CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 1,727.9 1,731.0 3.1 0.2% 1,697.6
High 1,740.2 1,735.6 -4.6 -0.3% 1,728.7
Low 1,726.9 1,721.6 -5.3 -0.3% 1,689.2
Close 1,731.1 1,729.5 -1.6 -0.1% 1,726.8
Range 13.3 14.0 0.7 5.3% 39.5
ATR 19.1 18.7 -0.4 -1.9% 0.0
Volume 82,953 76,771 -6,182 -7.5% 455,711
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,770.9 1,764.2 1,737.2
R3 1,756.9 1,750.2 1,733.4
R2 1,742.9 1,742.9 1,732.1
R1 1,736.2 1,736.2 1,730.8 1,732.6
PP 1,728.9 1,728.9 1,728.9 1,727.1
S1 1,722.2 1,722.2 1,728.2 1,718.6
S2 1,714.9 1,714.9 1,726.9
S3 1,700.9 1,708.2 1,725.7
S4 1,686.9 1,694.2 1,721.8
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 1,740.2 1,708.4 31.8 1.8% 13.8 0.8% 66% False False 82,733
10 1,740.2 1,662.5 77.7 4.5% 18.6 1.1% 86% False False 94,092
20 1,740.2 1,656.8 83.4 4.8% 18.7 1.1% 87% False False 96,324
40 1,740.2 1,653.3 86.9 5.0% 19.4 1.1% 88% False False 101,385
60 1,740.2 1,632.5 107.7 6.2% 19.7 1.1% 90% False False 114,371
80 1,740.2 1,578.0 162.2 9.4% 18.6 1.1% 93% False False 85,923
100 1,740.2 1,518.8 221.4 12.8% 19.1 1.1% 95% False False 68,747
120 1,740.2 1,488.2 252.0 14.6% 19.4 1.1% 96% False False 57,292
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 1,795.1
2.618 1,772.3
1.618 1,758.3
1.000 1,749.6
0.618 1,744.3
HIGH 1,735.6
0.618 1,730.3
0.500 1,728.6
0.382 1,726.9
LOW 1,721.6
0.618 1,712.9
1.000 1,707.6
1.618 1,698.9
2.618 1,684.9
4.250 1,662.1
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 1,729.2 1,729.4
PP 1,728.9 1,729.2
S1 1,728.6 1,729.1

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

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