CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 1,518.4 1,546.0 27.6 1.8% 1,591.2
High 1,547.0 1,557.5 10.5 0.7% 1,594.2
Low 1,516.2 1,509.4 -6.8 -0.4% 1,513.1
Close 1,546.0 1,518.7 -27.3 -1.8% 1,518.4
Range 30.8 48.1 17.3 56.2% 81.1
ATR 28.9 30.3 1.4 4.7% 0.0
Volume 137,168 154,513 17,345 12.6% 681,092
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,672.8 1,643.9 1,545.2
R3 1,624.7 1,595.8 1,531.9
R2 1,576.6 1,576.6 1,527.5
R1 1,547.7 1,547.7 1,523.1 1,538.1
PP 1,528.5 1,528.5 1,528.5 1,523.8
S1 1,499.6 1,499.6 1,514.3 1,490.0
S2 1,480.4 1,480.4 1,509.9
S3 1,432.3 1,451.5 1,505.5
S4 1,384.2 1,403.4 1,492.2
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,785.2 1,732.9 1,563.0
R3 1,704.1 1,651.8 1,540.7
R2 1,623.0 1,623.0 1,533.3
R1 1,570.7 1,570.7 1,525.8 1,556.3
PP 1,541.9 1,541.9 1,541.9 1,534.7
S1 1,489.6 1,489.6 1,511.0 1,475.2
S2 1,460.8 1,460.8 1,503.5
S3 1,379.7 1,408.5 1,496.1
S4 1,298.6 1,327.4 1,473.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,594.2 1,509.4 84.8 5.6% 38.3 2.5% 11% False True 154,200
10 1,607.8 1,509.4 98.4 6.5% 29.7 2.0% 9% False True 133,265
20 1,615.8 1,493.8 122.0 8.0% 29.9 2.0% 20% False False 103,672
40 1,615.8 1,421.3 194.5 12.8% 33.1 2.2% 50% False False 51,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,761.9
2.618 1,683.4
1.618 1,635.3
1.000 1,605.6
0.618 1,587.2
HIGH 1,557.5
0.618 1,539.1
0.500 1,533.5
0.382 1,527.8
LOW 1,509.4
0.618 1,479.7
1.000 1,461.3
1.618 1,431.6
2.618 1,383.5
4.250 1,305.0
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 1,533.5 1,533.5
PP 1,528.5 1,528.5
S1 1,523.6 1,523.6

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

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