CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 27-Dec-2018

Day Change Summary
	Previous	Current
	26-Dec-2018	27-Dec-2018	Change	Change %	Previous Week
Open	1,267.1	1,329.4	62.3	4.9%	1,413.7
High	1,333.4	1,337.2	3.8	0.3%	1,423.4
Low	1,252.0	1,288.9	36.9	2.9%	1,291.1
Close	1,331.1	1,333.7	2.6	0.2%	1,297.4
Range	81.4	48.3	-33.1	-40.7%	132.3
ATR	42.0	42.4	0.5	1.1%	0.0
Volume	177,796	225,242	47,446	26.7%	1,467,349

Daily Pivots for day following 27-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,464.8	1,447.6	1,360.3
R3	1,416.5	1,399.3	1,347.0
R2	1,368.2	1,368.2	1,342.6
R1	1,351.0	1,351.0	1,338.1	1,359.6
PP	1,319.9	1,319.9	1,319.9	1,324.3
S1	1,302.7	1,302.7	1,329.3	1,311.3
S2	1,271.6	1,271.6	1,324.8
S3	1,223.3	1,254.4	1,320.4
S4	1,175.0	1,206.1	1,307.1

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,734.2	1,648.1	1,370.2
R3	1,601.9	1,515.8	1,333.8
R2	1,469.6	1,469.6	1,321.7
R1	1,383.5	1,383.5	1,309.5	1,360.4
PP	1,337.3	1,337.3	1,337.3	1,325.8
S1	1,251.2	1,251.2	1,285.3	1,228.1
S2	1,205.0	1,205.0	1,273.1
S3	1,072.7	1,118.9	1,261.0
S4	940.4	986.6	1,224.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,362.7	1,252.0	110.7	8.3%	54.4	4.1%	74%	False	False	224,464
10	1,468.8	1,252.0	216.8	16.3%	47.8	3.6%	38%	False	False	225,385
20	1,567.4	1,252.0	315.4	23.6%	41.9	3.1%	26%	False	False	113,953
40	1,593.9	1,252.0	341.9	25.6%	35.6	2.7%	24%	False	False	57,008
60	1,688.3	1,252.0	436.3	32.7%	35.9	2.7%	19%	False	False	38,031

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	11.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,542.5
2.618	1,463.6
1.618	1,415.3
1.000	1,385.5
0.618	1,367.0
HIGH	1,337.2
0.618	1,318.7
0.500	1,313.1
0.382	1,307.4
LOW	1,288.9
0.618	1,259.1
1.000	1,240.6
1.618	1,210.8
2.618	1,162.5
4.250	1,083.6

Fisher Pivots for day following 27-Dec-2018
Pivot	1 day	3 day
R1	1,326.8	1,320.7
PP	1,319.9	1,307.6
S1	1,313.1	1,294.6

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

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