CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 22-Feb-2019

Day Change Summary
	Previous	Current
	21-Feb-2019	22-Feb-2019	Change	Change %	Previous Week
Open	1,583.4	1,576.0	-7.4	-0.5%	1,570.4
High	1,590.9	1,592.4	1.5	0.1%	1,592.4
Low	1,569.0	1,575.1	6.1	0.4%	1,562.7
Close	1,577.5	1,589.9	12.4	0.8%	1,589.9
Range	21.9	17.3	-4.6	-21.0%	29.7
ATR	22.0	21.6	-0.3	-1.5%	0.0
Volume	118,384	103,238	-15,146	-12.8%	437,902

Daily Pivots for day following 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,637.7	1,631.1	1,599.4
R3	1,620.4	1,613.8	1,594.7
R2	1,603.1	1,603.1	1,593.1
R1	1,596.5	1,596.5	1,591.5	1,599.8
PP	1,585.8	1,585.8	1,585.8	1,587.5
S1	1,579.2	1,579.2	1,588.3	1,582.5
S2	1,568.5	1,568.5	1,586.7
S3	1,551.2	1,561.9	1,585.1
S4	1,533.9	1,544.6	1,580.4

Weekly Pivots for week ending 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,670.8	1,660.0	1,606.2
R3	1,641.1	1,630.3	1,598.1
R2	1,611.4	1,611.4	1,595.3
R1	1,600.6	1,600.6	1,592.6	1,606.0
PP	1,581.7	1,581.7	1,581.7	1,584.4
S1	1,570.9	1,570.9	1,587.2	1,576.3
S2	1,552.0	1,552.0	1,584.5
S3	1,522.3	1,541.2	1,581.7
S4	1,492.6	1,511.5	1,573.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,592.4	1,537.2	55.2	3.5%	21.0	1.3%	95%	True	False	111,953
10	1,592.4	1,493.9	98.5	6.2%	19.1	1.2%	97%	True	False	107,246
20	1,592.4	1,461.1	131.3	8.3%	19.0	1.2%	98%	True	False	110,939
40	1,592.4	1,252.0	340.4	21.4%	25.2	1.6%	99%	True	False	130,416
60	1,592.4	1,252.0	340.4	21.4%	29.7	1.9%	99%	True	False	118,215
80	1,593.9	1,252.0	341.9	21.5%	30.0	1.9%	99%	False	False	88,676
100	1,717.2	1,252.0	465.2	29.3%	31.0	1.9%	73%	False	False	70,957

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,665.9
2.618	1,637.7
1.618	1,620.4
1.000	1,609.7
0.618	1,603.1
HIGH	1,592.4
0.618	1,585.8
0.500	1,583.8
0.382	1,581.7
LOW	1,575.1
0.618	1,564.4
1.000	1,557.8
1.618	1,547.1
2.618	1,529.8
4.250	1,501.6

Fisher Pivots for day following 22-Feb-2019
Pivot	1 day	3 day
R1	1,587.9	1,586.8
PP	1,585.8	1,583.8
S1	1,583.8	1,580.7

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

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