CME E-mini Russell 2000 Index Futures June 2019


Trading Metrics calculated at close of trading on 28-Feb-2019
Day Change Summary
Previous Current
27-Feb-2019 28-Feb-2019 Change Change % Previous Week
Open 1,578.4 1,585.8 7.4 0.5% 1,573.8
High 1,587.2 1,586.8 -0.4 0.0% 1,595.9
Low 1,574.5 1,576.1 1.6 0.1% 1,567.3
Close 1,586.5 1,579.9 -6.6 -0.4% 1,594.4
Range 12.7 10.7 -2.0 -15.7% 28.6
ATR 18.7 18.1 -0.6 -3.1% 0.0
Volume 12 147 135 1,125.0% 4,562
Daily Pivots for day following 28-Feb-2019
Classic Woodie Camarilla DeMark
R4 1,613.0 1,607.2 1,585.8
R3 1,602.3 1,596.5 1,582.8
R2 1,591.6 1,591.6 1,581.9
R1 1,585.8 1,585.8 1,580.9 1,583.4
PP 1,580.9 1,580.9 1,580.9 1,579.7
S1 1,575.1 1,575.1 1,578.9 1,572.7
S2 1,570.2 1,570.2 1,577.9
S3 1,559.5 1,564.4 1,577.0
S4 1,548.8 1,553.7 1,574.0
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 1,574.5 33.0 2.1% 13.4 0.8% 16% False False 810
10 1,607.5 1,537.9 69.6 4.4% 16.5 1.0% 60% False False 600
20 1,607.5 1,490.5 117.0 7.4% 15.8 1.0% 76% False False 316
40 1,607.5 1,328.1 279.4 17.7% 19.7 1.2% 90% False False 206
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,632.3
2.618 1,614.8
1.618 1,604.1
1.000 1,597.5
0.618 1,593.4
HIGH 1,586.8
0.618 1,582.7
0.500 1,581.5
0.382 1,580.2
LOW 1,576.1
0.618 1,569.5
1.000 1,565.4
1.618 1,558.8
2.618 1,548.1
4.250 1,530.6
Fisher Pivots for day following 28-Feb-2019
Pivot 1 day 3 day
R1 1,581.5 1,584.5
PP 1,580.9 1,583.0
S1 1,580.4 1,581.4

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

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