CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 1,329.4 1,335.3 5.9 0.4% 1,295.0
High 1,337.2 1,360.6 23.4 1.7% 1,360.6
Low 1,288.9 1,326.2 37.3 2.9% 1,252.0
Close 1,333.7 1,340.9 7.2 0.5% 1,340.9
Range 48.3 34.4 -13.9 -28.8% 108.6
ATR 42.4 41.8 -0.6 -1.3% 0.0
Volume 225,242 165,135 -60,107 -26.7% 691,899
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,445.8 1,427.7 1,359.8
R3 1,411.4 1,393.3 1,350.4
R2 1,377.0 1,377.0 1,347.2
R1 1,358.9 1,358.9 1,344.1 1,368.0
PP 1,342.6 1,342.6 1,342.6 1,347.1
S1 1,324.5 1,324.5 1,337.7 1,333.6
S2 1,308.2 1,308.2 1,334.6
S3 1,273.8 1,290.1 1,331.4
S4 1,239.4 1,255.7 1,322.0
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,643.6 1,600.9 1,400.6
R3 1,535.0 1,492.3 1,370.8
R2 1,426.4 1,426.4 1,360.8
R1 1,383.7 1,383.7 1,350.9 1,405.1
PP 1,317.8 1,317.8 1,317.8 1,328.5
S1 1,275.1 1,275.1 1,330.9 1,296.5
S2 1,209.2 1,209.2 1,321.0
S3 1,100.6 1,166.5 1,311.0
S4 992.0 1,057.9 1,281.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,360.6 1,252.0 108.6 8.1% 51.5 3.8% 82% True False 188,544
10 1,441.8 1,252.0 189.8 14.2% 47.9 3.6% 47% False False 234,471
20 1,567.4 1,252.0 315.4 23.5% 42.5 3.2% 28% False False 122,207
40 1,593.9 1,252.0 341.9 25.5% 36.0 2.7% 26% False False 61,135
60 1,677.1 1,252.0 425.1 31.7% 36.1 2.7% 21% False False 40,782
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 11.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,506.8
2.618 1,450.7
1.618 1,416.3
1.000 1,395.0
0.618 1,381.9
HIGH 1,360.6
0.618 1,347.5
0.500 1,343.4
0.382 1,339.3
LOW 1,326.2
0.618 1,304.9
1.000 1,291.8
1.618 1,270.5
2.618 1,236.1
4.250 1,180.0
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 1,343.4 1,329.4
PP 1,342.6 1,317.8
S1 1,341.7 1,306.3

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

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