CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 1,688.5 1,697.6 9.1 0.5% 1,686.5
High 1,697.7 1,702.9 5.2 0.3% 1,697.8
Low 1,680.3 1,689.2 8.9 0.5% 1,662.5
Close 1,696.9 1,699.2 2.3 0.1% 1,696.9
Range 17.4 13.7 -3.7 -21.3% 35.3
ATR 20.8 20.3 -0.5 -2.4% 0.0
Volume 85,402 81,694 -3,708 -4.3% 541,418
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,738.2 1,732.4 1,706.7
R3 1,724.5 1,718.7 1,703.0
R2 1,710.8 1,710.8 1,701.7
R1 1,705.0 1,705.0 1,700.5 1,707.9
PP 1,697.1 1,697.1 1,697.1 1,698.6
S1 1,691.3 1,691.3 1,697.9 1,694.2
S2 1,683.4 1,683.4 1,696.7
S3 1,669.7 1,677.6 1,695.4
S4 1,656.0 1,663.9 1,691.7
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,791.6 1,779.6 1,716.3
R3 1,756.3 1,744.3 1,706.6
R2 1,721.0 1,721.0 1,703.4
R1 1,709.0 1,709.0 1,700.1 1,715.0
PP 1,685.7 1,685.7 1,685.7 1,688.8
S1 1,673.7 1,673.7 1,693.7 1,679.7
S2 1,650.4 1,650.4 1,690.4
S3 1,615.1 1,638.4 1,687.2
S4 1,579.8 1,603.1 1,677.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,702.9 1,662.5 40.4 2.4% 21.6 1.3% 91% True False 101,508
10 1,702.9 1,662.5 40.4 2.4% 18.9 1.1% 91% True False 97,700
20 1,711.8 1,653.3 58.5 3.4% 21.8 1.3% 78% False False 107,664
40 1,715.0 1,632.5 82.5 4.9% 20.8 1.2% 81% False False 111,833
60 1,720.8 1,614.0 106.8 6.3% 20.0 1.2% 80% False False 105,664
80 1,720.8 1,532.2 188.6 11.1% 19.2 1.1% 89% False False 79,254
100 1,720.8 1,488.2 232.6 13.7% 19.9 1.2% 91% False False 63,411
120 1,720.8 1,488.2 232.6 13.7% 18.6 1.1% 91% False False 52,844
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 3.1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,761.1
2.618 1,738.8
1.618 1,725.1
1.000 1,716.6
0.618 1,711.4
HIGH 1,702.9
0.618 1,697.7
0.500 1,696.1
0.382 1,694.4
LOW 1,689.2
0.618 1,680.7
1.000 1,675.5
1.618 1,667.0
2.618 1,653.3
4.250 1,631.0
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 1,698.2 1,695.1
PP 1,697.1 1,691.0
S1 1,696.1 1,687.0

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

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