CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 26-Dec-2018
Day Change Summary
Previous Current
24-Dec-2018 26-Dec-2018 Change Change % Previous Week
Open 1,295.0 1,267.1 -27.9 -2.2% 1,413.7
High 1,305.0 1,333.4 28.4 2.2% 1,423.4
Low 1,263.2 1,252.0 -11.2 -0.9% 1,291.1
Close 1,264.2 1,331.1 66.9 5.3% 1,297.4
Range 41.8 81.4 39.6 94.7% 132.3
ATR 38.9 42.0 3.0 7.8% 0.0
Volume 123,726 177,796 54,070 43.7% 1,467,349
Daily Pivots for day following 26-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,549.7 1,521.8 1,375.9
R3 1,468.3 1,440.4 1,353.5
R2 1,386.9 1,386.9 1,346.0
R1 1,359.0 1,359.0 1,338.6 1,373.0
PP 1,305.5 1,305.5 1,305.5 1,312.5
S1 1,277.6 1,277.6 1,323.6 1,291.6
S2 1,224.1 1,224.1 1,316.2
S3 1,142.7 1,196.2 1,308.7
S4 1,061.3 1,114.8 1,286.3
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 1,400.0 1,252.0 148.0 11.1% 56.2 4.2% 53% False True 233,588
10 1,478.2 1,252.0 226.2 17.0% 46.5 3.5% 35% False True 204,243
20 1,567.4 1,252.0 315.4 23.7% 41.9 3.1% 25% False True 102,698
40 1,593.9 1,252.0 341.9 25.7% 35.4 2.7% 23% False True 51,380
60 1,688.3 1,252.0 436.3 32.8% 35.5 2.7% 18% False True 34,281
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 11.3
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1,679.4
2.618 1,546.5
1.618 1,465.1
1.000 1,414.8
0.618 1,383.7
HIGH 1,333.4
0.618 1,302.3
0.500 1,292.7
0.382 1,283.1
LOW 1,252.0
0.618 1,201.7
1.000 1,170.6
1.618 1,120.3
2.618 1,038.9
4.250 906.1
Fisher Pivots for day following 26-Dec-2018
Pivot 1 day 3 day
R1 1,318.3 1,319.8
PP 1,305.5 1,308.6
S1 1,292.7 1,297.3

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

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