
0.9% |
100% |
True |
False |
60,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
999.0 |
|
2.618 |
981.5 |
|
1.618 |
970.8 |
|
1.000 |
964.0 |
|
0.618 |
960.0 |
|
HIGH |
953.5 |
|
0.618 |
949.3 |
|
0.500 |
948.0 |
|
0.382 |
946.8 |
|
LOW |
942.8 |
|
0.618 |
936.0 |
|
1.000 |
932.0 |
|
1.618 |
925.5 |
|
2.618 |
914.8 |
|
4.250 |
897.3 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
951.3 |
950.3 |
| PP |
949.8 |
947.8 |
| S1 |
948.0 |
945.3 |
|