CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 27-Feb-2019
Day Change Summary
Previous Current
26-Feb-2019 27-Feb-2019 Change Change % Previous Week
Open 1,589.1 1,574.4 -14.7 -0.9% 1,570.4
High 1,590.5 1,583.5 -7.0 -0.4% 1,592.4
Low 1,575.1 1,569.2 -5.9 -0.4% 1,562.7
Close 1,576.7 1,582.1 5.4 0.3% 1,589.9
Range 15.4 14.3 -1.1 -7.1% 29.7
ATR 20.7 20.3 -0.5 -2.2% 0.0
Volume 104,252 93,314 -10,938 -10.5% 437,902
Daily Pivots for day following 27-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,621.2 1,615.9 1,590.0
R3 1,606.9 1,601.6 1,586.0
R2 1,592.6 1,592.6 1,584.7
R1 1,587.3 1,587.3 1,583.4 1,590.0
PP 1,578.3 1,578.3 1,578.3 1,579.6
S1 1,573.0 1,573.0 1,580.8 1,575.7
S2 1,564.0 1,564.0 1,579.5
S3 1,549.7 1,558.7 1,578.2
S4 1,535.4 1,544.4 1,574.2
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% 16.6 1.1% 38% False False 102,204
10 1,603.6 1,532.5 71.1 4.5% 18.0 1.1% 70% False False 107,260
20 1,603.6 1,466.1 137.5 8.7% 18.4 1.2% 84% False False 108,595
40 1,603.6 1,323.5 280.1 17.7% 22.2 1.4% 92% False False 123,446
60 1,603.6 1,252.0 351.6 22.2% 29.0 1.8% 94% False False 123,033
80 1,603.6 1,252.0 351.6 22.2% 29.1 1.8% 94% False False 92,290
100 1,677.1 1,252.0 425.1 26.9% 30.6 1.9% 78% False False 73,847
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 5.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,644.3
2.618 1,620.9
1.618 1,606.6
1.000 1,597.8
0.618 1,592.3
HIGH 1,583.5
0.618 1,578.0
0.500 1,576.4
0.382 1,574.7
LOW 1,569.2
0.618 1,560.4
1.000 1,554.9
1.618 1,546.1
2.618 1,531.8
4.250 1,508.4
Fisher Pivots for day following 27-Feb-2019
Pivot 1 day 3 day
R1 1,580.2 1,586.4
PP 1,578.3 1,585.0
S1 1,576.4 1,583.5

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

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