CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 1,553.1 1,552.6 -0.5 0.0% 1,573.9
High 1,568.2 1,558.2 -10.0 -0.6% 1,577.8
Low 1,546.6 1,531.0 -15.6 -1.0% 1,540.4
Close 1,552.5 1,551.1 -1.4 -0.1% 1,558.9
Range 21.6 27.2 5.6 25.9% 37.4
ATR 24.4 24.6 0.2 0.8% 0.0
Volume 93,731 137,459 43,728 46.7% 500,857
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 1,628.4 1,616.9 1,566.1
R3 1,601.2 1,589.7 1,558.6
R2 1,574.0 1,574.0 1,556.1
R1 1,562.5 1,562.5 1,553.6 1,554.7
PP 1,546.8 1,546.8 1,546.8 1,542.8
S1 1,535.3 1,535.3 1,548.6 1,527.5
S2 1,519.6 1,519.6 1,546.1
S3 1,492.4 1,508.1 1,543.6
S4 1,465.2 1,480.9 1,536.1
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1,671.2 1,652.5 1,579.5
R3 1,633.8 1,615.1 1,569.2
R2 1,596.4 1,596.4 1,565.8
R1 1,577.7 1,577.7 1,562.3 1,568.4
PP 1,559.0 1,559.0 1,559.0 1,554.4
S1 1,540.3 1,540.3 1,555.5 1,531.0
S2 1,521.6 1,521.6 1,552.0
S3 1,484.2 1,502.9 1,548.6
S4 1,446.8 1,465.5 1,538.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,568.2 1,527.2 41.0 2.6% 23.7 1.5% 58% False False 107,011
10 1,578.7 1,527.2 51.5 3.3% 22.2 1.4% 46% False False 104,385
20 1,595.9 1,502.3 93.6 6.0% 23.1 1.5% 52% False False 101,253
40 1,615.8 1,482.5 133.3 8.6% 25.9 1.7% 51% False False 123,228
60 1,615.8 1,437.6 178.2 11.5% 28.1 1.8% 64% False False 82,415
80 1,622.5 1,421.3 201.2 13.0% 27.8 1.8% 65% False False 61,822
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 6.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,673.8
2.618 1,629.4
1.618 1,602.2
1.000 1,585.4
0.618 1,575.0
HIGH 1,558.2
0.618 1,547.8
0.500 1,544.6
0.382 1,541.4
LOW 1,531.0
0.618 1,514.2
1.000 1,503.8
1.618 1,487.0
2.618 1,459.8
4.250 1,415.4
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 1,548.9 1,550.0
PP 1,546.8 1,548.8
S1 1,544.6 1,547.7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.