CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 04-Mar-2019

Day Change Summary
	Previous	Current
	01-Mar-2019	04-Mar-2019	Change	Change %	Previous Week
Open	1,575.8	1,592.4	16.6	1.1%	1,596.0
High	1,591.0	1,598.0	7.0	0.4%	1,603.6
Low	1,574.8	1,563.1	-11.7	-0.7%	1,569.2
Close	1,589.5	1,574.4	-15.1	-0.9%	1,589.5
Range	16.2	34.9	18.7	115.4%	34.4
ATR	19.4	20.5	1.1	5.7%	0.0
Volume	124,013	141,342	17,329	14.0%	530,108

Daily Pivots for day following 04-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,683.2	1,663.7	1,593.6
R3	1,648.3	1,628.8	1,584.0
R2	1,613.4	1,613.4	1,580.8
R1	1,593.9	1,593.9	1,577.6	1,586.2
PP	1,578.5	1,578.5	1,578.5	1,574.7
S1	1,559.0	1,559.0	1,571.2	1,551.3
S2	1,543.6	1,543.6	1,568.0
S3	1,508.7	1,524.1	1,564.8
S4	1,473.8	1,489.2	1,555.2

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	1,598.0	1,563.1	34.9	2.2%	18.4	1.2%	32%	True	True	115,923
10	1,603.6	1,562.7	40.9	2.6%	17.6	1.1%	29%	False	False	110,935
20	1,603.6	1,492.9	110.7	7.0%	18.5	1.2%	74%	False	False	106,490
40	1,603.6	1,325.3	278.3	17.7%	21.4	1.4%	90%	False	False	120,682
60	1,603.6	1,252.0	351.6	22.3%	28.0	1.8%	92%	False	False	129,395
80	1,603.6	1,252.0	351.6	22.3%	28.9	1.8%	92%	False	False	97,065
100	1,646.6	1,252.0	394.6	25.1%	30.4	1.9%	82%	False	False	77,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.0
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,746.3
2.618	1,689.4
1.618	1,654.5
1.000	1,632.9
0.618	1,619.6
HIGH	1,598.0
0.618	1,584.7
0.500	1,580.6
0.382	1,576.4
LOW	1,563.1
0.618	1,541.5
1.000	1,528.2
1.618	1,506.6
2.618	1,471.7
4.250	1,414.8

Fisher Pivots for day following 04-Mar-2019
Pivot	1 day	3 day
R1	1,580.6	1,580.6
PP	1,578.5	1,578.5
S1	1,576.5	1,576.5

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

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