CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 24-Jul-2018
Day Change Summary
Previous Current
23-Jul-2018 24-Jul-2018 Change Change % Previous Week
Open 1,699.7 1,701.9 2.2 0.1% 1,692.4
High 1,705.7 1,711.8 6.1 0.4% 1,707.6
Low 1,691.9 1,676.1 -15.8 -0.9% 1,674.4
Close 1,702.7 1,682.2 -20.5 -1.2% 1,698.9
Range 13.8 35.7 21.9 158.7% 33.2
ATR 18.2 19.5 1.2 6.9% 0.0
Volume 77,532 123,494 45,962 59.3% 487,701
Daily Pivots for day following 24-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,797.1 1,775.4 1,701.8
R3 1,761.4 1,739.7 1,692.0
R2 1,725.7 1,725.7 1,688.7
R1 1,704.0 1,704.0 1,685.5 1,697.0
PP 1,690.0 1,690.0 1,690.0 1,686.6
S1 1,668.3 1,668.3 1,678.9 1,661.3
S2 1,654.3 1,654.3 1,675.7
S3 1,618.6 1,632.6 1,672.4
S4 1,582.9 1,596.9 1,662.6
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 1,711.8 1,676.1 35.7 2.1% 19.0 1.1% 17% True True 98,031
10 1,711.8 1,674.4 37.4 2.2% 18.0 1.1% 21% True False 100,848
20 1,715.0 1,632.5 82.5 4.9% 19.6 1.2% 60% False False 112,075
40 1,720.8 1,614.0 106.8 6.3% 19.6 1.2% 64% False False 107,751
60 1,720.8 1,532.2 188.6 11.2% 18.7 1.1% 80% False False 71,841
80 1,720.8 1,488.2 232.6 13.8% 19.6 1.2% 83% False False 53,891
100 1,720.8 1,488.2 232.6 13.8% 18.3 1.1% 83% False False 43,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,863.5
2.618 1,805.3
1.618 1,769.6
1.000 1,747.5
0.618 1,733.9
HIGH 1,711.8
0.618 1,698.2
0.500 1,694.0
0.382 1,689.7
LOW 1,676.1
0.618 1,654.0
1.000 1,640.4
1.618 1,618.3
2.618 1,582.6
4.250 1,524.4
Fisher Pivots for day following 24-Jul-2018
Pivot 1 day 3 day
R1 1,694.0 1,694.0
PP 1,690.0 1,690.0
S1 1,686.1 1,686.1

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

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