CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 1,682.9 1,676.0 -6.9 -0.4% 1,648.7
High 1,686.2 1,687.5 1.3 0.1% 1,681.2
Low 1,673.7 1,671.0 -2.7 -0.2% 1,641.2
Close 1,675.6 1,686.2 10.6 0.6% 1,671.1
Range 12.5 16.5 4.0 32.0% 40.0
ATR 17.8 17.7 -0.1 -0.5% 0.0
Volume 73,446 33,028 -40,418 -55.0% 654,286
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,731.1 1,725.1 1,695.3
R3 1,714.6 1,708.6 1,690.7
R2 1,698.1 1,698.1 1,689.2
R1 1,692.1 1,692.1 1,687.7 1,695.1
PP 1,681.6 1,681.6 1,681.6 1,683.1
S1 1,675.6 1,675.6 1,684.7 1,678.6
S2 1,665.1 1,665.1 1,683.2
S3 1,648.6 1,659.1 1,681.7
S4 1,632.1 1,642.6 1,677.1
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 1,687.5 1,661.0 26.5 1.6% 13.8 0.8% 95% True False 132,728
10 1,687.5 1,636.9 50.6 3.0% 15.2 0.9% 97% True False 124,934
20 1,687.5 1,607.1 80.4 4.8% 16.4 1.0% 98% True False 112,450
40 1,687.5 1,527.2 160.3 9.5% 18.7 1.1% 99% True False 106,412
60 1,687.5 1,482.5 205.0 12.2% 22.5 1.3% 99% True False 112,759
80 1,687.5 1,482.5 205.0 12.2% 23.6 1.4% 99% True False 100,851
100 1,687.5 1,421.3 266.2 15.8% 25.6 1.5% 100% True False 80,690
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,757.6
2.618 1,730.7
1.618 1,714.2
1.000 1,704.0
0.618 1,697.7
HIGH 1,687.5
0.618 1,681.2
0.500 1,679.3
0.382 1,677.3
LOW 1,671.0
0.618 1,660.8
1.000 1,654.5
1.618 1,644.3
2.618 1,627.8
4.250 1,600.9
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 1,683.9 1,683.9
PP 1,681.6 1,681.6
S1 1,679.3 1,679.3

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

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