CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 13-Apr-2018
Day Change Summary
Previous Current
12-Apr-2018 13-Apr-2018 Change Change % Previous Week
Open 1,549.0 1,558.3 9.3 0.6% 1,517.2
High 1,565.6 1,564.7 -0.9 -0.1% 1,565.6
Low 1,548.8 1,546.5 -2.3 -0.1% 1,513.5
Close 1,559.3 1,552.8 -6.5 -0.4% 1,552.8
Range 16.8 18.2 1.4 8.3% 52.1
ATR 30.3 29.5 -0.9 -2.9% 0.0
Volume 81,507 96,307 14,800 18.2% 479,755
Daily Pivots for day following 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,609.3 1,599.2 1,562.8
R3 1,591.1 1,581.0 1,557.8
R2 1,572.9 1,572.9 1,556.1
R1 1,562.8 1,562.8 1,554.5 1,558.8
PP 1,554.7 1,554.7 1,554.7 1,552.6
S1 1,544.6 1,544.6 1,551.1 1,540.6
S2 1,536.5 1,536.5 1,549.5
S3 1,518.3 1,526.4 1,547.8
S4 1,500.1 1,508.2 1,542.8
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,700.3 1,678.6 1,581.5
R3 1,648.2 1,626.5 1,567.1
R2 1,596.1 1,596.1 1,562.4
R1 1,574.4 1,574.4 1,557.6 1,585.3
PP 1,544.0 1,544.0 1,544.0 1,549.4
S1 1,522.3 1,522.3 1,548.0 1,533.2
S2 1,491.9 1,491.9 1,543.2
S3 1,439.8 1,470.2 1,538.5
S4 1,387.7 1,418.1 1,524.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,565.6 1,513.5 52.1 3.4% 24.2 1.6% 75% False False 95,951
10 1,565.6 1,482.5 83.1 5.4% 30.9 2.0% 85% False False 116,860
20 1,594.8 1,482.5 112.3 7.2% 30.8 2.0% 63% False False 127,718
40 1,615.8 1,482.5 133.3 8.6% 28.8 1.9% 53% False False 88,573
60 1,622.5 1,421.3 201.2 13.0% 30.3 2.0% 65% False False 59,065
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,642.1
2.618 1,612.3
1.618 1,594.1
1.000 1,582.9
0.618 1,575.9
HIGH 1,564.7
0.618 1,557.7
0.500 1,555.6
0.382 1,553.5
LOW 1,546.5
0.618 1,535.3
1.000 1,528.3
1.618 1,517.1
2.618 1,498.9
4.250 1,469.2
Fisher Pivots for day following 13-Apr-2018
Pivot 1 day 3 day
R1 1,555.6 1,551.2
PP 1,554.7 1,549.6
S1 1,553.7 1,548.0

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

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