CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 13-Mar-2019

Day Change Summary
	Previous	Current
	12-Mar-2019	13-Mar-2019	Change	Change %	Previous Week
Open	1,549.2	1,549.0	-0.2	0.0%	1,592.4
High	1,556.6	1,563.9	7.3	0.5%	1,598.0
Low	1,544.7	1,543.3	-1.4	-0.1%	1,512.6
Close	1,548.9	1,558.4	9.5	0.6%	1,525.7
Range	11.9	20.6	8.7	73.1%	85.4
ATR	20.6	20.6	0.0	0.0%	0.0
Volume	122,014	64,689	-57,325	-47.0%	806,252

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,617.0	1,608.3	1,569.7
R3	1,596.4	1,587.7	1,564.1
R2	1,575.8	1,575.8	1,562.2
R1	1,567.1	1,567.1	1,560.3	1,571.5
PP	1,555.2	1,555.2	1,555.2	1,557.4
S1	1,546.5	1,546.5	1,556.5	1,550.9
S2	1,534.6	1,534.6	1,554.6
S3	1,514.0	1,525.9	1,552.7
S4	1,493.4	1,505.3	1,547.1

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	1,563.9	1,512.6	51.3	3.3%	20.0	1.3%	89%	True	False	164,615
10	1,598.0	1,512.6	85.4	5.5%	20.8	1.3%	54%	False	False	147,137
20	1,603.6	1,512.6	91.0	5.8%	19.4	1.2%	50%	False	False	127,198
40	1,603.6	1,431.8	171.8	11.0%	20.0	1.3%	74%	False	False	122,060
60	1,603.6	1,252.0	351.6	22.6%	26.3	1.7%	87%	False	False	145,899
80	1,603.6	1,252.0	351.6	22.6%	28.2	1.8%	87%	False	False	110,678
100	1,603.6	1,252.0	351.6	22.6%	29.2	1.9%	87%	False	False	88,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,651.5
2.618	1,617.8
1.618	1,597.2
1.000	1,584.5
0.618	1,576.6
HIGH	1,563.9
0.618	1,556.0
0.500	1,553.6
0.382	1,551.2
LOW	1,543.3
0.618	1,530.6
1.000	1,522.7
1.618	1,510.0
2.618	1,489.4
4.250	1,455.8

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	1,556.8	1,552.8
PP	1,555.2	1,547.2
S1	1,553.6	1,541.6

Download as Excel Spreadsheet

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

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