CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 12-Feb-2019
Day Change Summary
Previous Current
11-Feb-2019 12-Feb-2019 Change Change % Previous Week
Open 1,509.8 1,519.1 9.3 0.6% 1,499.6
High 1,520.8 1,541.5 20.7 1.4% 1,525.7
Low 1,504.8 1,518.5 13.7 0.9% 1,492.9
Close 1,520.0 1,538.5 18.5 1.2% 1,508.1
Range 16.0 23.0 7.0 43.8% 32.8
ATR 23.2 23.2 0.0 -0.1% 0.0
Volume 93,109 108,845 15,736 16.9% 473,194
Daily Pivots for day following 12-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,601.8 1,593.2 1,551.2
R3 1,578.8 1,570.2 1,544.8
R2 1,555.8 1,555.8 1,542.7
R1 1,547.2 1,547.2 1,540.6 1,551.5
PP 1,532.8 1,532.8 1,532.8 1,535.0
S1 1,524.2 1,524.2 1,536.4 1,528.5
S2 1,509.8 1,509.8 1,534.3
S3 1,486.8 1,501.2 1,532.2
S4 1,463.8 1,478.2 1,525.9
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,607.3 1,590.5 1,526.1
R3 1,574.5 1,557.7 1,517.1
R2 1,541.7 1,541.7 1,514.1
R1 1,524.9 1,524.9 1,511.1 1,533.3
PP 1,508.9 1,508.9 1,508.9 1,513.1
S1 1,492.1 1,492.1 1,505.1 1,500.5
S2 1,476.1 1,476.1 1,502.1
S3 1,443.3 1,459.3 1,499.1
S4 1,410.5 1,426.5 1,490.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,541.5 1,492.9 48.6 3.2% 18.6 1.2% 94% True False 96,518
10 1,541.5 1,466.1 75.4 4.9% 18.7 1.2% 96% True False 109,931
20 1,541.5 1,431.8 109.7 7.1% 20.6 1.3% 97% True False 116,922
40 1,541.5 1,252.0 289.5 18.8% 29.7 1.9% 99% True False 155,249
60 1,567.4 1,252.0 315.4 20.5% 31.1 2.0% 91% False False 105,171
80 1,593.9 1,252.0 341.9 22.2% 31.6 2.1% 84% False False 78,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,639.3
2.618 1,601.7
1.618 1,578.7
1.000 1,564.5
0.618 1,555.7
HIGH 1,541.5
0.618 1,532.7
0.500 1,530.0
0.382 1,527.3
LOW 1,518.5
0.618 1,504.3
1.000 1,495.5
1.618 1,481.3
2.618 1,458.3
4.250 1,420.8
Fisher Pivots for day following 12-Feb-2019
Pivot 1 day 3 day
R1 1,535.7 1,531.6
PP 1,532.8 1,524.6
S1 1,530.0 1,517.7

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

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