CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 28-Jan-2019

Day Change Summary
	Previous	Current
	25-Jan-2019	28-Jan-2019	Change	Change %	Previous Week
Open	1,463.6	1,481.2	17.6	1.2%	1,481.9
High	1,486.6	1,482.8	-3.8	-0.3%	1,486.6
Low	1,461.1	1,463.3	2.2	0.2%	1,444.4
Close	1,482.6	1,475.0	-7.6	-0.5%	1,482.6
Range	25.5	19.5	-6.0	-23.5%	42.2
ATR	30.1	29.4	-0.8	-2.5%	0.0
Volume	111,149	128,819	17,670	15.9%	488,458

Daily Pivots for day following 28-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,532.2	1,523.1	1,485.7
R3	1,512.7	1,503.6	1,480.4
R2	1,493.2	1,493.2	1,478.6
R1	1,484.1	1,484.1	1,476.8	1,478.9
PP	1,473.7	1,473.7	1,473.7	1,471.1
S1	1,464.6	1,464.6	1,473.2	1,459.4
S2	1,454.2	1,454.2	1,471.4
S3	1,434.7	1,445.1	1,469.6
S4	1,415.2	1,425.6	1,464.3

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,597.8	1,582.4	1,505.8
R3	1,555.6	1,540.2	1,494.2
R2	1,513.4	1,513.4	1,490.3
R1	1,498.0	1,498.0	1,486.5	1,505.7
PP	1,471.2	1,471.2	1,471.2	1,475.1
S1	1,455.8	1,455.8	1,478.7	1,463.5
S2	1,429.0	1,429.0	1,474.9
S3	1,386.8	1,413.6	1,471.0
S4	1,344.6	1,371.4	1,459.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,486.6	1,444.4	42.2	2.9%	24.7	1.7%	73%	False	False	123,455
10	1,489.7	1,431.4	58.3	4.0%	22.8	1.5%	75%	False	False	126,572
20	1,489.7	1,323.5	166.2	11.3%	27.3	1.8%	91%	False	False	141,739
40	1,567.4	1,252.0	315.4	21.4%	34.6	2.3%	71%	False	False	127,846
60	1,593.9	1,252.0	341.9	23.2%	32.8	2.2%	65%	False	False	85,252
80	1,688.3	1,252.0	436.3	29.6%	33.8	2.3%	51%	False	False	63,958

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,565.7
2.618	1,533.9
1.618	1,514.4
1.000	1,502.3
0.618	1,494.9
HIGH	1,482.8
0.618	1,475.4
0.500	1,473.1
0.382	1,470.7
LOW	1,463.3
0.618	1,451.2
1.000	1,443.8
1.618	1,431.7
2.618	1,412.2
4.250	1,380.4

Fisher Pivots for day following 28-Jan-2019
Pivot	1 day	3 day
R1	1,474.4	1,472.8
PP	1,473.7	1,470.6
S1	1,473.1	1,468.5

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

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