ICE Russell 2000 Mini Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
949.3 |
944.0 |
-5.3 |
-0.6% |
937.0 |
| High |
951.0 |
947.5 |
-3.5 |
-0.4% |
951.0 |
| Low |
945.1 |
933.5 |
-11.6 |
-1.2% |
933.3 |
| Close |
948.5 |
944.6 |
-3.9 |
-0.4% |
948.5 |
| Range |
5.9 |
14.0 |
8.1 |
137.3% |
17.7 |
| ATR |
8.5 |
9.0 |
0.5 |
5.4% |
0.0 |
| Volume |
98,882 |
129,703 |
30,821 |
31.2% |
605,061 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983.8 |
978.3 |
952.3 |
|
| R3 |
969.8 |
964.3 |
948.5 |
|
| R2 |
955.8 |
955.8 |
947.3 |
|
| R1 |
950.3 |
950.3 |
946.0 |
953.0 |
| PP |
941.8 |
941.8 |
941.8 |
943.3 |
| S1 |
936.3 |
936.3 |
943.3 |
939.0 |
| S2 |
927.8 |
927.8 |
942.0 |
|
| S3 |
913.8 |
922.3 |
940.8 |
|
| S4 |
899.8 |
908.3 |
937.0 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.3 |
990.8 |
958.3 |
|
| R3 |
979.8 |
973.0 |
953.3 |
|
| R2 |
962.0 |
962.0 |
951.8 |
|
| R1 |
955.3 |
955.3 |
950.0 |
958.5 |
| PP |
944.3 |
944.3 |
944.3 |
946.0 |
| S1 |
937.5 |
937.5 |
947.0 |
941.0 |
| S2 |
926.5 |
926.5 |
945.3 |
|
| S3 |
908.8 |
919.8 |
943.8 |
|
| S4 |
891.3 |
902.3 |
938.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951.0 |
933.3 |
17.7 |
1.9% |
8.8 |
0.9% |
64% |
False |
False |
114,869 |
| 10 |
951.0 |
913.5 |
37.5 |
4.0% |
8.3 |
0.9% |
83% |
False |
False |
106,430 |
| 20 |
951.0 |
889.0 |
62.0 |
6.6% |
10.8 |
1.1% |
90% |
False |
False |
53,501 |
| 40 |
951.0 |
889.0 |
62.0 |
6.6% |
6.8 |
0.7% |
90% |
False |
False |
26,757 |
| 60 |
951.0 |
820.7 |
130.3 |
13.8% |
4.8 |
0.5% |
95% |
False |
False |
17,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,007.0 |
|
2.618 |
984.3 |
|
1.618 |
970.3 |
|
1.000 |
961.5 |
|
0.618 |
956.3 |
|
HIGH |
947.5 |
|
0.618 |
942.3 |
|
0.500 |
940.5 |
|
0.382 |
938.8 |
|
LOW |
933.5 |
|
0.618 |
924.8 |
|
1.000 |
919.5 |
|
1.618 |
910.8 |
|
2.618 |
896.8 |
|
4.250 |
874.0 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
943.3 |
943.8 |
| PP |
941.8 |
943.0 |
| S1 |
940.5 |
942.3 |
|