CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 20-Dec-2018
Day Change Summary
Previous Current
19-Dec-2018 20-Dec-2018 Change Change % Previous Week
Open 1,373.0 1,345.8 -27.2 -2.0% 1,443.8
High 1,400.0 1,362.7 -37.3 -2.7% 1,478.2
Low 1,342.7 1,313.7 -29.0 -2.2% 1,409.8
Close 1,347.9 1,337.8 -10.1 -0.7% 1,415.8
Range 57.3 49.0 -8.3 -14.5% 68.4
ATR 36.9 37.7 0.9 2.4% 0.0
Volume 270,866 344,731 73,865 27.3% 282,484
Daily Pivots for day following 20-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,485.1 1,460.4 1,364.8
R3 1,436.1 1,411.4 1,351.3
R2 1,387.1 1,387.1 1,346.8
R1 1,362.4 1,362.4 1,342.3 1,350.3
PP 1,338.1 1,338.1 1,338.1 1,332.0
S1 1,313.4 1,313.4 1,333.3 1,301.3
S2 1,289.1 1,289.1 1,328.8
S3 1,240.1 1,264.4 1,324.3
S4 1,191.1 1,215.4 1,310.9
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 1,441.8 1,313.7 128.1 9.6% 44.3 3.3% 19% False True 280,397
10 1,493.2 1,313.7 179.5 13.4% 41.3 3.1% 13% False True 150,022
20 1,567.4 1,313.7 253.7 19.0% 36.3 2.7% 9% False True 75,088
40 1,593.9 1,313.7 280.2 20.9% 34.3 2.6% 9% False True 37,578
60 1,717.2 1,313.7 403.5 30.2% 33.6 2.5% 6% False True 25,083
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,571.0
2.618 1,491.0
1.618 1,442.0
1.000 1,411.7
0.618 1,393.0
HIGH 1,362.7
0.618 1,344.0
0.500 1,338.2
0.382 1,332.4
LOW 1,313.7
0.618 1,283.4
1.000 1,264.7
1.618 1,234.4
2.618 1,185.4
4.250 1,105.5
Fisher Pivots for day following 20-Dec-2018
Pivot 1 day 3 day
R1 1,338.2 1,359.8
PP 1,338.1 1,352.4
S1 1,337.9 1,345.1

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

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