CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 1,681.7 1,700.8 19.1 1.1% 1,646.5
High 1,701.8 1,711.0 9.2 0.5% 1,701.8
Low 1,678.7 1,700.0 21.3 1.3% 1,633.3
Close 1,701.0 1,710.4 9.4 0.6% 1,701.0
Range 23.1 11.0 -12.1 -52.4% 68.5
ATR 20.9 20.2 -0.7 -3.4% 0.0
Volume 96,099 75,634 -20,465 -21.3% 435,840
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,740.1 1,736.3 1,716.5
R3 1,729.1 1,725.3 1,713.4
R2 1,718.1 1,718.1 1,712.4
R1 1,714.3 1,714.3 1,711.4 1,716.2
PP 1,707.1 1,707.1 1,707.1 1,708.1
S1 1,703.3 1,703.3 1,709.4 1,705.2
S2 1,696.1 1,696.1 1,708.4
S3 1,685.1 1,692.3 1,707.4
S4 1,674.1 1,681.3 1,704.4
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,884.2 1,861.1 1,738.7
R3 1,815.7 1,792.6 1,719.8
R2 1,747.2 1,747.2 1,713.6
R1 1,724.1 1,724.1 1,707.3 1,735.7
PP 1,678.7 1,678.7 1,678.7 1,684.5
S1 1,655.6 1,655.6 1,694.7 1,667.2
S2 1,610.2 1,610.2 1,688.4
S3 1,541.7 1,587.1 1,682.2
S4 1,473.2 1,518.6 1,663.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,711.0 1,633.3 77.7 4.5% 20.1 1.2% 99% True False 102,294
10 1,711.0 1,632.5 78.5 4.6% 22.6 1.3% 99% True False 134,056
20 1,720.8 1,632.5 88.3 5.2% 20.7 1.2% 88% False False 145,114
40 1,720.8 1,596.6 124.2 7.3% 18.1 1.1% 92% False False 80,183
60 1,720.8 1,532.2 188.6 11.0% 18.6 1.1% 94% False False 53,462
80 1,720.8 1,488.2 232.6 13.6% 20.3 1.2% 96% False False 40,107
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1,757.8
2.618 1,739.8
1.618 1,728.8
1.000 1,722.0
0.618 1,717.8
HIGH 1,711.0
0.618 1,706.8
0.500 1,705.5
0.382 1,704.2
LOW 1,700.0
0.618 1,693.2
1.000 1,689.0
1.618 1,682.2
2.618 1,671.2
4.250 1,653.3
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 1,708.8 1,702.8
PP 1,707.1 1,695.1
S1 1,705.5 1,687.5

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

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