CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 26-Feb-2019

Day Change Summary
	Previous	Current
	25-Feb-2019	26-Feb-2019	Change	Change %	Previous Week
Open	1,596.0	1,589.1	-6.9	-0.4%	1,570.4
High	1,603.6	1,590.5	-13.1	-0.8%	1,592.4
Low	1,589.3	1,575.1	-14.2	-0.9%	1,562.7
Close	1,591.1	1,576.7	-14.4	-0.9%	1,589.9
Range	14.3	15.4	1.1	7.7%	29.7
ATR	21.1	20.7	-0.4	-1.7%	0.0
Volume	91,833	104,252	12,419	13.5%	437,902

Daily Pivots for day following 26-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,627.0	1,617.2	1,585.2
R3	1,611.6	1,601.8	1,580.9
R2	1,596.2	1,596.2	1,579.5
R1	1,586.4	1,586.4	1,578.1	1,583.6
PP	1,580.8	1,580.8	1,580.8	1,579.4
S1	1,571.0	1,571.0	1,575.3	1,568.2
S2	1,565.4	1,565.4	1,573.9
S3	1,550.0	1,555.6	1,572.5
S4	1,534.6	1,540.2	1,568.2

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	1,603.6	1,569.0	34.6	2.2%	16.4	1.0%	22%	False	False	106,134
10	1,603.6	1,518.5	85.1	5.4%	18.9	1.2%	68%	False	False	108,813
20	1,603.6	1,466.1	137.5	8.7%	18.2	1.2%	80%	False	False	108,745
40	1,603.6	1,323.5	280.1	17.8%	22.7	1.4%	90%	False	False	125,242
60	1,603.6	1,252.0	351.6	22.3%	29.1	1.8%	92%	False	False	121,479
80	1,603.6	1,252.0	351.6	22.3%	29.2	1.9%	92%	False	False	91,125
100	1,688.3	1,252.0	436.3	27.7%	30.7	1.9%	74%	False	False	72,915

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,656.0
2.618	1,630.8
1.618	1,615.4
1.000	1,605.9
0.618	1,600.0
HIGH	1,590.5
0.618	1,584.6
0.500	1,582.8
0.382	1,581.0
LOW	1,575.1
0.618	1,565.6
1.000	1,559.7
1.618	1,550.2
2.618	1,534.8
4.250	1,509.7

Fisher Pivots for day following 26-Feb-2019
Pivot	1 day	3 day
R1	1,582.8	1,589.4
PP	1,580.8	1,585.1
S1	1,578.7	1,580.9

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

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