CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 1,566.8 1,580.5 13.7 0.9% 1,557.5
High 1,588.7 1,590.0 1.3 0.1% 1,575.2
Low 1,565.7 1,575.1 9.4 0.6% 1,527.2
Close 1,581.4 1,589.5 8.1 0.5% 1,566.8
Range 23.0 14.9 -8.1 -35.2% 48.0
ATR 25.3 24.6 -0.7 -2.9% 0.0
Volume 86,127 99,277 13,150 15.3% 560,468
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 1,629.6 1,624.4 1,597.7
R3 1,614.7 1,609.5 1,593.6
R2 1,599.8 1,599.8 1,592.2
R1 1,594.6 1,594.6 1,590.9 1,597.2
PP 1,584.9 1,584.9 1,584.9 1,586.2
S1 1,579.7 1,579.7 1,588.1 1,582.3
S2 1,570.0 1,570.0 1,586.8
S3 1,555.1 1,564.8 1,585.4
S4 1,540.2 1,549.9 1,581.3
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1,700.4 1,681.6 1,593.2
R3 1,652.4 1,633.6 1,580.0
R2 1,604.4 1,604.4 1,575.6
R1 1,585.6 1,585.6 1,571.2 1,595.0
PP 1,556.4 1,556.4 1,556.4 1,561.1
S1 1,537.6 1,537.6 1,562.4 1,547.0
S2 1,508.4 1,508.4 1,558.0
S3 1,460.4 1,489.6 1,553.6
S4 1,412.4 1,441.6 1,540.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,590.0 1,531.0 59.0 3.7% 24.9 1.6% 99% True False 105,686
10 1,590.0 1,527.2 62.8 4.0% 22.9 1.4% 99% True False 104,680
20 1,595.9 1,527.2 68.7 4.3% 21.6 1.4% 91% False False 98,220
40 1,615.8 1,482.5 133.3 8.4% 26.3 1.7% 80% False False 117,530
60 1,615.8 1,466.8 149.0 9.4% 27.2 1.7% 82% False False 87,367
80 1,622.5 1,421.3 201.2 12.7% 28.1 1.8% 84% False False 65,537
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 6.4
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,653.3
2.618 1,629.0
1.618 1,614.1
1.000 1,604.9
0.618 1,599.2
HIGH 1,590.0
0.618 1,584.3
0.500 1,582.6
0.382 1,580.8
LOW 1,575.1
0.618 1,565.9
1.000 1,560.2
1.618 1,551.0
2.618 1,536.1
4.250 1,511.8
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 1,587.2 1,580.9
PP 1,584.9 1,572.4
S1 1,582.6 1,563.8

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

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