CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 19-Nov-2018
Day Change Summary
Previous Current
16-Nov-2018 19-Nov-2018 Change Change % Previous Week
Open 1,527.0 1,531.2 4.2 0.3% 1,566.6
High 1,537.6 1,537.5 -0.1 0.0% 1,566.6
Low 1,514.5 1,497.8 -16.7 -1.1% 1,496.0
Close 1,536.4 1,505.0 -31.4 -2.0% 1,536.4
Range 23.1 39.7 16.6 71.9% 70.6
ATR 31.6 32.2 0.6 1.8% 0.0
Volume 40 186 146 365.0% 308
Daily Pivots for day following 19-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,632.5 1,608.5 1,526.8
R3 1,592.8 1,568.8 1,515.9
R2 1,553.1 1,553.1 1,512.3
R1 1,529.1 1,529.1 1,508.6 1,521.3
PP 1,513.4 1,513.4 1,513.4 1,509.5
S1 1,489.4 1,489.4 1,501.4 1,481.6
S2 1,473.7 1,473.7 1,497.7
S3 1,434.0 1,449.7 1,494.1
S4 1,394.3 1,410.0 1,483.2
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,744.8 1,711.2 1,575.2
R3 1,674.2 1,640.6 1,555.8
R2 1,603.6 1,603.6 1,549.3
R1 1,570.0 1,570.0 1,542.9 1,551.5
PP 1,533.0 1,533.0 1,533.0 1,523.8
S1 1,499.4 1,499.4 1,529.9 1,480.9
S2 1,462.4 1,462.4 1,523.5
S3 1,391.8 1,428.8 1,517.0
S4 1,321.2 1,358.2 1,497.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,545.0 1,496.0 49.0 3.3% 33.1 2.2% 18% False False 87
10 1,593.9 1,496.0 97.9 6.5% 30.5 2.0% 9% False False 61
20 1,593.9 1,463.6 130.3 8.7% 33.9 2.2% 32% False False 62
40 1,723.4 1,463.6 259.8 17.3% 31.1 2.1% 16% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,706.2
2.618 1,641.4
1.618 1,601.7
1.000 1,577.2
0.618 1,562.0
HIGH 1,537.5
0.618 1,522.3
0.500 1,517.7
0.382 1,513.0
LOW 1,497.8
0.618 1,473.3
1.000 1,458.1
1.618 1,433.6
2.618 1,393.9
4.250 1,329.1
Fisher Pivots for day following 19-Nov-2018
Pivot 1 day 3 day
R1 1,517.7 1,516.8
PP 1,513.4 1,512.9
S1 1,509.2 1,508.9

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

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