CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 1,712.5 1,723.9 11.4 0.7% 1,686.5
High 1,725.8 1,726.3 0.5 0.0% 1,697.8
Low 1,708.4 1,712.7 4.3 0.3% 1,662.5
Close 1,723.3 1,717.6 -5.7 -0.3% 1,696.9
Range 17.4 13.6 -3.8 -21.8% 35.3
ATR 20.7 20.1 -0.5 -2.4% 0.0
Volume 87,291 92,226 4,935 5.7% 541,418
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,759.7 1,752.2 1,725.1
R3 1,746.1 1,738.6 1,721.3
R2 1,732.5 1,732.5 1,720.1
R1 1,725.0 1,725.0 1,718.8 1,722.0
PP 1,718.9 1,718.9 1,718.9 1,717.3
S1 1,711.4 1,711.4 1,716.4 1,708.4
S2 1,705.3 1,705.3 1,715.1
S3 1,691.7 1,697.8 1,713.9
S4 1,678.1 1,684.2 1,710.1
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 1,726.3 1,680.3 46.0 2.7% 18.2 1.1% 81% True False 93,337
10 1,726.3 1,662.5 63.8 3.7% 20.8 1.2% 86% True False 102,976
20 1,726.3 1,653.3 73.0 4.3% 21.2 1.2% 88% True False 104,922
40 1,726.3 1,632.5 93.8 5.5% 20.0 1.2% 91% True False 106,164
60 1,726.3 1,632.5 93.8 5.5% 19.9 1.2% 91% True False 110,645
80 1,726.3 1,536.2 190.1 11.1% 19.1 1.1% 95% True False 82,998
100 1,726.3 1,490.0 236.3 13.8% 19.7 1.1% 96% True False 66,405
120 1,726.3 1,488.2 238.1 13.9% 19.1 1.1% 96% True False 55,341
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,784.1
2.618 1,761.9
1.618 1,748.3
1.000 1,739.9
0.618 1,734.7
HIGH 1,726.3
0.618 1,721.1
0.500 1,719.5
0.382 1,717.9
LOW 1,712.7
0.618 1,704.3
1.000 1,699.1
1.618 1,690.7
2.618 1,677.1
4.250 1,654.9
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 1,719.5 1,715.4
PP 1,718.9 1,713.3
S1 1,718.2 1,711.1

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.