CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 24-Dec-2018
Day Change Summary
Previous Current
21-Dec-2018 24-Dec-2018 Change Change % Previous Week
Open 1,340.7 1,295.0 -45.7 -3.4% 1,413.7
High 1,342.6 1,305.0 -37.6 -2.8% 1,423.4
Low 1,291.1 1,263.2 -27.9 -2.2% 1,291.1
Close 1,297.4 1,264.2 -33.2 -2.6% 1,297.4
Range 51.5 41.8 -9.7 -18.8% 132.3
ATR 38.7 38.9 0.2 0.6% 0.0
Volume 250,825 123,726 -127,099 -50.7% 1,467,349
Daily Pivots for day following 24-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,402.9 1,375.3 1,287.2
R3 1,361.1 1,333.5 1,275.7
R2 1,319.3 1,319.3 1,271.9
R1 1,291.7 1,291.7 1,268.0 1,284.6
PP 1,277.5 1,277.5 1,277.5 1,273.9
S1 1,249.9 1,249.9 1,260.4 1,242.8
S2 1,235.7 1,235.7 1,256.5
S3 1,193.9 1,208.1 1,252.7
S4 1,152.1 1,166.3 1,241.2
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,734.2 1,648.1 1,370.2
R3 1,601.9 1,515.8 1,333.8
R2 1,469.6 1,469.6 1,321.7
R1 1,383.5 1,383.5 1,309.5 1,360.4
PP 1,337.3 1,337.3 1,337.3 1,325.8
S1 1,251.2 1,251.2 1,285.3 1,228.1
S2 1,205.0 1,205.0 1,273.1
S3 1,072.7 1,118.9 1,261.0
S4 940.4 986.6 1,224.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,405.8 1,263.2 142.6 11.3% 47.0 3.7% 1% False True 249,014
10 1,478.2 1,263.2 215.0 17.0% 42.1 3.3% 0% False True 186,875
20 1,567.4 1,263.2 304.2 24.1% 38.7 3.1% 0% False True 93,813
40 1,593.9 1,263.2 330.7 26.2% 34.7 2.7% 0% False True 46,937
60 1,717.2 1,263.2 454.0 35.9% 34.8 2.7% 0% False True 31,318
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 11.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,482.7
2.618 1,414.4
1.618 1,372.6
1.000 1,346.8
0.618 1,330.8
HIGH 1,305.0
0.618 1,289.0
0.500 1,284.1
0.382 1,279.2
LOW 1,263.2
0.618 1,237.4
1.000 1,221.4
1.618 1,195.6
2.618 1,153.8
4.250 1,085.6
Fisher Pivots for day following 24-Dec-2018
Pivot 1 day 3 day
R1 1,284.1 1,313.0
PP 1,277.5 1,296.7
S1 1,270.8 1,280.5

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

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