CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 1,610.0 1,623.8 13.8 0.9% 1,580.3
High 1,626.8 1,633.0 6.2 0.4% 1,615.8
Low 1,604.4 1,621.6 17.2 1.1% 1,578.0
Close 1,623.9 1,631.2 7.3 0.4% 1,614.5
Range 22.4 11.4 -11.0 -49.1% 37.8
ATR 19.8 19.2 -0.6 -3.0% 0.0
Volume 19 29 10 52.6% 61
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 1,662.8 1,658.4 1,637.5
R3 1,651.4 1,647.0 1,634.3
R2 1,640.0 1,640.0 1,633.3
R1 1,635.6 1,635.6 1,632.2 1,637.8
PP 1,628.6 1,628.6 1,628.6 1,629.7
S1 1,624.2 1,624.2 1,630.2 1,626.4
S2 1,617.2 1,617.2 1,629.1
S3 1,605.8 1,612.8 1,628.1
S4 1,594.4 1,601.4 1,624.9
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 1,716.2 1,703.1 1,635.3
R3 1,678.4 1,665.3 1,624.9
R2 1,640.6 1,640.6 1,621.4
R1 1,627.5 1,627.5 1,618.0 1,634.1
PP 1,602.8 1,602.8 1,602.8 1,606.0
S1 1,589.7 1,589.7 1,611.0 1,596.3
S2 1,565.0 1,565.0 1,607.6
S3 1,527.2 1,551.9 1,604.1
S4 1,489.4 1,514.1 1,593.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,633.0 1,596.6 36.4 2.2% 14.6 0.9% 95% True False 15
10 1,633.0 1,542.8 90.2 5.5% 16.8 1.0% 98% True False 15
20 1,633.0 1,532.2 100.8 6.2% 19.0 1.2% 98% True False 18
40 1,633.0 1,488.2 144.8 8.9% 22.8 1.4% 99% True False 33
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,681.5
2.618 1,662.8
1.618 1,651.4
1.000 1,644.4
0.618 1,640.0
HIGH 1,633.0
0.618 1,628.6
0.500 1,627.3
0.382 1,626.0
LOW 1,621.6
0.618 1,614.6
1.000 1,610.2
1.618 1,603.2
2.618 1,591.8
4.250 1,573.2
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 1,629.9 1,625.7
PP 1,628.6 1,620.3
S1 1,627.3 1,614.8

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

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