CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 14-Mar-2019
Day Change Summary
Previous Current
13-Mar-2019 14-Mar-2019 Change Change % Previous Week
Open 1,549.0 1,558.0 9.0 0.6% 1,592.4
High 1,563.9 1,561.3 -2.6 -0.2% 1,598.0
Low 1,543.3 1,546.8 3.5 0.2% 1,512.6
Close 1,558.4 1,547.6 -10.8 -0.7% 1,525.7
Range 20.6 14.5 -6.1 -29.6% 85.4
ATR 20.6 20.2 -0.4 -2.1% 0.0
Volume 64,689 31,165 -33,524 -51.8% 806,252
Daily Pivots for day following 14-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,595.4 1,586.0 1,555.6
R3 1,580.9 1,571.5 1,551.6
R2 1,566.4 1,566.4 1,550.3
R1 1,557.0 1,557.0 1,548.9 1,554.5
PP 1,551.9 1,551.9 1,551.9 1,550.6
S1 1,542.5 1,542.5 1,546.3 1,540.0
S2 1,537.4 1,537.4 1,544.9
S3 1,522.9 1,528.0 1,543.6
S4 1,508.4 1,513.5 1,539.6
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 1,563.9 1,512.6 51.3 3.3% 18.5 1.2% 68% False False 123,528
10 1,598.0 1,512.6 85.4 5.5% 21.1 1.4% 41% False False 138,584
20 1,603.6 1,512.6 91.0 5.9% 19.6 1.3% 38% False False 124,127
40 1,603.6 1,440.9 162.7 10.5% 20.0 1.3% 66% False False 119,198
60 1,603.6 1,252.0 351.6 22.7% 26.0 1.7% 84% False False 143,327
80 1,603.6 1,252.0 351.6 22.7% 27.9 1.8% 84% False False 111,066
100 1,603.6 1,252.0 351.6 22.7% 29.0 1.9% 84% False False 88,864
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,622.9
2.618 1,599.3
1.618 1,584.8
1.000 1,575.8
0.618 1,570.3
HIGH 1,561.3
0.618 1,555.8
0.500 1,554.1
0.382 1,552.3
LOW 1,546.8
0.618 1,537.8
1.000 1,532.3
1.618 1,523.3
2.618 1,508.8
4.250 1,485.2
Fisher Pivots for day following 14-Mar-2019
Pivot 1 day 3 day
R1 1,554.1 1,553.6
PP 1,551.9 1,551.6
S1 1,549.8 1,549.6

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

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