CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 19-Dec-2018

Day Change Summary
	Previous	Current
	18-Dec-2018	19-Dec-2018	Change	Change %	Previous Week
Open	1,391.0	1,373.0	-18.0	-1.3%	1,443.8
High	1,405.8	1,400.0	-5.8	-0.4%	1,478.2
Low	1,370.4	1,342.7	-27.7	-2.0%	1,409.8
Close	1,374.7	1,347.9	-26.8	-1.9%	1,415.8
Range	35.4	57.3	21.9	61.9%	68.4
ATR	35.3	36.9	1.6	4.5%	0.0
Volume	254,924	270,866	15,942	6.3%	282,484

Daily Pivots for day following 19-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,535.4	1,499.0	1,379.4
R3	1,478.1	1,441.7	1,363.7
R2	1,420.8	1,420.8	1,358.4
R1	1,384.4	1,384.4	1,353.2	1,374.0
PP	1,363.5	1,363.5	1,363.5	1,358.3
S1	1,327.1	1,327.1	1,342.6	1,316.7
S2	1,306.2	1,306.2	1,337.4
S3	1,248.9	1,269.8	1,332.1
S4	1,191.6	1,212.5	1,316.4

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,639.8	1,596.2	1,453.4
R3	1,571.4	1,527.8	1,434.6
R2	1,503.0	1,503.0	1,428.3
R1	1,459.4	1,459.4	1,422.1	1,447.0
PP	1,434.6	1,434.6	1,434.6	1,428.4
S1	1,391.0	1,391.0	1,409.5	1,378.6
S2	1,366.2	1,366.2	1,403.3
S3	1,297.8	1,322.6	1,397.0
S4	1,229.4	1,254.2	1,378.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,468.8	1,342.7	126.1	9.4%	41.3	3.1%	4%	False	True	226,307
10	1,494.1	1,342.7	151.4	11.2%	41.3	3.1%	3%	False	True	115,629
20	1,567.4	1,342.7	224.7	16.7%	35.7	2.7%	2%	False	True	57,857
40	1,593.9	1,342.7	251.2	18.6%	34.7	2.6%	2%	False	True	28,961
60	1,723.4	1,342.7	380.7	28.2%	33.2	2.5%	1%	False	True	19,337

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,643.5
2.618	1,550.0
1.618	1,492.7
1.000	1,457.3
0.618	1,435.4
HIGH	1,400.0
0.618	1,378.1
0.500	1,371.4
0.382	1,364.6
LOW	1,342.7
0.618	1,307.3
1.000	1,285.4
1.618	1,250.0
2.618	1,192.7
4.250	1,099.2

Fisher Pivots for day following 19-Dec-2018
Pivot	1 day	3 day
R1	1,371.4	1,383.1
PP	1,363.5	1,371.3
S1	1,355.7	1,359.6

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These figures are updated between 7pm and 10pm EST after a trading day.

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