CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 08-Jan-2019

Day Change Summary
	Previous	Current
	07-Jan-2019	08-Jan-2019	Change	Change %	Previous Week
Open	1,384.4	1,406.8	22.4	1.6%	1,345.3
High	1,414.6	1,429.3	14.7	1.0%	1,387.3
Low	1,375.8	1,404.6	28.8	2.1%	1,323.5
Close	1,405.9	1,425.9	20.0	1.4%	1,381.6
Range	38.8	24.7	-14.1	-36.3%	63.8
ATR	41.3	40.1	-1.2	-2.9%	0.0
Volume	173,010	164,464	-8,546	-4.9%	674,877

Daily Pivots for day following 08-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,494.0	1,484.7	1,439.5
R3	1,469.3	1,460.0	1,432.7
R2	1,444.6	1,444.6	1,430.4
R1	1,435.3	1,435.3	1,428.2	1,440.0
PP	1,419.9	1,419.9	1,419.9	1,422.3
S1	1,410.6	1,410.6	1,423.6	1,415.3
S2	1,395.2	1,395.2	1,421.4
S3	1,370.5	1,385.9	1,419.1
S4	1,345.8	1,361.2	1,412.3

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,555.5	1,532.4	1,416.7
R3	1,491.7	1,468.6	1,399.1
R2	1,427.9	1,427.9	1,393.3
R1	1,404.8	1,404.8	1,387.4	1,416.4
PP	1,364.1	1,364.1	1,364.1	1,369.9
S1	1,341.0	1,341.0	1,375.8	1,352.6
S2	1,300.3	1,300.3	1,369.9
S3	1,236.5	1,277.2	1,364.1
S4	1,172.7	1,213.4	1,346.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,429.3	1,323.5	105.8	7.4%	39.1	2.7%	97%	True	False	171,275
10	1,429.3	1,252.0	177.3	12.4%	42.8	3.0%	98%	True	False	170,425
20	1,478.2	1,252.0	226.2	15.9%	42.2	3.0%	77%	False	False	172,704
40	1,579.7	1,252.0	327.7	23.0%	38.0	2.7%	53%	False	False	86,439
60	1,607.0	1,252.0	355.0	24.9%	36.6	2.6%	49%	False	False	57,642

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	9.2
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1,534.3
2.618	1,494.0
1.618	1,469.3
1.000	1,454.0
0.618	1,444.6
HIGH	1,429.3
0.618	1,419.9
0.500	1,417.0
0.382	1,414.0
LOW	1,404.6
0.618	1,389.3
1.000	1,379.9
1.618	1,364.6
2.618	1,339.9
4.250	1,299.6

Fisher Pivots for day following 08-Jan-2019
Pivot	1 day	3 day
R1	1,422.9	1,409.7
PP	1,419.9	1,393.5
S1	1,417.0	1,377.3

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

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