CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 1,685.5 1,676.7 -8.8 -0.5% 1,661.6
High 1,689.5 1,687.6 -1.9 -0.1% 1,689.5
Low 1,668.2 1,671.0 2.8 0.2% 1,653.3
Close 1,675.3 1,686.9 11.6 0.7% 1,675.3
Range 21.3 16.6 -4.7 -22.1% 36.2
ATR 21.7 21.3 -0.4 -1.7% 0.0
Volume 112,683 86,933 -25,750 -22.9% 592,742
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,731.6 1,725.9 1,696.0
R3 1,715.0 1,709.3 1,691.5
R2 1,698.4 1,698.4 1,689.9
R1 1,692.7 1,692.7 1,688.4 1,695.6
PP 1,681.8 1,681.8 1,681.8 1,683.3
S1 1,676.1 1,676.1 1,685.4 1,679.0
S2 1,665.2 1,665.2 1,683.9
S3 1,648.6 1,659.5 1,682.3
S4 1,632.0 1,642.9 1,677.8
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,781.3 1,764.5 1,695.2
R3 1,745.1 1,728.3 1,685.3
R2 1,708.9 1,708.9 1,681.9
R1 1,692.1 1,692.1 1,678.6 1,700.5
PP 1,672.7 1,672.7 1,672.7 1,676.9
S1 1,655.9 1,655.9 1,672.0 1,664.3
S2 1,636.5 1,636.5 1,668.7
S3 1,600.3 1,619.7 1,665.3
S4 1,564.1 1,583.5 1,655.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,689.5 1,653.3 36.2 2.1% 22.6 1.3% 93% False False 111,347
10 1,711.8 1,653.3 58.5 3.5% 24.7 1.5% 57% False False 117,629
20 1,715.0 1,653.3 61.7 3.7% 20.8 1.2% 54% False False 107,788
40 1,720.8 1,632.5 88.3 5.2% 20.7 1.2% 62% False False 126,451
60 1,720.8 1,596.6 124.2 7.4% 19.0 1.1% 73% False False 89,384
80 1,720.8 1,532.2 188.6 11.2% 19.2 1.1% 82% False False 67,043
100 1,720.8 1,488.2 232.6 13.8% 20.4 1.2% 85% False False 53,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,758.2
2.618 1,731.1
1.618 1,714.5
1.000 1,704.2
0.618 1,697.9
HIGH 1,687.6
0.618 1,681.3
0.500 1,679.3
0.382 1,677.3
LOW 1,671.0
0.618 1,660.7
1.000 1,654.4
1.618 1,644.1
2.618 1,627.5
4.250 1,600.5
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 1,684.4 1,682.3
PP 1,681.8 1,677.7
S1 1,679.3 1,673.2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.