CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 1,604.3 1,608.5 4.2 0.3% 1,566.8
High 1,611.0 1,616.4 5.4 0.3% 1,611.5
Low 1,599.8 1,598.4 -1.4 -0.1% 1,565.7
Close 1,609.5 1,604.3 -5.2 -0.3% 1,609.5
Range 11.2 18.0 6.8 60.7% 45.8
ATR 22.6 22.2 -0.3 -1.4% 0.0
Volume 87,044 102,885 15,841 18.2% 453,825
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 1,660.4 1,650.3 1,614.2
R3 1,642.4 1,632.3 1,609.3
R2 1,624.4 1,624.4 1,607.6
R1 1,614.3 1,614.3 1,606.0 1,610.4
PP 1,606.4 1,606.4 1,606.4 1,604.4
S1 1,596.3 1,596.3 1,602.7 1,592.4
S2 1,588.4 1,588.4 1,601.0
S3 1,570.4 1,578.3 1,599.4
S4 1,552.4 1,560.3 1,594.4
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 1,616.4 1,575.1 41.3 2.6% 15.3 1.0% 71% True False 94,116
10 1,616.4 1,527.2 89.2 5.6% 21.4 1.3% 86% True False 101,438
20 1,616.4 1,527.2 89.2 5.6% 20.8 1.3% 86% True False 98,702
40 1,616.4 1,482.5 133.9 8.3% 25.9 1.6% 91% True False 112,808
60 1,616.4 1,482.5 133.9 8.3% 26.0 1.6% 91% True False 93,552
80 1,622.5 1,421.3 201.2 12.5% 28.0 1.7% 91% False False 70,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,692.9
2.618 1,663.5
1.618 1,645.5
1.000 1,634.4
0.618 1,627.5
HIGH 1,616.4
0.618 1,609.5
0.500 1,607.4
0.382 1,605.3
LOW 1,598.4
0.618 1,587.3
1.000 1,580.4
1.618 1,569.3
2.618 1,551.3
4.250 1,521.9
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 1,607.4 1,606.4
PP 1,606.4 1,605.7
S1 1,605.3 1,605.0

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

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