CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 11-Mar-2019

Day Change Summary
	Previous	Current
	08-Mar-2019	11-Mar-2019	Change	Change %	Previous Week
Open	1,524.0	1,526.7	2.7	0.2%	1,592.4
High	1,526.7	1,550.9	24.2	1.6%	1,598.0
Low	1,512.6	1,519.3	6.7	0.4%	1,512.6
Close	1,525.7	1,548.5	22.8	1.5%	1,525.7
Range	14.1	31.6	17.5	124.1%	85.4
ATR	20.5	21.3	0.8	3.9%	0.0
Volume	162,064	237,708	75,644	46.7%	806,252

Daily Pivots for day following 11-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,634.4	1,623.0	1,565.9
R3	1,602.8	1,591.4	1,557.2
R2	1,571.2	1,571.2	1,554.3
R1	1,559.8	1,559.8	1,551.4	1,565.5
PP	1,539.6	1,539.6	1,539.6	1,542.4
S1	1,528.2	1,528.2	1,545.6	1,533.9
S2	1,508.0	1,508.0	1,542.7
S3	1,476.4	1,496.6	1,539.8
S4	1,444.8	1,465.0	1,531.1

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,801.6	1,749.1	1,572.7
R3	1,716.2	1,663.7	1,549.2
R2	1,630.8	1,630.8	1,541.4
R1	1,578.3	1,578.3	1,533.5	1,561.9
PP	1,545.4	1,545.4	1,545.4	1,537.2
S1	1,492.9	1,492.9	1,517.9	1,476.5
S2	1,460.0	1,460.0	1,510.0
S3	1,374.6	1,407.5	1,502.2
S4	1,289.2	1,322.1	1,478.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,579.3	1,512.6	66.7	4.3%	22.7	1.5%	54%	False	False	180,523
10	1,598.0	1,512.6	85.4	5.5%	20.6	1.3%	42%	False	False	148,223
20	1,603.6	1,504.8	98.8	6.4%	19.7	1.3%	44%	False	False	127,961
40	1,603.6	1,431.4	172.2	11.1%	19.9	1.3%	68%	False	False	123,340
60	1,603.6	1,252.0	351.6	22.7%	26.9	1.7%	84%	False	False	144,255
80	1,603.6	1,252.0	351.6	22.7%	28.6	1.8%	84%	False	False	108,346
100	1,607.0	1,252.0	355.0	22.9%	29.7	1.9%	84%	False	False	86,686

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	3.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,685.2
2.618	1,633.6
1.618	1,602.0
1.000	1,582.5
0.618	1,570.4
HIGH	1,550.9
0.618	1,538.8
0.500	1,535.1
0.382	1,531.4
LOW	1,519.3
0.618	1,499.8
1.000	1,487.7
1.618	1,468.2
2.618	1,436.6
4.250	1,385.0

Fisher Pivots for day following 11-Mar-2019
Pivot	1 day	3 day
R1	1,544.0	1,542.9
PP	1,539.6	1,537.3
S1	1,535.1	1,531.8

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

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