ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
915.1 |
898.0 |
-17.1 |
-1.9% |
920.6 |
| High |
920.5 |
902.6 |
-17.9 |
-1.9% |
933.2 |
| Low |
893.2 |
892.6 |
-0.6 |
-0.1% |
898.5 |
| Close |
895.9 |
896.6 |
0.7 |
0.1% |
915.4 |
| Range |
27.3 |
10.0 |
-17.3 |
-63.4% |
34.7 |
| ATR |
11.9 |
11.8 |
-0.1 |
-1.1% |
0.0 |
| Volume |
174,285 |
152,794 |
-21,491 |
-12.3% |
441,937 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.3 |
922.0 |
902.0 |
|
| R3 |
917.3 |
912.0 |
899.3 |
|
| R2 |
907.3 |
907.3 |
898.5 |
|
| R1 |
902.0 |
902.0 |
897.5 |
899.5 |
| PP |
897.3 |
897.3 |
897.3 |
896.0 |
| S1 |
892.0 |
892.0 |
895.8 |
889.5 |
| S2 |
887.3 |
887.3 |
894.8 |
|
| S3 |
877.3 |
882.0 |
893.8 |
|
| S4 |
867.3 |
872.0 |
891.0 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,019.8 |
1,002.3 |
934.5 |
|
| R3 |
985.0 |
967.5 |
925.0 |
|
| R2 |
950.5 |
950.5 |
921.8 |
|
| R1 |
933.0 |
933.0 |
918.5 |
924.3 |
| PP |
915.8 |
915.8 |
915.8 |
911.5 |
| S1 |
898.3 |
898.3 |
912.3 |
889.5 |
| S2 |
881.0 |
881.0 |
909.0 |
|
| S3 |
846.3 |
863.5 |
905.8 |
|
| S4 |
811.5 |
828.8 |
896.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
933.2 |
892.6 |
40.6 |
4.5% |
17.0 |
1.9% |
10% |
False |
True |
138,561 |
| 10 |
933.2 |
892.6 |
40.6 |
4.5% |
12.8 |
1.4% |
10% |
False |
True |
99,440 |
| 20 |
933.2 |
891.1 |
42.1 |
4.7% |
11.5 |
1.3% |
13% |
False |
False |
95,350 |
| 40 |
933.2 |
823.1 |
110.1 |
12.3% |
10.8 |
1.2% |
67% |
False |
False |
88,572 |
| 60 |
933.2 |
809.5 |
123.7 |
13.8% |
10.5 |
1.2% |
70% |
False |
False |
78,424 |
| 80 |
933.2 |
760.1 |
173.1 |
19.3% |
9.0 |
1.0% |
79% |
False |
False |
58,821 |
| 100 |
933.2 |
760.1 |
173.1 |
19.3% |
7.3 |
0.8% |
79% |
False |
False |
47,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.0 |
|
2.618 |
928.8 |
|
1.618 |
918.8 |
|
1.000 |
912.5 |
|
0.618 |
908.8 |
|
HIGH |
902.5 |
|
0.618 |
898.8 |
|
0.500 |
897.5 |
|
0.382 |
896.5 |
|
LOW |
892.5 |
|
0.618 |
886.5 |
|
1.000 |
882.5 |
|
1.618 |
876.5 |
|
2.618 |
866.5 |
|
4.250 |
850.0 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
897.5 |
906.5 |
| PP |
897.3 |
903.3 |
| S1 |
897.0 |
900.0 |
|