CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 05-Mar-2019
Day Change Summary
Previous Current
04-Mar-2019 05-Mar-2019 Change Change % Previous Week
Open 1,592.4 1,574.1 -18.3 -1.1% 1,596.0
High 1,598.0 1,579.3 -18.7 -1.2% 1,603.6
Low 1,563.1 1,566.9 3.8 0.2% 1,569.2
Close 1,574.4 1,569.8 -4.6 -0.3% 1,589.5
Range 34.9 12.4 -22.5 -64.5% 34.4
ATR 20.5 19.9 -0.6 -2.8% 0.0
Volume 141,342 93,445 -47,897 -33.9% 530,108
Daily Pivots for day following 05-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,609.2 1,601.9 1,576.6
R3 1,596.8 1,589.5 1,573.2
R2 1,584.4 1,584.4 1,572.1
R1 1,577.1 1,577.1 1,570.9 1,574.6
PP 1,572.0 1,572.0 1,572.0 1,570.7
S1 1,564.7 1,564.7 1,568.7 1,562.2
S2 1,559.6 1,559.6 1,567.5
S3 1,547.2 1,552.3 1,566.4
S4 1,534.8 1,539.9 1,563.0
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 1,598.0 1,563.1 34.9 2.2% 17.8 1.1% 19% False False 113,762
10 1,603.6 1,563.1 40.5 2.6% 17.1 1.1% 17% False False 109,948
20 1,603.6 1,492.9 110.7 7.1% 18.1 1.2% 69% False False 106,086
40 1,603.6 1,375.8 227.8 14.5% 20.1 1.3% 85% False False 118,462
60 1,603.6 1,252.0 351.6 22.4% 28.1 1.8% 90% False False 130,951
80 1,603.6 1,252.0 351.6 22.4% 28.9 1.8% 90% False False 98,233
100 1,634.6 1,252.0 382.6 24.4% 30.4 1.9% 83% False False 78,596
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,632.0
2.618 1,611.8
1.618 1,599.4
1.000 1,591.7
0.618 1,587.0
HIGH 1,579.3
0.618 1,574.6
0.500 1,573.1
0.382 1,571.6
LOW 1,566.9
0.618 1,559.2
1.000 1,554.5
1.618 1,546.8
2.618 1,534.4
4.250 1,514.2
Fisher Pivots for day following 05-Mar-2019
Pivot 1 day 3 day
R1 1,573.1 1,580.6
PP 1,572.0 1,577.0
S1 1,570.9 1,573.4

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

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