CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 17-Apr-2018
Day Change Summary
Previous Current
16-Apr-2018 17-Apr-2018 Change Change % Previous Week
Open 1,557.9 1,565.6 7.7 0.5% 1,517.2
High 1,570.4 1,587.0 16.6 1.1% 1,565.6
Low 1,552.7 1,564.6 11.9 0.8% 1,513.5
Close 1,566.4 1,584.1 17.7 1.1% 1,552.8
Range 17.7 22.4 4.7 26.6% 52.1
ATR 28.6 28.2 -0.4 -1.6% 0.0
Volume 96,186 92,271 -3,915 -4.1% 479,755
Daily Pivots for day following 17-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,645.8 1,637.3 1,596.4
R3 1,623.4 1,614.9 1,590.3
R2 1,601.0 1,601.0 1,588.2
R1 1,592.5 1,592.5 1,586.2 1,596.8
PP 1,578.6 1,578.6 1,578.6 1,580.7
S1 1,570.1 1,570.1 1,582.0 1,574.4
S2 1,556.2 1,556.2 1,580.0
S3 1,533.8 1,547.7 1,577.9
S4 1,511.4 1,525.3 1,571.8
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 1,587.0 1,530.3 56.7 3.6% 19.9 1.3% 95% True False 90,784
10 1,587.0 1,484.4 102.6 6.5% 27.4 1.7% 97% True False 104,196
20 1,594.2 1,482.5 111.7 7.1% 30.2 1.9% 91% False False 125,477
40 1,615.8 1,482.5 133.3 8.4% 28.7 1.8% 76% False False 93,283
60 1,622.5 1,421.3 201.2 12.7% 30.3 1.9% 81% False False 62,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,682.2
2.618 1,645.6
1.618 1,623.2
1.000 1,609.4
0.618 1,600.8
HIGH 1,587.0
0.618 1,578.4
0.500 1,575.8
0.382 1,573.2
LOW 1,564.6
0.618 1,550.8
1.000 1,542.2
1.618 1,528.4
2.618 1,506.0
4.250 1,469.4
Fisher Pivots for day following 17-Apr-2018
Pivot 1 day 3 day
R1 1,581.3 1,578.3
PP 1,578.6 1,572.5
S1 1,575.8 1,566.8

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

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