CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 11-Jun-2018
Day Change Summary
Previous Current
08-Jun-2018 11-Jun-2018 Change Change % Previous Week
Open 1,671.0 1,668.5 -2.5 -0.1% 1,648.7
High 1,673.7 1,678.7 5.0 0.3% 1,681.2
Low 1,661.0 1,666.2 5.2 0.3% 1,641.2
Close 1,671.1 1,676.4 5.3 0.3% 1,671.1
Range 12.7 12.5 -0.2 -1.6% 40.0
ATR 19.0 18.5 -0.5 -2.4% 0.0
Volume 182,483 237,882 55,399 30.4% 654,286
Daily Pivots for day following 11-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,711.3 1,706.3 1,683.3
R3 1,698.8 1,693.8 1,679.8
R2 1,686.3 1,686.3 1,678.7
R1 1,681.3 1,681.3 1,677.5 1,683.8
PP 1,673.8 1,673.8 1,673.8 1,675.0
S1 1,668.8 1,668.8 1,675.3 1,671.3
S2 1,661.3 1,661.3 1,674.1
S3 1,648.8 1,656.3 1,673.0
S4 1,636.3 1,643.8 1,669.5
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,784.5 1,767.8 1,693.1
R3 1,744.5 1,727.8 1,682.1
R2 1,704.5 1,704.5 1,678.4
R1 1,687.8 1,687.8 1,674.8 1,696.2
PP 1,664.5 1,664.5 1,664.5 1,668.7
S1 1,647.8 1,647.8 1,667.4 1,656.2
S2 1,624.5 1,624.5 1,663.8
S3 1,584.5 1,607.8 1,660.1
S4 1,544.5 1,567.8 1,649.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,681.2 1,651.4 29.8 1.8% 15.7 0.9% 84% False False 159,456
10 1,681.2 1,607.1 74.1 4.4% 18.8 1.1% 94% False False 141,642
20 1,681.2 1,591.0 90.2 5.4% 17.0 1.0% 95% False False 115,730
40 1,681.2 1,527.2 154.0 9.2% 18.9 1.1% 97% False False 107,049
60 1,681.2 1,482.5 198.7 11.9% 22.9 1.4% 98% False False 113,939
80 1,681.2 1,482.5 198.7 11.9% 23.9 1.4% 98% False False 97,811
100 1,681.2 1,421.3 259.9 15.5% 25.8 1.5% 98% False False 78,259
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,731.8
2.618 1,711.4
1.618 1,698.9
1.000 1,691.2
0.618 1,686.4
HIGH 1,678.7
0.618 1,673.9
0.500 1,672.5
0.382 1,671.0
LOW 1,666.2
0.618 1,658.5
1.000 1,653.7
1.618 1,646.0
2.618 1,633.5
4.250 1,613.1
Fisher Pivots for day following 11-Jun-2018
Pivot 1 day 3 day
R1 1,675.1 1,674.5
PP 1,673.8 1,672.5
S1 1,672.5 1,670.6

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

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