ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
943.7 |
949.8 |
6.1 |
0.6% |
937.8 |
| High |
953.4 |
958.6 |
5.2 |
0.5% |
958.6 |
| Low |
942.7 |
947.5 |
4.8 |
0.5% |
937.2 |
| Close |
952.8 |
953.6 |
0.8 |
0.1% |
953.6 |
| Range |
10.7 |
11.1 |
0.4 |
3.7% |
21.4 |
| ATR |
10.5 |
10.6 |
0.0 |
0.4% |
0.0 |
| Volume |
22,629 |
1,176 |
-21,453 |
-94.8% |
233,246 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.5 |
981.3 |
959.8 |
|
| R3 |
975.5 |
970.0 |
956.8 |
|
| R2 |
964.3 |
964.3 |
955.5 |
|
| R1 |
959.0 |
959.0 |
954.5 |
961.8 |
| PP |
953.3 |
953.3 |
953.3 |
954.5 |
| S1 |
947.8 |
947.8 |
952.5 |
950.5 |
| S2 |
942.3 |
942.3 |
951.5 |
|
| S3 |
931.0 |
936.8 |
950.5 |
|
| S4 |
920.0 |
925.8 |
947.5 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.0 |
1,005.3 |
965.3 |
|
| R3 |
992.5 |
983.8 |
959.5 |
|
| R2 |
971.3 |
971.3 |
957.5 |
|
| R1 |
962.5 |
962.5 |
955.5 |
966.8 |
| PP |
949.8 |
949.8 |
949.8 |
952.0 |
| S1 |
941.0 |
941.0 |
951.5 |
945.5 |
| S2 |
928.5 |
928.5 |
949.8 |
|
| S3 |
907.0 |
919.5 |
947.8 |
|
| S4 |
885.5 |
898.3 |
941.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958.6 |
937.2 |
21.4 |
2.2% |
8.3 |
0.9% |
77% |
True |
False |
46,649 |
| 10 |
958.6 |
906.7 |
51.9 |
5.4% |
8.8 |
0.9% |
90% |
True |
False |
91,547 |
| 20 |
958.6 |
892.6 |
66.0 |
6.9% |
12.0 |
1.3% |
92% |
True |
False |
104,231 |
| 40 |
958.6 |
876.5 |
82.1 |
8.6% |
10.8 |
1.1% |
94% |
True |
False |
93,502 |
| 60 |
958.6 |
823.1 |
135.5 |
14.2% |
10.8 |
1.1% |
96% |
True |
False |
93,341 |
| 80 |
958.6 |
788.0 |
170.6 |
17.9% |
9.8 |
1.0% |
97% |
True |
False |
75,239 |
| 100 |
958.6 |
760.1 |
198.5 |
20.8% |
8.5 |
0.9% |
97% |
True |
False |
60,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.8 |
|
2.618 |
987.8 |
|
1.618 |
976.5 |
|
1.000 |
969.8 |
|
0.618 |
965.5 |
|
HIGH |
958.5 |
|
0.618 |
954.3 |
|
0.500 |
953.0 |
|
0.382 |
951.8 |
|
LOW |
947.5 |
|
0.618 |
940.8 |
|
1.000 |
936.5 |
|
1.618 |
929.5 |
|
2.618 |
918.5 |
|
4.250 |
900.3 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
953.5 |
951.8 |
| PP |
953.3 |
950.0 |
| S1 |
953.0 |
948.3 |
|