CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 22-Feb-2019
Day Change Summary
Previous Current
21-Feb-2019 22-Feb-2019 Change Change % Previous Week
Open 1,583.4 1,576.0 -7.4 -0.5% 1,570.4
High 1,590.9 1,592.4 1.5 0.1% 1,592.4
Low 1,569.0 1,575.1 6.1 0.4% 1,562.7
Close 1,577.5 1,589.9 12.4 0.8% 1,589.9
Range 21.9 17.3 -4.6 -21.0% 29.7
ATR 22.0 21.6 -0.3 -1.5% 0.0
Volume 118,384 103,238 -15,146 -12.8% 437,902
Daily Pivots for day following 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,637.7 1,631.1 1,599.4
R3 1,620.4 1,613.8 1,594.7
R2 1,603.1 1,603.1 1,593.1
R1 1,596.5 1,596.5 1,591.5 1,599.8
PP 1,585.8 1,585.8 1,585.8 1,587.5
S1 1,579.2 1,579.2 1,588.3 1,582.5
S2 1,568.5 1,568.5 1,586.7
S3 1,551.2 1,561.9 1,585.1
S4 1,533.9 1,544.6 1,580.4
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,670.8 1,660.0 1,606.2
R3 1,641.1 1,630.3 1,598.1
R2 1,611.4 1,611.4 1,595.3
R1 1,600.6 1,600.6 1,592.6 1,606.0
PP 1,581.7 1,581.7 1,581.7 1,584.4
S1 1,570.9 1,570.9 1,587.2 1,576.3
S2 1,552.0 1,552.0 1,584.5
S3 1,522.3 1,541.2 1,581.7
S4 1,492.6 1,511.5 1,573.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,592.4 1,537.2 55.2 3.5% 21.0 1.3% 95% True False 111,953
10 1,592.4 1,493.9 98.5 6.2% 19.1 1.2% 97% True False 107,246
20 1,592.4 1,461.1 131.3 8.3% 19.0 1.2% 98% True False 110,939
40 1,592.4 1,252.0 340.4 21.4% 25.2 1.6% 99% True False 130,416
60 1,592.4 1,252.0 340.4 21.4% 29.7 1.9% 99% True False 118,215
80 1,593.9 1,252.0 341.9 21.5% 30.0 1.9% 99% False False 88,676
100 1,717.2 1,252.0 465.2 29.3% 31.0 1.9% 73% False False 70,957
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,665.9
2.618 1,637.7
1.618 1,620.4
1.000 1,609.7
0.618 1,603.1
HIGH 1,592.4
0.618 1,585.8
0.500 1,583.8
0.382 1,581.7
LOW 1,575.1
0.618 1,564.4
1.000 1,557.8
1.618 1,547.1
2.618 1,529.8
4.250 1,501.6
Fisher Pivots for day following 22-Feb-2019
Pivot 1 day 3 day
R1 1,587.9 1,586.8
PP 1,585.8 1,583.8
S1 1,583.8 1,580.7

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

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