CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 1,694.7 1,704.3 9.6 0.6% 1,692.4
High 1,707.2 1,707.6 0.4 0.0% 1,707.6
Low 1,687.0 1,697.5 10.5 0.6% 1,674.4
Close 1,705.5 1,698.9 -6.6 -0.4% 1,698.9
Range 20.2 10.1 -10.1 -50.0% 33.2
ATR 19.2 18.5 -0.6 -3.4% 0.0
Volume 106,212 101,530 -4,682 -4.4% 487,701
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,731.6 1,725.4 1,704.5
R3 1,721.5 1,715.3 1,701.7
R2 1,711.4 1,711.4 1,700.8
R1 1,705.2 1,705.2 1,699.8 1,703.3
PP 1,701.3 1,701.3 1,701.3 1,700.4
S1 1,695.1 1,695.1 1,698.0 1,693.2
S2 1,691.2 1,691.2 1,697.0
S3 1,681.1 1,685.0 1,696.1
S4 1,671.0 1,674.9 1,693.3
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,793.2 1,779.3 1,717.2
R3 1,760.0 1,746.1 1,708.0
R2 1,726.8 1,726.8 1,705.0
R1 1,712.9 1,712.9 1,701.9 1,719.9
PP 1,693.6 1,693.6 1,693.6 1,697.1
S1 1,679.7 1,679.7 1,695.9 1,686.7
S2 1,660.4 1,660.4 1,692.8
S3 1,627.2 1,646.5 1,689.8
S4 1,594.0 1,613.3 1,680.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,707.6 1,674.4 33.2 2.0% 16.3 1.0% 74% True False 97,540
10 1,715.0 1,674.4 40.6 2.4% 16.6 1.0% 60% False False 97,756
20 1,715.0 1,632.5 82.5 4.9% 20.0 1.2% 80% False False 121,964
40 1,720.8 1,614.0 106.8 6.3% 19.1 1.1% 79% False False 102,727
60 1,720.8 1,532.2 188.6 11.1% 18.4 1.1% 88% False False 68,491
80 1,720.8 1,488.2 232.6 13.7% 19.5 1.1% 91% False False 51,379
100 1,720.8 1,488.2 232.6 13.7% 17.8 1.0% 91% False False 41,105
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 4.7
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1,750.5
2.618 1,734.0
1.618 1,723.9
1.000 1,717.7
0.618 1,713.8
HIGH 1,707.6
0.618 1,703.7
0.500 1,702.6
0.382 1,701.4
LOW 1,697.5
0.618 1,691.3
1.000 1,687.4
1.618 1,681.2
2.618 1,671.1
4.250 1,654.6
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 1,702.6 1,697.2
PP 1,701.3 1,695.5
S1 1,700.1 1,693.9

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

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