CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 29-Jan-2019

Day Change Summary
	Previous	Current
	28-Jan-2019	29-Jan-2019	Change	Change %	Previous Week
Open	1,481.2	1,474.4	-6.8	-0.5%	1,481.9
High	1,482.8	1,478.9	-3.9	-0.3%	1,486.6
Low	1,463.3	1,467.2	3.9	0.3%	1,444.4
Close	1,475.0	1,472.6	-2.4	-0.2%	1,482.6
Range	19.5	11.7	-7.8	-40.0%	42.2
ATR	29.4	28.1	-1.3	-4.3%	0.0
Volume	128,819	96,302	-32,517	-25.2%	488,458

Daily Pivots for day following 29-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,508.0	1,502.0	1,479.0
R3	1,496.3	1,490.3	1,475.8
R2	1,484.6	1,484.6	1,474.7
R1	1,478.6	1,478.6	1,473.7	1,475.8
PP	1,472.9	1,472.9	1,472.9	1,471.5
S1	1,466.9	1,466.9	1,471.5	1,464.1
S2	1,461.2	1,461.2	1,470.5
S3	1,449.5	1,455.2	1,469.4
S4	1,437.8	1,443.5	1,466.2

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%	20.4	1.4%	67%	False	False	112,594
10	1,489.7	1,431.8	57.9	3.9%	22.5	1.5%	70%	False	False	123,913
20	1,489.7	1,323.5	166.2	11.3%	26.1	1.8%	90%	False	False	138,297
40	1,567.4	1,252.0	315.4	21.4%	34.3	2.3%	70%	False	False	130,252
60	1,593.9	1,252.0	341.9	23.2%	32.7	2.2%	65%	False	False	86,855
80	1,677.1	1,252.0	425.1	28.9%	33.6	2.3%	52%	False	False	65,160

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.3
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1,528.6
2.618	1,509.5
1.618	1,497.8
1.000	1,490.6
0.618	1,486.1
HIGH	1,478.9
0.618	1,474.4
0.500	1,473.1
0.382	1,471.7
LOW	1,467.2
0.618	1,460.0
1.000	1,455.5
1.618	1,448.3
2.618	1,436.6
4.250	1,417.5

Fisher Pivots for day following 29-Jan-2019
Pivot	1 day	3 day
R1	1,473.1	1,473.9
PP	1,472.9	1,473.4
S1	1,472.8	1,473.0

Download as Excel Spreadsheet

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

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