CME E-mini Russell 2000 Index Futures March 2019

Trading Metrics calculated at close of trading on 14-Mar-2019

Day Change Summary
	Previous	Current
	13-Mar-2019	14-Mar-2019	Change	Change %	Previous Week
Open	1,549.0	1,558.0	9.0	0.6%	1,592.4
High	1,563.9	1,561.3	-2.6	-0.2%	1,598.0
Low	1,543.3	1,546.8	3.5	0.2%	1,512.6
Close	1,558.4	1,547.6	-10.8	-0.7%	1,525.7
Range	20.6	14.5	-6.1	-29.6%	85.4
ATR	20.6	20.2	-0.4	-2.1%	0.0
Volume	64,689	31,165	-33,524	-51.8%	806,252

Daily Pivots for day following 14-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,595.4	1,586.0	1,555.6
R3	1,580.9	1,571.5	1,551.6
R2	1,566.4	1,566.4	1,550.3
R1	1,557.0	1,557.0	1,548.9	1,554.5
PP	1,551.9	1,551.9	1,551.9	1,550.6
S1	1,542.5	1,542.5	1,546.3	1,540.0
S2	1,537.4	1,537.4	1,544.9
S3	1,522.9	1,528.0	1,543.6
S4	1,508.4	1,513.5	1,539.6

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%	18.5	1.2%	68%	False	False	123,528
10	1,598.0	1,512.6	85.4	5.5%	21.1	1.4%	41%	False	False	138,584
20	1,603.6	1,512.6	91.0	5.9%	19.6	1.3%	38%	False	False	124,127
40	1,603.6	1,440.9	162.7	10.5%	20.0	1.3%	66%	False	False	119,198
60	1,603.6	1,252.0	351.6	22.7%	26.0	1.7%	84%	False	False	143,327
80	1,603.6	1,252.0	351.6	22.7%	27.9	1.8%	84%	False	False	111,066
100	1,603.6	1,252.0	351.6	22.7%	29.0	1.9%	84%	False	False	88,864

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,622.9
2.618	1,599.3
1.618	1,584.8
1.000	1,575.8
0.618	1,570.3
HIGH	1,561.3
0.618	1,555.8
0.500	1,554.1
0.382	1,552.3
LOW	1,546.8
0.618	1,537.8
1.000	1,532.3
1.618	1,523.3
2.618	1,508.8
4.250	1,485.2

Fisher Pivots for day following 14-Mar-2019
Pivot	1 day	3 day
R1	1,554.1	1,553.6
PP	1,551.9	1,551.6
S1	1,549.8	1,549.6

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

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