CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 15-Mar-2019
Day Change Summary
Previous Current
14-Mar-2019 15-Mar-2019 Change Change % Previous Week
Open 1,558.0 1,549.5 -8.5 -0.5% 1,526.7
High 1,561.3 1,563.5 2.2 0.1% 1,563.9
Low 1,546.8 1,547.7 0.9 0.1% 1,519.3
Close 1,547.6 1,551.9 4.3 0.3% 1,551.9
Range 14.5 15.8 1.3 9.0% 44.6
ATR 20.2 19.9 -0.3 -1.5% 0.0
Volume 31,165 967 -30,198 -96.9% 456,543
Daily Pivots for day following 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,601.8 1,592.6 1,560.6
R3 1,586.0 1,576.8 1,556.2
R2 1,570.2 1,570.2 1,554.8
R1 1,561.0 1,561.0 1,553.3 1,565.6
PP 1,554.4 1,554.4 1,554.4 1,556.7
S1 1,545.2 1,545.2 1,550.5 1,549.8
S2 1,538.6 1,538.6 1,549.0
S3 1,522.8 1,529.4 1,547.6
S4 1,507.0 1,513.6 1,543.2
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,678.8 1,660.0 1,576.4
R3 1,634.2 1,615.4 1,564.2
R2 1,589.6 1,589.6 1,560.1
R1 1,570.8 1,570.8 1,556.0 1,580.2
PP 1,545.0 1,545.0 1,545.0 1,549.8
S1 1,526.2 1,526.2 1,547.8 1,535.6
S2 1,500.4 1,500.4 1,543.7
S3 1,455.8 1,481.6 1,539.6
S4 1,411.2 1,437.0 1,527.4
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 1,519.3 44.6 2.9% 18.9 1.2% 73% False False 91,308
10 1,598.0 1,512.6 85.4 5.5% 21.1 1.4% 46% False False 126,279
20 1,603.6 1,512.6 91.0 5.9% 19.4 1.2% 43% False False 117,633
40 1,603.6 1,444.4 159.2 10.3% 19.8 1.3% 68% False False 116,380
60 1,603.6 1,252.0 351.6 22.7% 25.5 1.6% 85% False False 137,576
80 1,603.6 1,252.0 351.6 22.7% 27.8 1.8% 85% False False 111,078
100 1,603.6 1,252.0 351.6 22.7% 28.8 1.9% 85% False False 88,873
120 1,723.4 1,252.0 471.4 30.4% 28.6 1.8% 64% False False 74,075
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,630.7
2.618 1,604.9
1.618 1,589.1
1.000 1,579.3
0.618 1,573.3
HIGH 1,563.5
0.618 1,557.5
0.500 1,555.6
0.382 1,553.7
LOW 1,547.7
0.618 1,537.9
1.000 1,531.9
1.618 1,522.1
2.618 1,506.3
4.250 1,480.6
Fisher Pivots for day following 15-Mar-2019
Pivot 1 day 3 day
R1 1,555.6 1,553.6
PP 1,554.4 1,553.0
S1 1,553.1 1,552.5

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

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