CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 07-Mar-2019

Day Change Summary
	Previous	Current
	06-Mar-2019	07-Mar-2019	Change	Change %	Previous Week
Open	1,567.5	1,537.1	-30.4	-1.9%	1,596.0
High	1,569.2	1,541.8	-27.4	-1.7%	1,603.6
Low	1,535.6	1,520.2	-15.4	-1.0%	1,569.2
Close	1,537.0	1,523.6	-13.4	-0.9%	1,589.5
Range	33.6	21.6	-12.0	-35.7%	34.4
ATR	20.9	21.0	0.0	0.2%	0.0
Volume	172,797	236,604	63,807	36.9%	530,108

Daily Pivots for day following 07-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,593.3	1,580.1	1,535.5
R3	1,571.7	1,558.5	1,529.5
R2	1,550.1	1,550.1	1,527.6
R1	1,536.9	1,536.9	1,525.6	1,532.7
PP	1,528.5	1,528.5	1,528.5	1,526.5
S1	1,515.3	1,515.3	1,521.6	1,511.1
S2	1,506.9	1,506.9	1,519.6
S3	1,485.3	1,493.7	1,517.7
S4	1,463.7	1,472.1	1,511.7

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	1,520.2	77.8	5.1%	23.7	1.6%	4%	False	True	153,640
10	1,603.6	1,520.2	83.4	5.5%	19.1	1.3%	4%	False	True	127,753
20	1,603.6	1,492.9	110.7	7.3%	19.5	1.3%	28%	False	False	118,274
40	1,603.6	1,422.8	180.8	11.9%	19.9	1.3%	56%	False	False	120,260
60	1,603.6	1,252.0	351.6	23.1%	27.3	1.8%	77%	False	False	137,741
80	1,603.6	1,252.0	351.6	23.1%	29.0	1.9%	77%	False	False	103,350
100	1,607.0	1,252.0	355.0	23.3%	29.9	2.0%	77%	False	False	82,689

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,633.6
2.618	1,598.3
1.618	1,576.7
1.000	1,563.4
0.618	1,555.1
HIGH	1,541.8
0.618	1,533.5
0.500	1,531.0
0.382	1,528.5
LOW	1,520.2
0.618	1,506.9
1.000	1,498.6
1.618	1,485.3
2.618	1,463.7
4.250	1,428.4

Fisher Pivots for day following 07-Mar-2019
Pivot	1 day	3 day
R1	1,531.0	1,549.8
PP	1,528.5	1,541.0
S1	1,526.1	1,532.3

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

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