CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 1,562.0 1,540.0 -22.0 -1.4% 1,536.2
High 1,571.1 1,548.1 -23.0 -1.5% 1,560.0
Low 1,539.1 1,511.7 -27.4 -1.8% 1,521.8
Close 1,541.7 1,514.7 -27.0 -1.8% 1,554.7
Range 32.0 36.4 4.4 13.8% 38.2
ATR 29.1 29.6 0.5 1.8% 0.0
Volume 13 95 82 630.8% 72
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,634.0 1,610.8 1,534.7
R3 1,597.6 1,574.4 1,524.7
R2 1,561.2 1,561.2 1,521.4
R1 1,538.0 1,538.0 1,518.0 1,531.4
PP 1,524.8 1,524.8 1,524.8 1,521.6
S1 1,501.6 1,501.6 1,511.4 1,495.0
S2 1,488.4 1,488.4 1,508.0
S3 1,452.0 1,465.2 1,504.7
S4 1,415.6 1,428.8 1,494.7
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,660.1 1,645.6 1,575.7
R3 1,621.9 1,607.4 1,565.2
R2 1,583.7 1,583.7 1,561.7
R1 1,569.2 1,569.2 1,558.2 1,576.5
PP 1,545.5 1,545.5 1,545.5 1,549.1
S1 1,531.0 1,531.0 1,551.2 1,538.3
S2 1,507.3 1,507.3 1,547.7
S3 1,469.1 1,492.8 1,544.2
S4 1,430.9 1,454.6 1,533.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,571.1 1,511.7 59.4 3.9% 27.4 1.8% 5% False True 37
10 1,571.1 1,474.4 96.7 6.4% 28.6 1.9% 42% False False 25
20 1,599.6 1,421.3 178.3 11.8% 37.2 2.5% 52% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,702.8
2.618 1,643.4
1.618 1,607.0
1.000 1,584.5
0.618 1,570.6
HIGH 1,548.1
0.618 1,534.2
0.500 1,529.9
0.382 1,525.6
LOW 1,511.7
0.618 1,489.2
1.000 1,475.3
1.618 1,452.8
2.618 1,416.4
4.250 1,357.0
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 1,529.9 1,541.4
PP 1,524.8 1,532.5
S1 1,519.8 1,523.6

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

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