CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 01-Mar-2019
Day Change Summary
Previous Current
28-Feb-2019 01-Mar-2019 Change Change % Previous Week
Open 1,582.0 1,575.8 -6.2 -0.4% 1,596.0
High 1,582.6 1,591.0 8.4 0.5% 1,603.6
Low 1,571.2 1,574.8 3.6 0.2% 1,569.2
Close 1,575.5 1,589.5 14.0 0.9% 1,589.5
Range 11.4 16.2 4.8 42.1% 34.4
ATR 19.6 19.4 -0.2 -1.3% 0.0
Volume 116,696 124,013 7,317 6.3% 530,108
Daily Pivots for day following 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,633.7 1,627.8 1,598.4
R3 1,617.5 1,611.6 1,594.0
R2 1,601.3 1,601.3 1,592.5
R1 1,595.4 1,595.4 1,591.0 1,598.4
PP 1,585.1 1,585.1 1,585.1 1,586.6
S1 1,579.2 1,579.2 1,588.0 1,582.2
S2 1,568.9 1,568.9 1,586.5
S3 1,552.7 1,563.0 1,585.0
S4 1,536.5 1,546.8 1,580.6
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,690.6 1,674.5 1,608.4
R3 1,656.2 1,640.1 1,599.0
R2 1,621.8 1,621.8 1,595.8
R1 1,605.7 1,605.7 1,592.7 1,596.6
PP 1,587.4 1,587.4 1,587.4 1,582.9
S1 1,571.3 1,571.3 1,586.3 1,562.2
S2 1,553.0 1,553.0 1,583.2
S3 1,518.6 1,536.9 1,580.0
S4 1,484.2 1,502.5 1,570.6
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 1,569.2 34.4 2.2% 14.3 0.9% 59% False False 106,021
10 1,603.6 1,537.2 66.4 4.2% 17.7 1.1% 79% False False 108,987
20 1,603.6 1,492.9 110.7 7.0% 17.4 1.1% 87% False False 105,524
40 1,603.6 1,325.3 278.3 17.5% 21.3 1.3% 95% False False 121,499
60 1,603.6 1,252.0 351.6 22.1% 28.6 1.8% 96% False False 127,039
80 1,603.6 1,252.0 351.6 22.1% 28.7 1.8% 96% False False 95,299
100 1,648.8 1,252.0 396.8 25.0% 30.3 1.9% 85% False False 76,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,659.9
2.618 1,633.4
1.618 1,617.2
1.000 1,607.2
0.618 1,601.0
HIGH 1,591.0
0.618 1,584.8
0.500 1,582.9
0.382 1,581.0
LOW 1,574.8
0.618 1,564.8
1.000 1,558.6
1.618 1,548.6
2.618 1,532.4
4.250 1,506.0
Fisher Pivots for day following 01-Mar-2019
Pivot 1 day 3 day
R1 1,587.3 1,586.4
PP 1,585.1 1,583.2
S1 1,582.9 1,580.1

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

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