CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 1,577.5 1,575.9 -1.6 -0.1% 1,600.6
High 1,582.3 1,594.2 11.9 0.8% 1,615.8
Low 1,568.6 1,570.9 2.3 0.1% 1,575.1
Close 1,576.7 1,584.1 7.4 0.5% 1,591.1
Range 13.7 23.3 9.6 70.1% 40.7
ATR 26.5 26.2 -0.2 -0.9% 0.0
Volume 80,768 109,879 29,111 36.0% 829,292
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,653.0 1,641.8 1,596.9
R3 1,629.7 1,618.5 1,590.5
R2 1,606.4 1,606.4 1,588.4
R1 1,595.2 1,595.2 1,586.2 1,600.8
PP 1,583.1 1,583.1 1,583.1 1,585.9
S1 1,571.9 1,571.9 1,582.0 1,577.5
S2 1,559.8 1,559.8 1,579.8
S3 1,536.5 1,548.6 1,577.7
S4 1,513.2 1,525.3 1,571.3
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 1,594.8 1,555.1 39.7 2.5% 21.4 1.4% 73% False False 107,286
10 1,615.8 1,555.1 60.7 3.8% 21.4 1.3% 48% False False 139,698
20 1,615.8 1,493.8 122.0 7.7% 26.5 1.7% 74% False False 70,621
40 1,622.5 1,421.3 201.2 12.7% 30.5 1.9% 81% False False 35,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,693.2
2.618 1,655.2
1.618 1,631.9
1.000 1,617.5
0.618 1,608.6
HIGH 1,594.2
0.618 1,585.3
0.500 1,582.6
0.382 1,579.8
LOW 1,570.9
0.618 1,556.5
1.000 1,547.6
1.618 1,533.2
2.618 1,509.9
4.250 1,471.9
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 1,583.6 1,581.0
PP 1,583.1 1,577.8
S1 1,582.6 1,574.7

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

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