CME E-mini Russell 2000 Index Futures June 2019


Trading Metrics calculated at close of trading on 12-Mar-2019
Day Change Summary
Previous Current
11-Mar-2019 12-Mar-2019 Change Change % Previous Week
Open 1,530.7 1,554.9 24.2 1.6% 1,597.0
High 1,555.6 1,561.2 5.6 0.4% 1,602.1
Low 1,524.3 1,549.2 24.9 1.6% 1,517.6
Close 1,553.3 1,553.6 0.3 0.0% 1,530.7
Range 31.3 12.0 -19.3 -61.7% 84.5
ATR 20.3 19.7 -0.6 -2.9% 0.0
Volume 280,966 180,530 -100,436 -35.7% 291,413
Daily Pivots for day following 12-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,590.7 1,584.1 1,560.2
R3 1,578.7 1,572.1 1,556.9
R2 1,566.7 1,566.7 1,555.8
R1 1,560.1 1,560.1 1,554.7 1,557.4
PP 1,554.7 1,554.7 1,554.7 1,553.3
S1 1,548.1 1,548.1 1,552.5 1,545.4
S2 1,542.7 1,542.7 1,551.4
S3 1,530.7 1,536.1 1,550.3
S4 1,518.7 1,524.1 1,547.0
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1,803.6 1,751.7 1,577.2
R3 1,719.1 1,667.2 1,553.9
R2 1,634.6 1,634.6 1,546.2
R1 1,582.7 1,582.7 1,538.4 1,566.4
PP 1,550.1 1,550.1 1,550.1 1,542.0
S1 1,498.2 1,498.2 1,523.0 1,481.9
S2 1,465.6 1,465.6 1,515.2
S3 1,381.1 1,413.7 1,507.5
S4 1,296.6 1,329.2 1,484.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,574.1 1,517.6 56.5 3.6% 22.6 1.5% 64% False False 149,836
10 1,602.1 1,517.6 84.5 5.4% 19.8 1.3% 43% False False 75,325
20 1,607.5 1,517.6 89.9 5.8% 18.6 1.2% 40% False False 37,958
40 1,607.5 1,436.3 171.2 11.0% 18.1 1.2% 69% False False 19,019
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,612.2
2.618 1,592.6
1.618 1,580.6
1.000 1,573.2
0.618 1,568.6
HIGH 1,561.2
0.618 1,556.6
0.500 1,555.2
0.382 1,553.8
LOW 1,549.2
0.618 1,541.8
1.000 1,537.2
1.618 1,529.8
2.618 1,517.8
4.250 1,498.2
Fisher Pivots for day following 12-Mar-2019
Pivot 1 day 3 day
R1 1,555.2 1,548.9
PP 1,554.7 1,544.1
S1 1,554.1 1,539.4

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

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