CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 1,627.0 1,630.0 3.0 0.2% 1,613.0
High 1,635.0 1,635.4 0.4 0.0% 1,636.7
Low 1,623.9 1,619.8 -4.1 -0.3% 1,596.6
Close 1,634.2 1,634.7 0.5 0.0% 1,631.5
Range 11.1 15.6 4.5 40.5% 40.1
ATR 17.4 17.3 -0.1 -0.7% 0.0
Volume 23 41 18 78.3% 104
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 1,676.8 1,671.3 1,643.3
R3 1,661.2 1,655.7 1,639.0
R2 1,645.6 1,645.6 1,637.6
R1 1,640.1 1,640.1 1,636.1 1,642.9
PP 1,630.0 1,630.0 1,630.0 1,631.3
S1 1,624.5 1,624.5 1,633.3 1,627.3
S2 1,614.4 1,614.4 1,631.8
S3 1,598.8 1,608.9 1,630.4
S4 1,583.2 1,593.3 1,626.1
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 1,648.0 1,619.8 28.2 1.7% 11.6 0.7% 53% False True 26
10 1,648.0 1,596.6 51.4 3.1% 13.1 0.8% 74% False False 20
20 1,648.0 1,532.2 115.8 7.1% 17.0 1.0% 89% False False 21
40 1,648.0 1,488.2 159.8 9.8% 19.9 1.2% 92% False False 31
60 1,648.0 1,488.2 159.8 9.8% 17.2 1.1% 92% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,701.7
2.618 1,676.2
1.618 1,660.6
1.000 1,651.0
0.618 1,645.0
HIGH 1,635.4
0.618 1,629.4
0.500 1,627.6
0.382 1,625.8
LOW 1,619.8
0.618 1,610.2
1.000 1,604.2
1.618 1,594.6
2.618 1,579.0
4.250 1,553.5
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 1,632.3 1,634.4
PP 1,630.0 1,634.2
S1 1,627.6 1,633.9

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

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