ICE Russell 2000 Mini Future March 2013
Trading Metrics calculated at close of trading on 31-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
834.9 |
824.2 |
-10.7 |
-1.3% |
847.2 |
High |
837.7 |
850.5 |
12.8 |
1.5% |
847.8 |
Low |
823.3 |
823.1 |
-0.2 |
0.0% |
823.3 |
Close |
824.7 |
846.6 |
21.9 |
2.7% |
824.7 |
Range |
14.4 |
27.4 |
13.0 |
90.3% |
24.5 |
ATR |
10.2 |
11.4 |
1.2 |
12.1% |
0.0 |
Volume |
61,276 |
89,247 |
27,971 |
45.6% |
231,420 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922.3 |
911.8 |
861.8 |
|
R3 |
894.8 |
884.5 |
854.3 |
|
R2 |
867.5 |
867.5 |
851.5 |
|
R1 |
857.0 |
857.0 |
849.0 |
862.3 |
PP |
840.0 |
840.0 |
840.0 |
842.8 |
S1 |
829.8 |
829.8 |
844.0 |
834.8 |
S2 |
812.8 |
812.8 |
841.5 |
|
S3 |
785.3 |
802.3 |
839.0 |
|
S4 |
757.8 |
774.8 |
831.5 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
905.5 |
889.5 |
838.3 |
|
R3 |
881.0 |
865.0 |
831.5 |
|
R2 |
856.5 |
856.5 |
829.3 |
|
R1 |
840.5 |
840.5 |
827.0 |
836.3 |
PP |
832.0 |
832.0 |
832.0 |
829.8 |
S1 |
816.0 |
816.0 |
822.5 |
811.8 |
S2 |
807.5 |
807.5 |
820.3 |
|
S3 |
783.0 |
791.5 |
818.0 |
|
S4 |
758.5 |
767.0 |
811.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
850.5 |
823.1 |
27.4 |
3.2% |
15.0 |
1.8% |
86% |
True |
True |
64,133 |
10 |
854.1 |
821.6 |
32.5 |
3.8% |
13.8 |
1.6% |
77% |
False |
False |
105,896 |
20 |
854.1 |
810.9 |
43.2 |
5.1% |
11.5 |
1.4% |
83% |
False |
False |
65,639 |
40 |
854.1 |
760.1 |
94.0 |
11.1% |
8.0 |
0.9% |
92% |
False |
False |
32,832 |
60 |
854.1 |
760.1 |
94.0 |
11.1% |
5.5 |
0.7% |
92% |
False |
False |
21,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
967.0 |
2.618 |
922.3 |
1.618 |
894.8 |
1.000 |
878.0 |
0.618 |
867.5 |
HIGH |
850.5 |
0.618 |
840.0 |
0.500 |
836.8 |
0.382 |
833.5 |
LOW |
823.0 |
0.618 |
806.3 |
1.000 |
795.8 |
1.618 |
778.8 |
2.618 |
751.3 |
4.250 |
706.8 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
843.3 |
843.3 |
PP |
840.0 |
840.0 |
S1 |
836.8 |
836.8 |
|