CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 28-Dec-2018

Day Change Summary
	Previous	Current
	27-Dec-2018	28-Dec-2018	Change	Change %	Previous Week
Open	1,329.4	1,335.3	5.9	0.4%	1,295.0
High	1,337.2	1,360.6	23.4	1.7%	1,360.6
Low	1,288.9	1,326.2	37.3	2.9%	1,252.0
Close	1,333.7	1,340.9	7.2	0.5%	1,340.9
Range	48.3	34.4	-13.9	-28.8%	108.6
ATR	42.4	41.8	-0.6	-1.3%	0.0
Volume	225,242	165,135	-60,107	-26.7%	691,899

Daily Pivots for day following 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,445.8	1,427.7	1,359.8
R3	1,411.4	1,393.3	1,350.4
R2	1,377.0	1,377.0	1,347.2
R1	1,358.9	1,358.9	1,344.1	1,368.0
PP	1,342.6	1,342.6	1,342.6	1,347.1
S1	1,324.5	1,324.5	1,337.7	1,333.6
S2	1,308.2	1,308.2	1,334.6
S3	1,273.8	1,290.1	1,331.4
S4	1,239.4	1,255.7	1,322.0

Weekly Pivots for week ending 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,643.6	1,600.9	1,400.6
R3	1,535.0	1,492.3	1,370.8
R2	1,426.4	1,426.4	1,360.8
R1	1,383.7	1,383.7	1,350.9	1,405.1
PP	1,317.8	1,317.8	1,317.8	1,328.5
S1	1,275.1	1,275.1	1,330.9	1,296.5
S2	1,209.2	1,209.2	1,321.0
S3	1,100.6	1,166.5	1,311.0
S4	992.0	1,057.9	1,281.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,360.6	1,252.0	108.6	8.1%	51.5	3.8%	82%	True	False	188,544
10	1,441.8	1,252.0	189.8	14.2%	47.9	3.6%	47%	False	False	234,471
20	1,567.4	1,252.0	315.4	23.5%	42.5	3.2%	28%	False	False	122,207
40	1,593.9	1,252.0	341.9	25.5%	36.0	2.7%	26%	False	False	61,135
60	1,677.1	1,252.0	425.1	31.7%	36.1	2.7%	21%	False	False	40,782

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	1,506.8
2.618	1,450.7
1.618	1,416.3
1.000	1,395.0
0.618	1,381.9
HIGH	1,360.6
0.618	1,347.5
0.500	1,343.4
0.382	1,339.3
LOW	1,326.2
0.618	1,304.9
1.000	1,291.8
1.618	1,270.5
2.618	1,236.1
4.250	1,180.0

Fisher Pivots for day following 28-Dec-2018
Pivot	1 day	3 day
R1	1,343.4	1,329.4
PP	1,342.6	1,317.8
S1	1,341.7	1,306.3

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

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