CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 1,676.3 1,689.7 13.4 0.8% 1,662.5
High 1,689.5 1,693.3 3.8 0.2% 1,693.3
Low 1,662.7 1,673.9 11.2 0.7% 1,659.0
Close 1,689.5 1,680.0 -9.5 -0.6% 1,680.0
Range 26.8 19.4 -7.4 -27.6% 34.3
ATR 20.0 19.9 0.0 -0.2% 0.0
Volume 20 20 0 0.0% 152
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,740.6 1,729.7 1,690.7
R3 1,721.2 1,710.3 1,685.3
R2 1,701.8 1,701.8 1,683.6
R1 1,690.9 1,690.9 1,681.8 1,686.7
PP 1,682.4 1,682.4 1,682.4 1,680.3
S1 1,671.5 1,671.5 1,678.2 1,667.3
S2 1,663.0 1,663.0 1,676.4
S3 1,643.6 1,652.1 1,674.7
S4 1,624.2 1,632.7 1,669.3
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,780.3 1,764.5 1,698.9
R3 1,746.0 1,730.2 1,689.4
R2 1,711.7 1,711.7 1,686.3
R1 1,695.9 1,695.9 1,683.1 1,703.8
PP 1,677.4 1,677.4 1,677.4 1,681.4
S1 1,661.6 1,661.6 1,676.9 1,669.5
S2 1,643.1 1,643.1 1,673.7
S3 1,608.8 1,627.3 1,670.6
S4 1,574.5 1,593.0 1,661.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,693.3 1,659.0 34.3 2.0% 21.3 1.3% 61% True False 30
10 1,715.5 1,659.0 56.5 3.4% 22.5 1.3% 37% False False 41
20 1,719.2 1,659.0 60.2 3.6% 18.5 1.1% 35% False False 25
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 True
Stretch 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,775.8
2.618 1,744.1
1.618 1,724.7
1.000 1,712.7
0.618 1,705.3
HIGH 1,693.3
0.618 1,685.9
0.500 1,683.6
0.382 1,681.3
LOW 1,673.9
0.618 1,661.9
1.000 1,654.5
1.618 1,642.5
2.618 1,623.1
4.250 1,591.5
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 1,683.6 1,679.3
PP 1,682.4 1,678.7
S1 1,681.2 1,678.0

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

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