CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 1,535.0 1,445.0 -90.0 -5.9% 1,616.8
High 1,551.2 1,515.6 -35.6 -2.3% 1,616.8
Low 1,453.4 1,421.3 -32.1 -2.2% 1,546.5
Close 1,463.2 1,510.6 47.4 3.2% 1,547.3
Range 97.8 94.3 -3.5 -3.6% 70.3
ATR 23.7 28.8 5.0 21.2% 0.0
Volume 16 205 189 1,181.3% 114
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,765.4 1,732.3 1,562.5
R3 1,671.1 1,638.0 1,536.5
R2 1,576.8 1,576.8 1,527.9
R1 1,543.7 1,543.7 1,519.2 1,560.3
PP 1,482.5 1,482.5 1,482.5 1,490.8
S1 1,449.4 1,449.4 1,502.0 1,466.0
S2 1,388.2 1,388.2 1,493.3
S3 1,293.9 1,355.1 1,484.7
S4 1,199.6 1,260.8 1,458.7
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,781.1 1,734.5 1,586.0
R3 1,710.8 1,664.2 1,566.6
R2 1,640.5 1,640.5 1,560.2
R1 1,593.9 1,593.9 1,553.7 1,582.1
PP 1,570.2 1,570.2 1,570.2 1,564.3
S1 1,523.6 1,523.6 1,540.9 1,511.8
S2 1,499.9 1,499.9 1,534.4
S3 1,429.6 1,453.3 1,528.0
S4 1,359.3 1,383.0 1,508.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,599.6 1,421.3 178.3 11.8% 55.2 3.7% 50% False True 49
10 1,622.5 1,421.3 201.2 13.3% 35.9 2.4% 44% False True 54
20 1,622.5 1,421.3 201.2 13.3% 27.1 1.8% 44% False True 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 7.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,916.4
2.618 1,762.5
1.618 1,668.2
1.000 1,609.9
0.618 1,573.9
HIGH 1,515.6
0.618 1,479.6
0.500 1,468.5
0.382 1,457.3
LOW 1,421.3
0.618 1,363.0
1.000 1,327.0
1.618 1,268.7
2.618 1,174.4
4.250 1,020.5
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 1,496.6 1,508.7
PP 1,482.5 1,506.7
S1 1,468.5 1,504.8

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

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