CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 1,528.5 1,530.0 1.5 0.1% 1,498.0
High 1,539.4 1,540.6 1.2 0.1% 1,540.6
Low 1,518.0 1,523.9 5.9 0.4% 1,489.0
Close 1,532.4 1,539.4 7.0 0.5% 1,539.4
Range 21.4 16.7 -4.7 -22.0% 51.6
ATR 31.4 30.4 -1.1 -3.3% 0.0
Volume 50 94 44 88.0% 405
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,584.7 1,578.8 1,548.6
R3 1,568.0 1,562.1 1,544.0
R2 1,551.3 1,551.3 1,542.5
R1 1,545.4 1,545.4 1,540.9 1,548.4
PP 1,534.6 1,534.6 1,534.6 1,536.1
S1 1,528.7 1,528.7 1,537.9 1,531.7
S2 1,517.9 1,517.9 1,536.3
S3 1,501.2 1,512.0 1,534.8
S4 1,484.5 1,495.3 1,530.2
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,677.8 1,660.2 1,567.8
R3 1,626.2 1,608.6 1,553.6
R2 1,574.6 1,574.6 1,548.9
R1 1,557.0 1,557.0 1,544.1 1,565.8
PP 1,523.0 1,523.0 1,523.0 1,527.4
S1 1,505.4 1,505.4 1,534.7 1,514.2
S2 1,471.4 1,471.4 1,529.9
S3 1,419.8 1,453.8 1,525.2
S4 1,368.2 1,402.2 1,511.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,540.6 1,489.0 51.6 3.4% 24.6 1.6% 98% True False 81
10 1,540.6 1,468.4 72.2 4.7% 28.5 1.9% 98% True False 88
20 1,593.9 1,468.4 125.5 8.2% 28.6 1.9% 57% False False 66
40 1,662.6 1,463.6 199.0 12.9% 32.8 2.1% 38% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,611.6
2.618 1,584.3
1.618 1,567.6
1.000 1,557.3
0.618 1,550.9
HIGH 1,540.6
0.618 1,534.2
0.500 1,532.3
0.382 1,530.3
LOW 1,523.9
0.618 1,513.6
1.000 1,507.2
1.618 1,496.9
2.618 1,480.2
4.250 1,452.9
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 1,537.0 1,531.2
PP 1,534.6 1,523.0
S1 1,532.3 1,514.8

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

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