CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 1,737.4 1,732.8 -4.6 -0.3% 1,727.9
High 1,742.8 1,744.0 1.2 0.1% 1,744.0
Low 1,728.3 1,727.8 -0.5 0.0% 1,721.6
Close 1,734.9 1,740.6 5.7 0.3% 1,740.6
Range 14.5 16.2 1.7 11.7% 22.4
ATR 18.1 17.9 -0.1 -0.7% 0.0
Volume 96,000 107,022 11,022 11.5% 445,952
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,786.1 1,779.5 1,749.5
R3 1,769.9 1,763.3 1,745.1
R2 1,753.7 1,753.7 1,743.6
R1 1,747.1 1,747.1 1,742.1 1,750.4
PP 1,737.5 1,737.5 1,737.5 1,739.1
S1 1,730.9 1,730.9 1,739.1 1,734.2
S2 1,721.3 1,721.3 1,737.6
S3 1,705.1 1,714.7 1,736.1
S4 1,688.9 1,698.5 1,731.7
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,802.6 1,794.0 1,752.9
R3 1,780.2 1,771.6 1,746.8
R2 1,757.8 1,757.8 1,744.7
R1 1,749.2 1,749.2 1,742.7 1,753.5
PP 1,735.4 1,735.4 1,735.4 1,737.6
S1 1,726.8 1,726.8 1,738.5 1,731.1
S2 1,713.0 1,713.0 1,736.5
S3 1,690.6 1,704.4 1,734.4
S4 1,668.2 1,682.0 1,728.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,744.0 1,721.6 22.4 1.3% 14.3 0.8% 85% True False 89,190
10 1,744.0 1,689.2 54.8 3.1% 15.6 0.9% 94% True False 90,166
20 1,744.0 1,662.5 81.5 4.7% 17.4 1.0% 96% True False 94,195
40 1,744.0 1,653.3 90.7 5.2% 18.9 1.1% 96% True False 100,709
60 1,744.0 1,632.5 111.5 6.4% 19.6 1.1% 97% True False 117,487
80 1,744.0 1,596.6 147.4 8.5% 18.6 1.1% 98% True False 89,500
100 1,744.0 1,532.2 211.8 12.2% 18.7 1.1% 98% True False 71,604
120 1,744.0 1,488.2 255.8 14.7% 19.8 1.1% 99% True False 59,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,812.9
2.618 1,786.4
1.618 1,770.2
1.000 1,760.2
0.618 1,754.0
HIGH 1,744.0
0.618 1,737.8
0.500 1,735.9
0.382 1,734.0
LOW 1,727.8
0.618 1,717.8
1.000 1,711.6
1.618 1,701.6
2.618 1,685.4
4.250 1,659.0
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 1,739.0 1,738.6
PP 1,737.5 1,736.5
S1 1,735.9 1,734.5

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

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