CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 20-Feb-2019
Day Change Summary
Previous Current
19-Feb-2019 20-Feb-2019 Change Change % Previous Week
Open 1,570.4 1,575.0 4.6 0.3% 1,509.8
High 1,579.9 1,584.7 4.8 0.3% 1,572.7
Low 1,562.7 1,571.7 9.0 0.6% 1,504.8
Close 1,575.7 1,583.6 7.9 0.5% 1,570.6
Range 17.2 13.0 -4.2 -24.4% 67.9
ATR 22.7 22.0 -0.7 -3.0% 0.0
Volume 103,317 112,963 9,646 9.3% 547,255
Daily Pivots for day following 20-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,619.0 1,614.3 1,590.8
R3 1,606.0 1,601.3 1,587.2
R2 1,593.0 1,593.0 1,586.0
R1 1,588.3 1,588.3 1,584.8 1,590.7
PP 1,580.0 1,580.0 1,580.0 1,581.2
S1 1,575.3 1,575.3 1,582.4 1,577.7
S2 1,567.0 1,567.0 1,581.2
S3 1,554.0 1,562.3 1,580.0
S4 1,541.0 1,549.3 1,576.5
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,753.1 1,729.7 1,607.9
R3 1,685.2 1,661.8 1,589.3
R2 1,617.3 1,617.3 1,583.0
R1 1,593.9 1,593.9 1,576.8 1,605.6
PP 1,549.4 1,549.4 1,549.4 1,555.2
S1 1,526.0 1,526.0 1,564.4 1,537.7
S2 1,481.5 1,481.5 1,558.2
S3 1,413.6 1,458.1 1,551.9
S4 1,345.7 1,390.2 1,533.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,584.7 1,532.5 52.2 3.3% 19.3 1.2% 98% True False 112,316
10 1,584.7 1,492.9 91.8 5.8% 19.0 1.2% 99% True False 104,417
20 1,584.7 1,444.4 140.3 8.9% 19.3 1.2% 99% True False 111,193
40 1,584.7 1,252.0 332.7 21.0% 26.6 1.7% 100% True False 134,239
60 1,584.7 1,252.0 332.7 21.0% 29.8 1.9% 100% True False 114,522
80 1,593.9 1,252.0 341.9 21.6% 30.4 1.9% 97% False False 85,908
100 1,717.2 1,252.0 465.2 29.4% 30.8 1.9% 71% False False 68,745
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 4.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,640.0
2.618 1,618.7
1.618 1,605.7
1.000 1,597.7
0.618 1,592.7
HIGH 1,584.7
0.618 1,579.7
0.500 1,578.2
0.382 1,576.7
LOW 1,571.7
0.618 1,563.7
1.000 1,558.7
1.618 1,550.7
2.618 1,537.7
4.250 1,516.5
Fisher Pivots for day following 20-Feb-2019
Pivot 1 day 3 day
R1 1,581.8 1,576.1
PP 1,580.0 1,568.5
S1 1,578.2 1,561.0

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

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