CME E-mini Russell 2000 Index Futures June 2019

Trading Metrics calculated at close of trading on 22-Mar-2019

Day Change Summary
	Previous	Current
	21-Mar-2019	22-Mar-2019	Change	Change %	Previous Week
Open	1,544.0	1,566.4	22.4	1.5%	1,558.1
High	1,575.7	1,569.9	-5.8	-0.4%	1,577.7
Low	1,538.8	1,508.5	-30.3	-2.0%	1,508.5
Close	1,568.6	1,511.1	-57.5	-3.7%	1,511.1
Range	36.9	61.4	24.5	66.4%	69.2
ATR	21.5	24.3	2.9	13.3%	0.0
Volume	175,957	249,903	73,946	42.0%	853,438

Daily Pivots for day following 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,714.0	1,674.0	1,544.9
R3	1,652.6	1,612.6	1,528.0
R2	1,591.2	1,591.2	1,522.4
R1	1,551.2	1,551.2	1,516.7	1,540.5
PP	1,529.8	1,529.8	1,529.8	1,524.5
S1	1,489.8	1,489.8	1,505.5	1,479.1
S2	1,468.4	1,468.4	1,499.8
S3	1,407.0	1,428.4	1,494.2
S4	1,345.6	1,367.0	1,477.3

Weekly Pivots for week ending 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	1,740.0	1,694.8	1,549.2
R3	1,670.8	1,625.6	1,530.1
R2	1,601.6	1,601.6	1,523.8
R1	1,556.4	1,556.4	1,517.4	1,544.4
PP	1,532.4	1,532.4	1,532.4	1,526.5
S1	1,487.2	1,487.2	1,504.8	1,475.2
S2	1,463.2	1,463.2	1,498.4
S3	1,394.0	1,418.0	1,492.1
S4	1,324.8	1,348.8	1,473.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,577.7	1,508.5	69.2	4.6%	34.1	2.3%	4%	False	True	170,687
10	1,577.7	1,508.5	69.2	4.6%	26.6	1.8%	4%	False	True	170,207
20	1,607.5	1,508.5	99.0	6.6%	22.5	1.5%	3%	False	True	99,733
40	1,607.5	1,468.6	138.9	9.2%	19.7	1.3%	31%	False	False	50,002
60	1,607.5	1,260.0	347.5	23.0%	22.7	1.5%	72%	False	False	33,368

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.9
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	1,830.9
2.618	1,730.6
1.618	1,669.2
1.000	1,631.3
0.618	1,607.8
HIGH	1,569.9
0.618	1,546.4
0.500	1,539.2
0.382	1,532.0
LOW	1,508.5
0.618	1,470.6
1.000	1,447.1
1.618	1,409.2
2.618	1,347.8
4.250	1,247.6

Fisher Pivots for day following 22-Mar-2019
Pivot	1 day	3 day
R1	1,539.2	1,542.1
PP	1,529.8	1,531.8
S1	1,520.5	1,521.4

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

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