CME E-mini Russell 2000 Index Futures June 2019


Trading Metrics calculated at close of trading on 21-Feb-2019
Day Change Summary
Previous Current
20-Feb-2019 21-Feb-2019 Change Change % Previous Week
Open 1,580.2 1,594.0 13.8 0.9% 1,517.2
High 1,588.0 1,594.0 6.0 0.4% 1,575.8
Low 1,576.8 1,574.1 -2.7 -0.2% 1,509.8
Close 1,587.7 1,581.8 -5.9 -0.4% 1,574.5
Range 11.2 19.9 8.7 77.7% 66.0
ATR 20.3 20.2 0.0 -0.1% 0.0
Volume 604 219 -385 -63.7% 581
Daily Pivots for day following 21-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,643.0 1,632.3 1,592.7
R3 1,623.1 1,612.4 1,587.3
R2 1,603.2 1,603.2 1,585.4
R1 1,592.5 1,592.5 1,583.6 1,587.9
PP 1,583.3 1,583.3 1,583.3 1,581.0
S1 1,572.6 1,572.6 1,580.0 1,568.0
S2 1,563.4 1,563.4 1,578.2
S3 1,543.5 1,552.7 1,576.3
S4 1,523.6 1,532.8 1,570.9
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,751.4 1,728.9 1,610.8
R3 1,685.4 1,662.9 1,592.7
R2 1,619.4 1,619.4 1,586.6
R1 1,596.9 1,596.9 1,580.6 1,608.2
PP 1,553.4 1,553.4 1,553.4 1,559.0
S1 1,530.9 1,530.9 1,568.5 1,542.2
S2 1,487.4 1,487.4 1,562.4
S3 1,421.4 1,464.9 1,556.4
S4 1,355.4 1,398.9 1,538.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,594.0 1,537.9 56.1 3.5% 19.6 1.2% 78% True False 390
10 1,594.0 1,498.1 95.9 6.1% 18.1 1.1% 87% True False 216
20 1,594.0 1,456.2 137.8 8.7% 16.9 1.1% 91% True False 119
40 1,594.0 1,260.0 334.0 21.1% 23.4 1.5% 96% True False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,678.6
2.618 1,646.1
1.618 1,626.2
1.000 1,613.9
0.618 1,606.3
HIGH 1,594.0
0.618 1,586.4
0.500 1,584.1
0.382 1,581.7
LOW 1,574.1
0.618 1,561.8
1.000 1,554.2
1.618 1,541.9
2.618 1,522.0
4.250 1,489.5
Fisher Pivots for day following 21-Feb-2019
Pivot 1 day 3 day
R1 1,584.1 1,581.4
PP 1,583.3 1,581.0
S1 1,582.6 1,580.7

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

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