CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 1,591.2 1,577.5 -13.7 -0.9% 1,600.6
High 1,591.2 1,582.3 -8.9 -0.6% 1,615.8
Low 1,555.1 1,568.6 13.5 0.9% 1,575.1
Close 1,577.6 1,576.7 -0.9 -0.1% 1,591.1
Range 36.1 13.7 -22.4 -62.0% 40.7
ATR 27.4 26.5 -1.0 -3.6% 0.0
Volume 121,003 80,768 -40,235 -33.3% 829,292
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,617.0 1,610.5 1,584.2
R3 1,603.3 1,596.8 1,580.5
R2 1,589.6 1,589.6 1,579.2
R1 1,583.1 1,583.1 1,578.0 1,579.5
PP 1,575.9 1,575.9 1,575.9 1,574.1
S1 1,569.4 1,569.4 1,575.4 1,565.8
S2 1,562.2 1,562.2 1,574.2
S3 1,548.5 1,555.7 1,572.9
S4 1,534.8 1,542.0 1,569.2
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,716.1 1,694.3 1,613.5
R3 1,675.4 1,653.6 1,602.3
R2 1,634.7 1,634.7 1,598.6
R1 1,612.9 1,612.9 1,594.8 1,603.5
PP 1,594.0 1,594.0 1,594.0 1,589.3
S1 1,572.2 1,572.2 1,587.4 1,562.8
S2 1,553.3 1,553.3 1,583.6
S3 1,512.6 1,531.5 1,579.9
S4 1,471.9 1,490.8 1,568.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,607.8 1,555.1 52.7 3.3% 21.1 1.3% 41% False False 112,331
10 1,615.8 1,542.6 73.2 4.6% 23.0 1.5% 47% False False 129,691
20 1,615.8 1,493.8 122.0 7.7% 26.9 1.7% 68% False False 65,128
40 1,622.5 1,421.3 201.2 12.8% 30.3 1.9% 77% False False 32,587
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,640.5
2.618 1,618.2
1.618 1,604.5
1.000 1,596.0
0.618 1,590.8
HIGH 1,582.3
0.618 1,577.1
0.500 1,575.5
0.382 1,573.8
LOW 1,568.6
0.618 1,560.1
1.000 1,554.9
1.618 1,546.4
2.618 1,532.7
4.250 1,510.4
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 1,576.3 1,576.1
PP 1,575.9 1,575.5
S1 1,575.5 1,575.0

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

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