CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 28-Nov-2018
Day Change Summary
Previous Current
27-Nov-2018 28-Nov-2018 Change Change % Previous Week
Open 1,501.0 1,497.4 -3.6 -0.2% 1,531.2
High 1,515.0 1,537.4 22.4 1.5% 1,537.5
Low 1,496.2 1,489.0 -7.2 -0.5% 1,468.4
Close 1,498.5 1,532.8 34.3 2.3% 1,490.7
Range 18.8 48.4 29.6 157.4% 69.1
ATR 30.9 32.2 1.2 4.0% 0.0
Volume 101 140 39 38.6% 443
Daily Pivots for day following 28-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,664.9 1,647.3 1,559.4
R3 1,616.5 1,598.9 1,546.1
R2 1,568.1 1,568.1 1,541.7
R1 1,550.5 1,550.5 1,537.2 1,559.3
PP 1,519.7 1,519.7 1,519.7 1,524.2
S1 1,502.1 1,502.1 1,528.4 1,510.9
S2 1,471.3 1,471.3 1,523.9
S3 1,422.9 1,453.7 1,519.5
S4 1,374.5 1,405.3 1,506.2
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,706.2 1,667.5 1,528.7
R3 1,637.1 1,598.4 1,509.7
R2 1,568.0 1,568.0 1,503.4
R1 1,529.3 1,529.3 1,497.0 1,514.1
PP 1,498.9 1,498.9 1,498.9 1,491.3
S1 1,460.2 1,460.2 1,484.4 1,445.0
S2 1,429.8 1,429.8 1,478.0
S3 1,360.7 1,391.1 1,471.7
S4 1,291.6 1,322.0 1,452.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,537.4 1,468.4 69.0 4.5% 29.9 2.0% 93% True False 82
10 1,538.7 1,468.4 70.3 4.6% 32.3 2.1% 92% False False 90
20 1,593.9 1,468.4 125.5 8.2% 29.4 1.9% 51% False False 64
40 1,688.3 1,463.6 224.7 14.7% 33.0 2.2% 31% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,743.1
2.618 1,664.1
1.618 1,615.7
1.000 1,585.8
0.618 1,567.3
HIGH 1,537.4
0.618 1,518.9
0.500 1,513.2
0.382 1,507.5
LOW 1,489.0
0.618 1,459.1
1.000 1,440.6
1.618 1,410.7
2.618 1,362.3
4.250 1,283.3
Fisher Pivots for day following 28-Nov-2018
Pivot 1 day 3 day
R1 1,526.3 1,526.3
PP 1,519.7 1,519.7
S1 1,513.2 1,513.2

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

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