CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 1,706.0 1,662.5 -43.5 -2.5% 1,698.8
High 1,707.1 1,677.0 -30.1 -1.8% 1,715.5
Low 1,666.5 1,659.0 -7.5 -0.5% 1,666.5
Close 1,666.5 1,659.5 -7.0 -0.4% 1,666.5
Range 40.6 18.0 -22.6 -55.7% 49.0
ATR 19.3 19.2 -0.1 -0.5% 0.0
Volume 63 70 7 11.1% 264
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,719.2 1,707.3 1,669.4
R3 1,701.2 1,689.3 1,664.5
R2 1,683.2 1,683.2 1,662.8
R1 1,671.3 1,671.3 1,661.2 1,668.3
PP 1,665.2 1,665.2 1,665.2 1,663.6
S1 1,653.3 1,653.3 1,657.9 1,650.3
S2 1,647.2 1,647.2 1,656.2
S3 1,629.2 1,635.3 1,654.6
S4 1,611.2 1,617.3 1,649.6
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,829.8 1,797.2 1,693.5
R3 1,780.8 1,748.2 1,680.0
R2 1,731.8 1,731.8 1,675.5
R1 1,699.2 1,699.2 1,671.0 1,691.0
PP 1,682.8 1,682.8 1,682.8 1,678.8
S1 1,650.2 1,650.2 1,662.0 1,642.0
S2 1,633.8 1,633.8 1,657.5
S3 1,584.8 1,601.2 1,653.0
S4 1,535.8 1,552.2 1,639.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,715.5 1,659.0 56.5 3.4% 24.8 1.5% 1% False True 51
10 1,715.5 1,659.0 56.5 3.4% 18.8 1.1% 1% False True 34
20 1,719.2 1,639.8 79.4 4.8% 18.1 1.1% 25% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,753.5
2.618 1,724.1
1.618 1,706.1
1.000 1,695.0
0.618 1,688.1
HIGH 1,677.0
0.618 1,670.1
0.500 1,668.0
0.382 1,665.9
LOW 1,659.0
0.618 1,647.9
1.000 1,641.0
1.618 1,629.9
2.618 1,611.9
4.250 1,582.5
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 1,668.0 1,685.1
PP 1,665.2 1,676.6
S1 1,662.3 1,668.0

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

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