CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 15-Jan-2019
Day Change Summary
Previous Current
14-Jan-2019 15-Jan-2019 Change Change % Previous Week
Open 1,446.2 1,435.1 -11.1 -0.8% 1,384.4
High 1,446.5 1,447.5 1.0 0.1% 1,450.9
Low 1,431.4 1,431.8 0.4 0.0% 1,375.8
Close 1,433.9 1,443.2 9.3 0.6% 1,447.7
Range 15.1 15.7 0.6 4.0% 75.1
ATR 34.7 33.3 -1.4 -3.9% 0.0
Volume 122,885 145,658 22,773 18.5% 729,049
Daily Pivots for day following 15-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,487.9 1,481.3 1,451.8
R3 1,472.2 1,465.6 1,447.5
R2 1,456.5 1,456.5 1,446.1
R1 1,449.9 1,449.9 1,444.6 1,453.2
PP 1,440.8 1,440.8 1,440.8 1,442.5
S1 1,434.2 1,434.2 1,441.8 1,437.5
S2 1,425.1 1,425.1 1,440.3
S3 1,409.4 1,418.5 1,438.9
S4 1,393.7 1,402.8 1,434.6
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,650.1 1,624.0 1,489.0
R3 1,575.0 1,548.9 1,468.4
R2 1,499.9 1,499.9 1,461.5
R1 1,473.8 1,473.8 1,454.6 1,486.9
PP 1,424.8 1,424.8 1,424.8 1,431.3
S1 1,398.7 1,398.7 1,440.8 1,411.8
S2 1,349.7 1,349.7 1,433.9
S3 1,274.6 1,323.6 1,427.0
S4 1,199.5 1,248.5 1,406.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,450.9 1,422.8 28.1 1.9% 18.2 1.3% 73% False False 132,023
10 1,450.9 1,323.5 127.4 8.8% 28.7 2.0% 94% False False 151,649
20 1,450.9 1,252.0 198.9 13.8% 38.0 2.6% 96% False False 191,585
40 1,567.4 1,252.0 315.4 21.9% 35.8 2.5% 61% False False 102,935
60 1,593.9 1,252.0 341.9 23.7% 35.0 2.4% 56% False False 68,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,514.2
2.618 1,488.6
1.618 1,472.9
1.000 1,463.2
0.618 1,457.2
HIGH 1,447.5
0.618 1,441.5
0.500 1,439.7
0.382 1,437.8
LOW 1,431.8
0.618 1,422.1
1.000 1,416.1
1.618 1,406.4
2.618 1,390.7
4.250 1,365.1
Fisher Pivots for day following 15-Jan-2019
Pivot 1 day 3 day
R1 1,442.0 1,442.5
PP 1,440.8 1,441.8
S1 1,439.7 1,441.2

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

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