CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 09-Jan-2019
Day Change Summary
Previous Current
08-Jan-2019 09-Jan-2019 Change Change % Previous Week
Open 1,406.8 1,424.0 17.2 1.2% 1,345.3
High 1,429.3 1,445.1 15.8 1.1% 1,387.3
Low 1,404.6 1,422.8 18.2 1.3% 1,323.5
Close 1,425.9 1,437.5 11.6 0.8% 1,381.6
Range 24.7 22.3 -2.4 -9.7% 63.8
ATR 40.1 38.9 -1.3 -3.2% 0.0
Volume 164,464 136,836 -27,628 -16.8% 674,877
Daily Pivots for day following 09-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,502.0 1,492.1 1,449.8
R3 1,479.7 1,469.8 1,443.6
R2 1,457.4 1,457.4 1,441.6
R1 1,447.5 1,447.5 1,439.5 1,452.5
PP 1,435.1 1,435.1 1,435.1 1,437.6
S1 1,425.2 1,425.2 1,435.5 1,430.2
S2 1,412.8 1,412.8 1,433.4
S3 1,390.5 1,402.9 1,431.4
S4 1,368.2 1,380.6 1,425.2
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 1,445.1 1,325.3 119.8 8.3% 35.7 2.5% 94% True False 166,121
10 1,445.1 1,252.0 193.1 13.4% 40.9 2.8% 96% True False 171,736
20 1,478.2 1,252.0 226.2 15.7% 41.5 2.9% 82% False False 179,305
40 1,567.4 1,252.0 315.4 21.9% 37.7 2.6% 59% False False 89,859
60 1,607.0 1,252.0 355.0 24.7% 36.2 2.5% 52% False False 59,922
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 8.3
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,539.9
2.618 1,503.5
1.618 1,481.2
1.000 1,467.4
0.618 1,458.9
HIGH 1,445.1
0.618 1,436.6
0.500 1,434.0
0.382 1,431.3
LOW 1,422.8
0.618 1,409.0
1.000 1,400.5
1.618 1,386.7
2.618 1,364.4
4.250 1,328.0
Fisher Pivots for day following 09-Jan-2019
Pivot 1 day 3 day
R1 1,436.3 1,428.5
PP 1,435.1 1,419.5
S1 1,434.0 1,410.5

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

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