CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 30-Jan-2019
Day Change Summary
Previous Current
29-Jan-2019 30-Jan-2019 Change Change % Previous Week
Open 1,474.4 1,475.6 1.2 0.1% 1,481.9
High 1,478.9 1,493.4 14.5 1.0% 1,486.6
Low 1,467.2 1,466.1 -1.1 -0.1% 1,444.4
Close 1,472.6 1,488.6 16.0 1.1% 1,482.6
Range 11.7 27.3 15.6 133.3% 42.2
ATR 28.1 28.0 -0.1 -0.2% 0.0
Volume 96,302 133,097 36,795 38.2% 488,458
Daily Pivots for day following 30-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,564.6 1,553.9 1,503.6
R3 1,537.3 1,526.6 1,496.1
R2 1,510.0 1,510.0 1,493.6
R1 1,499.3 1,499.3 1,491.1 1,504.7
PP 1,482.7 1,482.7 1,482.7 1,485.4
S1 1,472.0 1,472.0 1,486.1 1,477.4
S2 1,455.4 1,455.4 1,483.6
S3 1,428.1 1,444.7 1,481.1
S4 1,400.8 1,417.4 1,473.6
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,597.8 1,582.4 1,505.8
R3 1,555.6 1,540.2 1,494.2
R2 1,513.4 1,513.4 1,490.3
R1 1,498.0 1,498.0 1,486.5 1,505.7
PP 1,471.2 1,471.2 1,471.2 1,475.1
S1 1,455.8 1,455.8 1,478.7 1,463.5
S2 1,429.0 1,429.0 1,474.9
S3 1,386.8 1,413.6 1,471.0
S4 1,344.6 1,371.4 1,459.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,493.4 1,450.3 43.1 2.9% 20.3 1.4% 89% True False 114,825
10 1,493.4 1,440.9 52.5 3.5% 23.7 1.6% 91% True False 122,657
20 1,493.4 1,323.5 169.9 11.4% 26.2 1.8% 97% True False 137,153
40 1,567.4 1,252.0 315.4 21.2% 34.6 2.3% 75% False False 133,577
60 1,593.9 1,252.0 341.9 23.0% 32.6 2.2% 69% False False 89,073
80 1,662.6 1,252.0 410.6 27.6% 33.7 2.3% 58% False False 66,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,609.4
2.618 1,564.9
1.618 1,537.6
1.000 1,520.7
0.618 1,510.3
HIGH 1,493.4
0.618 1,483.0
0.500 1,479.8
0.382 1,476.5
LOW 1,466.1
0.618 1,449.2
1.000 1,438.8
1.618 1,421.9
2.618 1,394.6
4.250 1,350.1
Fisher Pivots for day following 30-Jan-2019
Pivot 1 day 3 day
R1 1,485.7 1,485.2
PP 1,482.7 1,481.8
S1 1,479.8 1,478.4

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

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