CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 1,723.9 1,719.1 -4.8 -0.3% 1,697.6
High 1,726.3 1,728.7 2.4 0.1% 1,728.7
Low 1,712.7 1,718.0 5.3 0.3% 1,689.2
Close 1,717.6 1,726.8 9.2 0.5% 1,726.8
Range 13.6 10.7 -2.9 -21.3% 39.5
ATR 20.1 19.5 -0.6 -3.2% 0.0
Volume 92,226 74,424 -17,802 -19.3% 455,711
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,756.6 1,752.4 1,732.7
R3 1,745.9 1,741.7 1,729.7
R2 1,735.2 1,735.2 1,728.8
R1 1,731.0 1,731.0 1,727.8 1,733.1
PP 1,724.5 1,724.5 1,724.5 1,725.6
S1 1,720.3 1,720.3 1,725.8 1,722.4
S2 1,713.8 1,713.8 1,724.8
S3 1,703.1 1,709.6 1,723.9
S4 1,692.4 1,698.9 1,720.9
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,833.4 1,819.6 1,748.5
R3 1,793.9 1,780.1 1,737.7
R2 1,754.4 1,754.4 1,734.0
R1 1,740.6 1,740.6 1,730.4 1,747.5
PP 1,714.9 1,714.9 1,714.9 1,718.4
S1 1,701.1 1,701.1 1,723.2 1,708.0
S2 1,675.4 1,675.4 1,719.6
S3 1,635.9 1,661.6 1,715.9
S4 1,596.4 1,622.1 1,705.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,728.7 1,689.2 39.5 2.3% 16.9 1.0% 95% True False 91,142
10 1,728.7 1,662.5 66.2 3.8% 20.1 1.2% 97% True False 99,712
20 1,728.7 1,653.3 75.4 4.4% 19.6 1.1% 97% True False 101,534
40 1,728.7 1,633.3 95.4 5.5% 19.8 1.1% 98% True False 104,137
60 1,728.7 1,632.5 96.2 5.6% 19.7 1.1% 98% True False 111,881
80 1,728.7 1,536.2 192.5 11.1% 19.0 1.1% 99% True False 83,927
100 1,728.7 1,506.9 221.8 12.8% 19.3 1.1% 99% True False 67,150
120 1,728.7 1,488.2 240.5 13.9% 19.2 1.1% 99% True False 55,961
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,774.2
2.618 1,756.7
1.618 1,746.0
1.000 1,739.4
0.618 1,735.3
HIGH 1,728.7
0.618 1,724.6
0.500 1,723.4
0.382 1,722.1
LOW 1,718.0
0.618 1,711.4
1.000 1,707.3
1.618 1,700.7
2.618 1,690.0
4.250 1,672.5
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 1,725.7 1,724.1
PP 1,724.5 1,721.3
S1 1,723.4 1,718.6

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

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