CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 1,633.2 1,636.9 3.7 0.2% 1,613.0
High 1,636.7 1,645.4 8.7 0.5% 1,636.7
Low 1,630.0 1,636.9 6.9 0.4% 1,596.6
Close 1,631.5 1,645.4 13.9 0.9% 1,631.5
Range 6.7 8.5 1.8 26.9% 40.1
ATR 18.3 18.0 -0.3 -1.7% 0.0
Volume 32 15 -17 -53.1% 104
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 1,668.1 1,665.2 1,650.1
R3 1,659.6 1,656.7 1,647.7
R2 1,651.1 1,651.1 1,647.0
R1 1,648.2 1,648.2 1,646.2 1,649.7
PP 1,642.6 1,642.6 1,642.6 1,643.3
S1 1,639.7 1,639.7 1,644.6 1,641.2
S2 1,634.1 1,634.1 1,643.8
S3 1,625.6 1,631.2 1,643.1
S4 1,617.1 1,622.7 1,640.7
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1,741.9 1,726.8 1,653.6
R3 1,701.8 1,686.7 1,642.5
R2 1,661.7 1,661.7 1,638.9
R1 1,646.6 1,646.6 1,635.2 1,654.2
PP 1,621.6 1,621.6 1,621.6 1,625.4
S1 1,606.5 1,606.5 1,627.8 1,614.1
S2 1,581.5 1,581.5 1,624.1
S3 1,541.4 1,566.4 1,620.5
S4 1,501.3 1,526.3 1,609.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,645.4 1,596.6 48.8 3.0% 12.4 0.8% 100% True False 22
10 1,645.4 1,580.6 64.8 3.9% 13.2 0.8% 100% True False 16
20 1,645.4 1,532.2 113.2 6.9% 18.1 1.1% 100% True False 20
40 1,645.4 1,488.2 157.2 9.6% 21.1 1.3% 100% True False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,681.5
2.618 1,667.7
1.618 1,659.2
1.000 1,653.9
0.618 1,650.7
HIGH 1,645.4
0.618 1,642.2
0.500 1,641.2
0.382 1,640.1
LOW 1,636.9
0.618 1,631.6
1.000 1,628.4
1.618 1,623.1
2.618 1,614.6
4.250 1,600.8
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 1,644.0 1,641.4
PP 1,642.6 1,637.5
S1 1,641.2 1,633.5

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

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