CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 1,697.6 1,700.2 2.6 0.2% 1,686.5
High 1,702.9 1,724.9 22.0 1.3% 1,697.8
Low 1,689.2 1,695.9 6.7 0.4% 1,662.5
Close 1,699.2 1,717.2 18.0 1.1% 1,696.9
Range 13.7 29.0 15.3 111.7% 35.3
ATR 20.3 20.9 0.6 3.1% 0.0
Volume 81,694 120,076 38,382 47.0% 541,418
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,799.7 1,787.4 1,733.2
R3 1,770.7 1,758.4 1,725.2
R2 1,741.7 1,741.7 1,722.5
R1 1,729.4 1,729.4 1,719.9 1,735.6
PP 1,712.7 1,712.7 1,712.7 1,715.7
S1 1,700.4 1,700.4 1,714.5 1,706.6
S2 1,683.7 1,683.7 1,711.9
S3 1,654.7 1,671.4 1,709.2
S4 1,625.7 1,642.4 1,701.3
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 1,724.9 1,662.5 62.4 3.6% 23.4 1.4% 88% True False 105,452
10 1,724.9 1,662.5 62.4 3.6% 20.7 1.2% 88% True False 100,918
20 1,724.9 1,653.3 71.6 4.2% 21.5 1.3% 89% True False 107,494
40 1,724.9 1,632.5 92.4 5.4% 20.5 1.2% 92% True False 109,784
60 1,724.9 1,614.0 110.9 6.5% 20.2 1.2% 93% True False 107,665
80 1,724.9 1,532.2 192.7 11.2% 19.4 1.1% 96% True False 80,754
100 1,724.9 1,488.2 236.7 13.8% 19.9 1.2% 97% True False 64,612
120 1,724.9 1,488.2 236.7 13.8% 18.8 1.1% 97% True False 53,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,848.2
2.618 1,800.8
1.618 1,771.8
1.000 1,753.9
0.618 1,742.8
HIGH 1,724.9
0.618 1,713.8
0.500 1,710.4
0.382 1,707.0
LOW 1,695.9
0.618 1,678.0
1.000 1,666.9
1.618 1,649.0
2.618 1,620.0
4.250 1,572.7
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 1,714.9 1,712.3
PP 1,712.7 1,707.5
S1 1,710.4 1,702.6

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.