CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 26-Feb-2019
Day Change Summary
Previous Current
25-Feb-2019 26-Feb-2019 Change Change % Previous Week
Open 1,596.0 1,589.1 -6.9 -0.4% 1,570.4
High 1,603.6 1,590.5 -13.1 -0.8% 1,592.4
Low 1,589.3 1,575.1 -14.2 -0.9% 1,562.7
Close 1,591.1 1,576.7 -14.4 -0.9% 1,589.9
Range 14.3 15.4 1.1 7.7% 29.7
ATR 21.1 20.7 -0.4 -1.7% 0.0
Volume 91,833 104,252 12,419 13.5% 437,902
Daily Pivots for day following 26-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,627.0 1,617.2 1,585.2
R3 1,611.6 1,601.8 1,580.9
R2 1,596.2 1,596.2 1,579.5
R1 1,586.4 1,586.4 1,578.1 1,583.6
PP 1,580.8 1,580.8 1,580.8 1,579.4
S1 1,571.0 1,571.0 1,575.3 1,568.2
S2 1,565.4 1,565.4 1,573.9
S3 1,550.0 1,555.6 1,572.5
S4 1,534.6 1,540.2 1,568.2
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 1,603.6 1,569.0 34.6 2.2% 16.4 1.0% 22% False False 106,134
10 1,603.6 1,518.5 85.1 5.4% 18.9 1.2% 68% False False 108,813
20 1,603.6 1,466.1 137.5 8.7% 18.2 1.2% 80% False False 108,745
40 1,603.6 1,323.5 280.1 17.8% 22.7 1.4% 90% False False 125,242
60 1,603.6 1,252.0 351.6 22.3% 29.1 1.8% 92% False False 121,479
80 1,603.6 1,252.0 351.6 22.3% 29.2 1.9% 92% False False 91,125
100 1,688.3 1,252.0 436.3 27.7% 30.7 1.9% 74% False False 72,915
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 4.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,656.0
2.618 1,630.8
1.618 1,615.4
1.000 1,605.9
0.618 1,600.0
HIGH 1,590.5
0.618 1,584.6
0.500 1,582.8
0.382 1,581.0
LOW 1,575.1
0.618 1,565.6
1.000 1,559.7
1.618 1,550.2
2.618 1,534.8
4.250 1,509.7
Fisher Pivots for day following 26-Feb-2019
Pivot 1 day 3 day
R1 1,582.8 1,589.4
PP 1,580.8 1,585.1
S1 1,578.7 1,580.9

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

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