CME E-mini Russell 2000 Index Futures June 2019


Trading Metrics calculated at close of trading on 26-Feb-2019
Day Change Summary
Previous Current
25-Feb-2019 26-Feb-2019 Change Change % Previous Week
Open 1,600.0 1,592.4 -7.6 -0.5% 1,573.8
High 1,607.5 1,594.5 -13.0 -0.8% 1,595.9
Low 1,594.0 1,579.6 -14.4 -0.9% 1,567.3
Close 1,595.6 1,581.5 -14.1 -0.9% 1,594.4
Range 13.5 14.9 1.4 10.4% 28.6
ATR 19.4 19.2 -0.2 -1.3% 0.0
Volume 328 514 186 56.7% 4,562
Daily Pivots for day following 26-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,629.9 1,620.6 1,589.7
R3 1,615.0 1,605.7 1,585.6
R2 1,600.1 1,600.1 1,584.2
R1 1,590.8 1,590.8 1,582.9 1,588.0
PP 1,585.2 1,585.2 1,585.2 1,583.8
S1 1,575.9 1,575.9 1,580.1 1,573.1
S2 1,570.3 1,570.3 1,578.8
S3 1,555.4 1,561.0 1,577.4
S4 1,540.5 1,546.1 1,573.3
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,671.7 1,661.6 1,610.1
R3 1,643.1 1,633.0 1,602.3
R2 1,614.5 1,614.5 1,599.6
R1 1,604.4 1,604.4 1,597.0 1,609.5
PP 1,585.9 1,585.9 1,585.9 1,588.4
S1 1,575.8 1,575.8 1,591.8 1,580.9
S2 1,557.3 1,557.3 1,589.2
S3 1,528.7 1,547.2 1,586.5
S4 1,500.1 1,518.6 1,578.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,607.5 1,574.1 33.4 2.1% 14.9 0.9% 22% False False 943
10 1,607.5 1,523.5 84.0 5.3% 17.4 1.1% 69% False False 591
20 1,607.5 1,471.6 135.9 8.6% 16.4 1.0% 81% False False 310
40 1,607.5 1,328.1 279.4 17.7% 20.5 1.3% 91% False False 206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,657.8
2.618 1,633.5
1.618 1,618.6
1.000 1,609.4
0.618 1,603.7
HIGH 1,594.5
0.618 1,588.8
0.500 1,587.1
0.382 1,585.3
LOW 1,579.6
0.618 1,570.4
1.000 1,564.7
1.618 1,555.5
2.618 1,540.6
4.250 1,516.3
Fisher Pivots for day following 26-Feb-2019
Pivot 1 day 3 day
R1 1,587.1 1,593.6
PP 1,585.2 1,589.5
S1 1,583.4 1,585.5

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

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