CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 12-Mar-2018
Day Change Summary
Previous Current
09-Mar-2018 12-Mar-2018 Change Change % Previous Week
Open 1,577.8 1,600.6 22.8 1.4% 1,527.5
High 1,602.5 1,610.8 8.3 0.5% 1,602.5
Low 1,573.9 1,597.3 23.4 1.5% 1,518.8
Close 1,601.3 1,605.9 4.6 0.3% 1,601.3
Range 28.6 13.5 -15.1 -52.8% 83.7
ATR 30.5 29.3 -1.2 -4.0% 0.0
Volume 177,370 269,091 91,721 51.7% 270,928
Daily Pivots for day following 12-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,645.2 1,639.0 1,613.3
R3 1,631.7 1,625.5 1,609.6
R2 1,618.2 1,618.2 1,608.4
R1 1,612.0 1,612.0 1,607.1 1,615.1
PP 1,604.7 1,604.7 1,604.7 1,606.2
S1 1,598.5 1,598.5 1,604.7 1,601.6
S2 1,591.2 1,591.2 1,603.4
S3 1,577.7 1,585.0 1,602.2
S4 1,564.2 1,571.5 1,598.5
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,825.3 1,797.0 1,647.3
R3 1,741.6 1,713.3 1,624.3
R2 1,657.9 1,657.9 1,616.6
R1 1,629.6 1,629.6 1,609.0 1,643.8
PP 1,574.2 1,574.2 1,574.2 1,581.3
S1 1,545.9 1,545.9 1,593.6 1,560.1
S2 1,490.5 1,490.5 1,586.0
S3 1,406.8 1,462.2 1,578.3
S4 1,323.1 1,378.5 1,555.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,610.8 1,539.9 70.9 4.4% 25.6 1.6% 93% True False 107,912
10 1,610.8 1,493.8 117.0 7.3% 30.9 1.9% 96% True False 54,049
20 1,610.8 1,466.8 144.0 9.0% 29.0 1.8% 97% True False 27,040
40 1,622.5 1,421.3 201.2 12.5% 30.0 1.9% 92% False False 13,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.7
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1,668.2
2.618 1,646.1
1.618 1,632.6
1.000 1,624.3
0.618 1,619.1
HIGH 1,610.8
0.618 1,605.6
0.500 1,604.1
0.382 1,602.5
LOW 1,597.3
0.618 1,589.0
1.000 1,583.8
1.618 1,575.5
2.618 1,562.0
4.250 1,539.9
Fisher Pivots for day following 12-Mar-2018
Pivot 1 day 3 day
R1 1,605.3 1,600.3
PP 1,604.7 1,594.6
S1 1,604.1 1,589.0

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

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