CME E-mini Russell 2000 Index Futures June 2019


Trading Metrics calculated at close of trading on 08-Jan-2019
Day Change Summary
Previous Current
07-Jan-2019 08-Jan-2019 Change Change % Previous Week
Open 1,391.6 1,424.4 32.8 2.4% 1,344.4
High 1,417.9 1,432.4 14.5 1.0% 1,390.7
Low 1,381.4 1,410.1 28.7 2.1% 1,328.1
Close 1,410.5 1,430.4 19.9 1.4% 1,385.5
Range 36.5 22.3 -14.2 -38.9% 62.6
ATR
Volume 44 13 -31 -70.5% 566
Daily Pivots for day following 08-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,491.2 1,483.1 1,442.7
R3 1,468.9 1,460.8 1,436.5
R2 1,446.6 1,446.6 1,434.5
R1 1,438.5 1,438.5 1,432.4 1,442.6
PP 1,424.3 1,424.3 1,424.3 1,426.3
S1 1,416.2 1,416.2 1,428.4 1,420.3
S2 1,402.0 1,402.0 1,426.3
S3 1,379.7 1,393.9 1,424.3
S4 1,357.4 1,371.6 1,418.1
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,555.9 1,533.3 1,419.9
R3 1,493.3 1,470.7 1,402.7
R2 1,430.7 1,430.7 1,397.0
R1 1,408.1 1,408.1 1,391.2 1,419.4
PP 1,368.1 1,368.1 1,368.1 1,373.8
S1 1,345.5 1,345.5 1,379.8 1,356.8
S2 1,305.5 1,305.5 1,374.0
S3 1,242.9 1,282.9 1,368.3
S4 1,180.3 1,220.3 1,351.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,432.4 1,328.1 104.3 7.3% 36.9 2.6% 98% True False 99
10 1,432.4 1,260.0 172.4 12.1% 39.9 2.8% 99% True False 68
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,527.2
2.618 1,490.8
1.618 1,468.5
1.000 1,454.7
0.618 1,446.2
HIGH 1,432.4
0.618 1,423.9
0.500 1,421.3
0.382 1,418.6
LOW 1,410.1
0.618 1,396.3
1.000 1,387.8
1.618 1,374.0
2.618 1,351.7
4.250 1,315.3
Fisher Pivots for day following 08-Jan-2019
Pivot 1 day 3 day
R1 1,427.4 1,414.0
PP 1,424.3 1,397.6
S1 1,421.3 1,381.3

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

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