ICE Russell 2000 Mini Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
906.3 |
913.8 |
7.5 |
0.8% |
915.1 |
| High |
915.4 |
917.6 |
2.2 |
0.2% |
920.5 |
| Low |
896.8 |
906.7 |
9.9 |
1.1% |
892.6 |
| Close |
914.3 |
916.5 |
2.2 |
0.2% |
914.3 |
| Range |
18.6 |
10.9 |
-7.7 |
-41.4% |
27.9 |
| ATR |
12.5 |
12.4 |
-0.1 |
-0.9% |
0.0 |
| Volume |
151,540 |
116,815 |
-34,725 |
-22.9% |
725,144 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946.3 |
942.3 |
922.5 |
|
| R3 |
935.5 |
931.5 |
919.5 |
|
| R2 |
924.5 |
924.5 |
918.5 |
|
| R1 |
920.5 |
920.5 |
917.5 |
922.5 |
| PP |
913.5 |
913.5 |
913.5 |
914.5 |
| S1 |
909.5 |
909.5 |
915.5 |
911.5 |
| S2 |
902.8 |
902.8 |
914.5 |
|
| S3 |
891.8 |
898.8 |
913.5 |
|
| S4 |
881.0 |
887.8 |
910.5 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992.8 |
981.5 |
929.8 |
|
| R3 |
965.0 |
953.5 |
922.0 |
|
| R2 |
937.0 |
937.0 |
919.5 |
|
| R1 |
925.8 |
925.8 |
916.8 |
917.5 |
| PP |
909.3 |
909.3 |
909.3 |
905.0 |
| S1 |
897.8 |
897.8 |
911.8 |
889.5 |
| S2 |
881.3 |
881.3 |
909.3 |
|
| S3 |
853.3 |
869.8 |
906.8 |
|
| S4 |
825.5 |
842.0 |
899.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
917.6 |
892.6 |
25.0 |
2.7% |
13.5 |
1.5% |
96% |
True |
False |
133,534 |
| 10 |
933.2 |
892.6 |
40.6 |
4.4% |
15.5 |
1.7% |
59% |
False |
False |
128,389 |
| 20 |
933.2 |
892.6 |
40.6 |
4.4% |
12.3 |
1.3% |
59% |
False |
False |
101,028 |
| 40 |
933.2 |
868.1 |
65.1 |
7.1% |
10.5 |
1.1% |
74% |
False |
False |
91,577 |
| 60 |
933.2 |
810.9 |
122.3 |
13.3% |
11.0 |
1.2% |
86% |
False |
False |
86,992 |
| 80 |
933.2 |
760.1 |
173.1 |
18.9% |
9.5 |
1.0% |
90% |
False |
False |
65,256 |
| 100 |
933.2 |
760.1 |
173.1 |
18.9% |
7.8 |
0.9% |
90% |
False |
False |
52,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
964.0 |
|
2.618 |
946.3 |
|
1.618 |
935.3 |
|
1.000 |
928.5 |
|
0.618 |
924.3 |
|
HIGH |
917.5 |
|
0.618 |
913.5 |
|
0.500 |
912.3 |
|
0.382 |
910.8 |
|
LOW |
906.8 |
|
0.618 |
900.0 |
|
1.000 |
895.8 |
|
1.618 |
889.0 |
|
2.618 |
878.3 |
|
4.250 |
860.5 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
915.0 |
913.5 |
| PP |
913.5 |
910.3 |
| S1 |
912.3 |
907.3 |
|