CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 1,676.0 1,684.4 8.4 0.5% 1,668.5
High 1,687.5 1,687.5 0.0 0.0% 1,687.5
Low 1,671.0 1,676.0 5.0 0.3% 1,666.2
Close 1,686.2 1,677.8 -8.5 -0.5% 1,677.8
Range 16.5 11.5 -5.0 -30.3% 21.3
ATR 17.7 17.3 -0.4 -2.5% 0.0
Volume 33,028 693 -32,335 -97.9% 481,854
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,714.9 1,707.8 1,684.1
R3 1,703.4 1,696.3 1,680.9
R2 1,691.9 1,691.9 1,679.9
R1 1,684.8 1,684.8 1,678.8 1,682.6
PP 1,680.4 1,680.4 1,680.4 1,679.3
S1 1,673.3 1,673.3 1,676.7 1,671.1
S2 1,668.9 1,668.9 1,675.6
S3 1,657.4 1,661.8 1,674.6
S4 1,645.9 1,650.3 1,671.4
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,741.1 1,730.7 1,689.5
R3 1,719.8 1,709.4 1,683.6
R2 1,698.5 1,698.5 1,681.7
R1 1,688.1 1,688.1 1,679.7 1,693.3
PP 1,677.2 1,677.2 1,677.2 1,679.7
S1 1,666.8 1,666.8 1,675.8 1,672.0
S2 1,655.9 1,655.9 1,673.8
S3 1,634.6 1,645.5 1,671.9
S4 1,613.3 1,624.2 1,666.0
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 1,666.2 21.3 1.3% 13.5 0.8% 54% True False 96,370
10 1,687.5 1,641.2 46.3 2.8% 14.8 0.9% 79% True False 113,614
20 1,687.5 1,607.1 80.4 4.8% 16.3 1.0% 88% True False 108,103
40 1,687.5 1,527.2 160.3 9.6% 18.4 1.1% 94% True False 104,202
60 1,687.5 1,482.5 205.0 12.2% 22.3 1.3% 95% True False 110,939
80 1,687.5 1,482.5 205.0 12.2% 23.4 1.4% 95% True False 100,860
100 1,687.5 1,421.3 266.2 15.9% 25.6 1.5% 96% True False 80,697
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1,736.4
2.618 1,717.6
1.618 1,706.1
1.000 1,699.0
0.618 1,694.6
HIGH 1,687.5
0.618 1,683.1
0.500 1,681.8
0.382 1,680.4
LOW 1,676.0
0.618 1,668.9
1.000 1,664.5
1.618 1,657.4
2.618 1,645.9
4.250 1,627.1
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 1,681.8 1,679.3
PP 1,680.4 1,678.8
S1 1,679.1 1,678.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.