ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
937.0 |
938.0 |
1.0 |
0.1% |
908.9 |
| High |
939.2 |
939.2 |
0.0 |
0.0% |
939.8 |
| Low |
933.8 |
933.3 |
-0.5 |
-0.1% |
903.8 |
| Close |
938.3 |
936.9 |
-1.4 |
-0.1% |
938.0 |
| Range |
5.4 |
5.9 |
0.5 |
9.3% |
36.0 |
| ATR |
9.0 |
8.7 |
-0.2 |
-2.4% |
0.0 |
| Volume |
160,418 |
127,884 |
-32,534 |
-20.3% |
334,129 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.3 |
951.5 |
940.3 |
|
| R3 |
948.3 |
945.5 |
938.5 |
|
| R2 |
942.3 |
942.3 |
938.0 |
|
| R1 |
939.8 |
939.8 |
937.5 |
938.0 |
| PP |
936.5 |
936.5 |
936.5 |
935.8 |
| S1 |
933.8 |
933.8 |
936.3 |
932.3 |
| S2 |
930.5 |
930.5 |
935.8 |
|
| S3 |
924.8 |
927.8 |
935.3 |
|
| S4 |
918.8 |
922.0 |
933.8 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,035.3 |
1,022.5 |
957.8 |
|
| R3 |
999.3 |
986.5 |
948.0 |
|
| R2 |
963.3 |
963.3 |
944.5 |
|
| R1 |
950.5 |
950.5 |
941.3 |
957.0 |
| PP |
927.3 |
927.3 |
927.3 |
930.3 |
| S1 |
914.5 |
914.5 |
934.8 |
921.0 |
| S2 |
891.3 |
891.3 |
931.5 |
|
| S3 |
855.3 |
878.5 |
928.0 |
|
| S4 |
819.3 |
842.5 |
918.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
939.8 |
922.6 |
17.2 |
1.8% |
7.0 |
0.7% |
83% |
False |
False |
120,886 |
| 10 |
939.8 |
893.2 |
46.6 |
5.0% |
9.5 |
1.0% |
94% |
False |
False |
62,296 |
| 20 |
939.8 |
889.0 |
50.8 |
5.4% |
9.5 |
1.0% |
94% |
False |
False |
31,181 |
| 40 |
939.8 |
875.7 |
64.1 |
6.8% |
6.0 |
0.6% |
95% |
False |
False |
15,596 |
| 60 |
939.8 |
820.7 |
119.1 |
12.7% |
4.0 |
0.4% |
98% |
False |
False |
10,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
964.3 |
|
2.618 |
954.8 |
|
1.618 |
948.8 |
|
1.000 |
945.0 |
|
0.618 |
942.8 |
|
HIGH |
939.3 |
|
0.618 |
937.0 |
|
0.500 |
936.3 |
|
0.382 |
935.5 |
|
LOW |
933.3 |
|
0.618 |
929.8 |
|
1.000 |
927.5 |
|
1.618 |
923.8 |
|
2.618 |
917.8 |
|
4.250 |
908.3 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
936.8 |
936.3 |
| PP |
936.5 |
935.5 |
| S1 |
936.3 |
934.8 |
|