CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 08-Mar-2019
Day Change Summary
Previous Current
07-Mar-2019 08-Mar-2019 Change Change % Previous Week
Open 1,537.1 1,524.0 -13.1 -0.9% 1,592.4
High 1,541.8 1,526.7 -15.1 -1.0% 1,598.0
Low 1,520.2 1,512.6 -7.6 -0.5% 1,512.6
Close 1,523.6 1,525.7 2.1 0.1% 1,525.7
Range 21.6 14.1 -7.5 -34.7% 85.4
ATR 21.0 20.5 -0.5 -2.3% 0.0
Volume 236,604 162,064 -74,540 -31.5% 806,252
Daily Pivots for day following 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,564.0 1,558.9 1,533.5
R3 1,549.9 1,544.8 1,529.6
R2 1,535.8 1,535.8 1,528.3
R1 1,530.7 1,530.7 1,527.0 1,533.3
PP 1,521.7 1,521.7 1,521.7 1,522.9
S1 1,516.6 1,516.6 1,524.4 1,519.2
S2 1,507.6 1,507.6 1,523.1
S3 1,493.5 1,502.5 1,521.8
S4 1,479.4 1,488.4 1,517.9
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,801.6 1,749.1 1,572.7
R3 1,716.2 1,663.7 1,549.2
R2 1,630.8 1,630.8 1,541.4
R1 1,578.3 1,578.3 1,533.5 1,561.9
PP 1,545.4 1,545.4 1,545.4 1,537.2
S1 1,492.9 1,492.9 1,517.9 1,476.5
S2 1,460.0 1,460.0 1,510.0
S3 1,374.6 1,407.5 1,502.2
S4 1,289.2 1,322.1 1,478.7
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 1,512.6 85.4 5.6% 23.3 1.5% 15% False True 161,250
10 1,603.6 1,512.6 91.0 6.0% 18.8 1.2% 14% False True 133,636
20 1,603.6 1,493.9 109.7 7.2% 19.0 1.2% 29% False False 120,441
40 1,603.6 1,424.3 179.3 11.8% 19.7 1.3% 57% False False 120,891
60 1,603.6 1,252.0 351.6 23.0% 27.0 1.8% 78% False False 140,362
80 1,603.6 1,252.0 351.6 23.0% 28.7 1.9% 78% False False 105,375
100 1,607.0 1,252.0 355.0 23.3% 29.6 1.9% 77% False False 84,309
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 False
Bull Hook False
Stretch 3.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,586.6
2.618 1,563.6
1.618 1,549.5
1.000 1,540.8
0.618 1,535.4
HIGH 1,526.7
0.618 1,521.3
0.500 1,519.7
0.382 1,518.0
LOW 1,512.6
0.618 1,503.9
1.000 1,498.5
1.618 1,489.8
2.618 1,475.7
4.250 1,452.7
Fisher Pivots for day following 08-Mar-2019
Pivot 1 day 3 day
R1 1,523.7 1,540.9
PP 1,521.7 1,535.8
S1 1,519.7 1,530.8

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

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