CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 01-Mar-2019

Day Change Summary
	Previous	Current
	28-Feb-2019	01-Mar-2019	Change	Change %	Previous Week
Open	1,582.0	1,575.8	-6.2	-0.4%	1,596.0
High	1,582.6	1,591.0	8.4	0.5%	1,603.6
Low	1,571.2	1,574.8	3.6	0.2%	1,569.2
Close	1,575.5	1,589.5	14.0	0.9%	1,589.5
Range	11.4	16.2	4.8	42.1%	34.4
ATR	19.6	19.4	-0.2	-1.3%	0.0
Volume	116,696	124,013	7,317	6.3%	530,108

Daily Pivots for day following 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,633.7	1,627.8	1,598.4
R3	1,617.5	1,611.6	1,594.0
R2	1,601.3	1,601.3	1,592.5
R1	1,595.4	1,595.4	1,591.0	1,598.4
PP	1,585.1	1,585.1	1,585.1	1,586.6
S1	1,579.2	1,579.2	1,588.0	1,582.2
S2	1,568.9	1,568.9	1,586.5
S3	1,552.7	1,563.0	1,585.0
S4	1,536.5	1,546.8	1,580.6

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,690.6	1,674.5	1,608.4
R3	1,656.2	1,640.1	1,599.0
R2	1,621.8	1,621.8	1,595.8
R1	1,605.7	1,605.7	1,592.7	1,596.6
PP	1,587.4	1,587.4	1,587.4	1,582.9
S1	1,571.3	1,571.3	1,586.3	1,562.2
S2	1,553.0	1,553.0	1,583.2
S3	1,518.6	1,536.9	1,580.0
S4	1,484.2	1,502.5	1,570.6

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	1,569.2	34.4	2.2%	14.3	0.9%	59%	False	False	106,021
10	1,603.6	1,537.2	66.4	4.2%	17.7	1.1%	79%	False	False	108,987
20	1,603.6	1,492.9	110.7	7.0%	17.4	1.1%	87%	False	False	105,524
40	1,603.6	1,325.3	278.3	17.5%	21.3	1.3%	95%	False	False	121,499
60	1,603.6	1,252.0	351.6	22.1%	28.6	1.8%	96%	False	False	127,039
80	1,603.6	1,252.0	351.6	22.1%	28.7	1.8%	96%	False	False	95,299
100	1,648.8	1,252.0	396.8	25.0%	30.3	1.9%	85%	False	False	76,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,659.9
2.618	1,633.4
1.618	1,617.2
1.000	1,607.2
0.618	1,601.0
HIGH	1,591.0
0.618	1,584.8
0.500	1,582.9
0.382	1,581.0
LOW	1,574.8
0.618	1,564.8
1.000	1,558.6
1.618	1,548.6
2.618	1,532.4
4.250	1,506.0

Fisher Pivots for day following 01-Mar-2019
Pivot	1 day	3 day
R1	1,587.3	1,586.4
PP	1,585.1	1,583.2
S1	1,582.9	1,580.1

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

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