CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 10-Jul-2018
Day Change Summary
Previous Current
09-Jul-2018 10-Jul-2018 Change Change % Previous Week
Open 1,700.8 1,710.7 9.9 0.6% 1,646.5
High 1,711.0 1,715.0 4.0 0.2% 1,701.8
Low 1,700.0 1,690.4 -9.6 -0.6% 1,633.3
Close 1,710.4 1,700.2 -10.2 -0.6% 1,701.0
Range 11.0 24.6 13.6 123.6% 68.5
ATR 20.2 20.5 0.3 1.5% 0.0
Volume 75,634 94,478 18,844 24.9% 435,840
Daily Pivots for day following 10-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,775.7 1,762.5 1,713.7
R3 1,751.1 1,737.9 1,707.0
R2 1,726.5 1,726.5 1,704.7
R1 1,713.3 1,713.3 1,702.5 1,707.6
PP 1,701.9 1,701.9 1,701.9 1,699.0
S1 1,688.7 1,688.7 1,697.9 1,683.0
S2 1,677.3 1,677.3 1,695.7
S3 1,652.7 1,664.1 1,693.4
S4 1,628.1 1,639.5 1,686.7
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 1,715.0 1,655.6 59.4 3.5% 19.5 1.1% 75% True False 96,676
10 1,715.0 1,632.5 82.5 4.9% 21.2 1.2% 82% True False 123,302
20 1,720.8 1,632.5 88.3 5.2% 21.3 1.3% 77% False False 135,805
40 1,720.8 1,596.6 124.2 7.3% 18.5 1.1% 83% False False 82,545
60 1,720.8 1,532.2 188.6 11.1% 18.7 1.1% 89% False False 55,036
80 1,720.8 1,488.2 232.6 13.7% 20.6 1.2% 91% False False 41,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,819.6
2.618 1,779.4
1.618 1,754.8
1.000 1,739.6
0.618 1,730.2
HIGH 1,715.0
0.618 1,705.6
0.500 1,702.7
0.382 1,699.8
LOW 1,690.4
0.618 1,675.2
1.000 1,665.8
1.618 1,650.6
2.618 1,626.0
4.250 1,585.9
Fisher Pivots for day following 10-Jul-2018
Pivot 1 day 3 day
R1 1,702.7 1,699.1
PP 1,701.9 1,698.0
S1 1,701.0 1,696.9

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

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