CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 1,573.9 1,564.2 -9.7 -0.6% 1,557.9
High 1,574.4 1,577.8 3.4 0.2% 1,595.9
Low 1,556.7 1,542.9 -13.8 -0.9% 1,552.7
Close 1,565.3 1,556.8 -8.5 -0.5% 1,566.7
Range 17.7 34.9 17.2 97.2% 43.2
ATR 25.3 26.0 0.7 2.7% 0.0
Volume 65,551 134,372 68,821 105.0% 452,210
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,663.9 1,645.2 1,576.0
R3 1,629.0 1,610.3 1,566.4
R2 1,594.1 1,594.1 1,563.2
R1 1,575.4 1,575.4 1,560.0 1,567.3
PP 1,559.2 1,559.2 1,559.2 1,555.1
S1 1,540.5 1,540.5 1,553.6 1,532.4
S2 1,524.3 1,524.3 1,550.4
S3 1,489.4 1,505.6 1,547.2
S4 1,454.5 1,470.7 1,537.6
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,701.4 1,677.2 1,590.5
R3 1,658.2 1,634.0 1,578.6
R2 1,615.0 1,615.0 1,574.6
R1 1,590.8 1,590.8 1,570.7 1,602.9
PP 1,571.8 1,571.8 1,571.8 1,577.8
S1 1,547.6 1,547.6 1,562.7 1,559.7
S2 1,528.6 1,528.6 1,558.8
S3 1,485.4 1,504.4 1,554.8
S4 1,442.2 1,461.2 1,542.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,595.9 1,542.9 53.0 3.4% 20.7 1.3% 26% False True 92,735
10 1,595.9 1,530.3 65.6 4.2% 20.3 1.3% 40% False False 91,759
20 1,595.9 1,482.5 113.4 7.3% 27.5 1.8% 66% False False 113,798
40 1,615.8 1,482.5 133.3 8.6% 28.3 1.8% 56% False False 104,873
60 1,616.8 1,421.3 195.5 12.6% 30.7 2.0% 69% False False 69,928
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 4.5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,726.1
2.618 1,669.2
1.618 1,634.3
1.000 1,612.7
0.618 1,599.4
HIGH 1,577.8
0.618 1,564.5
0.500 1,560.4
0.382 1,556.2
LOW 1,542.9
0.618 1,521.3
1.000 1,508.0
1.618 1,486.4
2.618 1,451.5
4.250 1,394.6
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 1,560.4 1,560.8
PP 1,559.2 1,559.5
S1 1,558.0 1,558.1

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

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