CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 1,598.2 1,604.3 6.1 0.4% 1,566.8
High 1,611.5 1,611.0 -0.5 0.0% 1,611.5
Low 1,596.3 1,599.8 3.5 0.2% 1,565.7
Close 1,605.2 1,609.5 4.3 0.3% 1,609.5
Range 15.2 11.2 -4.0 -26.3% 45.8
ATR 23.4 22.6 -0.9 -3.7% 0.0
Volume 84,089 87,044 2,955 3.5% 453,825
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 1,640.4 1,636.1 1,615.7
R3 1,629.2 1,624.9 1,612.6
R2 1,618.0 1,618.0 1,611.6
R1 1,613.7 1,613.7 1,610.5 1,615.9
PP 1,606.8 1,606.8 1,606.8 1,607.8
S1 1,602.5 1,602.5 1,608.5 1,604.7
S2 1,595.6 1,595.6 1,607.4
S3 1,584.4 1,591.3 1,606.4
S4 1,573.2 1,580.1 1,603.3
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 1,733.0 1,717.0 1,634.7
R3 1,687.2 1,671.2 1,622.1
R2 1,641.4 1,641.4 1,617.9
R1 1,625.4 1,625.4 1,613.7 1,633.4
PP 1,595.6 1,595.6 1,595.6 1,599.6
S1 1,579.6 1,579.6 1,605.3 1,587.6
S2 1,549.8 1,549.8 1,601.1
S3 1,504.0 1,533.8 1,596.9
S4 1,458.2 1,488.0 1,584.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,611.5 1,565.7 45.8 2.8% 16.3 1.0% 96% False False 90,765
10 1,611.5 1,527.2 84.3 5.2% 22.2 1.4% 98% False False 101,429
20 1,611.5 1,527.2 84.3 5.2% 20.8 1.3% 98% False False 98,368
40 1,611.5 1,482.5 129.0 8.0% 25.8 1.6% 98% False False 113,043
60 1,615.8 1,482.5 133.3 8.3% 26.2 1.6% 95% False False 91,838
80 1,622.5 1,421.3 201.2 12.5% 27.9 1.7% 94% False False 68,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 1,658.6
2.618 1,640.3
1.618 1,629.1
1.000 1,622.2
0.618 1,617.9
HIGH 1,611.0
0.618 1,606.7
0.500 1,605.4
0.382 1,604.1
LOW 1,599.8
0.618 1,592.9
1.000 1,588.6
1.618 1,581.7
2.618 1,570.5
4.250 1,552.2
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 1,608.1 1,605.5
PP 1,606.8 1,601.5
S1 1,605.4 1,597.5

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

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