CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 12-Mar-2019

Day Change Summary
	Previous	Current
	11-Mar-2019	12-Mar-2019	Change	Change %	Previous Week
Open	1,526.7	1,549.2	22.5	1.5%	1,592.4
High	1,550.9	1,556.6	5.7	0.4%	1,598.0
Low	1,519.3	1,544.7	25.4	1.7%	1,512.6
Close	1,548.5	1,548.9	0.4	0.0%	1,525.7
Range	31.6	11.9	-19.7	-62.3%	85.4
ATR	21.3	20.6	-0.7	-3.2%	0.0
Volume	237,708	122,014	-115,694	-48.7%	806,252

Daily Pivots for day following 12-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,585.8	1,579.2	1,555.4
R3	1,573.9	1,567.3	1,552.2
R2	1,562.0	1,562.0	1,551.1
R1	1,555.4	1,555.4	1,550.0	1,552.8
PP	1,550.1	1,550.1	1,550.1	1,548.7
S1	1,543.5	1,543.5	1,547.8	1,540.9
S2	1,538.2	1,538.2	1,546.7
S3	1,526.3	1,531.6	1,545.6
S4	1,514.4	1,519.7	1,542.4

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	1,569.2	1,512.6	56.6	3.7%	22.6	1.5%	64%	False	False	186,237
10	1,598.0	1,512.6	85.4	5.5%	20.2	1.3%	43%	False	False	149,999
20	1,603.6	1,512.6	91.0	5.9%	19.5	1.3%	40%	False	False	129,406
40	1,603.6	1,431.4	172.2	11.1%	19.9	1.3%	68%	False	False	123,515
60	1,603.6	1,252.0	351.6	22.7%	26.5	1.7%	84%	False	False	146,059
80	1,603.6	1,252.0	351.6	22.7%	28.4	1.8%	84%	False	False	109,870
100	1,607.0	1,252.0	355.0	22.9%	29.3	1.9%	84%	False	False	87,906

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,607.2
2.618	1,587.8
1.618	1,575.9
1.000	1,568.5
0.618	1,564.0
HIGH	1,556.6
0.618	1,552.1
0.500	1,550.7
0.382	1,549.2
LOW	1,544.7
0.618	1,537.3
1.000	1,532.8
1.618	1,525.4
2.618	1,513.5
4.250	1,494.1

Fisher Pivots for day following 12-Mar-2019
Pivot	1 day	3 day
R1	1,550.7	1,544.1
PP	1,550.1	1,539.4
S1	1,549.5	1,534.6

Download as Excel Spreadsheet

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

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