CME E-mini Russell 2000 Index Futures June 2019


Trading Metrics calculated at close of trading on 29-Jan-2019
Day Change Summary
Previous Current
28-Jan-2019 29-Jan-2019 Change Change % Previous Week
Open 1,487.2 1,474.0 -13.2 -0.9% 1,478.0
High 1,487.2 1,483.0 -4.2 -0.3% 1,490.0
Low 1,469.1 1,473.2 4.1 0.3% 1,450.0
Close 1,479.7 1,477.2 -2.5 -0.2% 1,487.2
Range 18.1 9.8 -8.3 -45.9% 40.0
ATR 27.9 26.6 -1.3 -4.6% 0.0
Volume 32 12 -20 -62.5% 81
Daily Pivots for day following 29-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,507.2 1,502.0 1,482.6
R3 1,497.4 1,492.2 1,479.9
R2 1,487.6 1,487.6 1,479.0
R1 1,482.4 1,482.4 1,478.1 1,485.0
PP 1,477.8 1,477.8 1,477.8 1,479.1
S1 1,472.6 1,472.6 1,476.3 1,475.2
S2 1,468.0 1,468.0 1,475.4
S3 1,458.2 1,462.8 1,474.5
S4 1,448.4 1,453.0 1,471.8
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 1,595.7 1,581.5 1,509.2
R3 1,555.7 1,541.5 1,498.2
R2 1,515.7 1,515.7 1,494.5
R1 1,501.5 1,501.5 1,490.9 1,508.6
PP 1,475.7 1,475.7 1,475.7 1,479.3
S1 1,461.5 1,461.5 1,483.5 1,468.6
S2 1,435.7 1,435.7 1,479.9
S3 1,395.7 1,421.5 1,476.2
S4 1,355.7 1,381.5 1,465.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,490.0 1,450.0 40.0 2.7% 18.0 1.2% 68% False False 19
10 1,493.4 1,437.1 56.3 3.8% 19.7 1.3% 71% False False 130
20 1,493.4 1,328.1 165.3 11.2% 23.6 1.6% 90% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,524.7
2.618 1,508.7
1.618 1,498.9
1.000 1,492.8
0.618 1,489.1
HIGH 1,483.0
0.618 1,479.3
0.500 1,478.1
0.382 1,476.9
LOW 1,473.2
0.618 1,467.1
1.000 1,463.4
1.618 1,457.3
2.618 1,447.5
4.250 1,431.6
Fisher Pivots for day following 29-Jan-2019
Pivot 1 day 3 day
R1 1,478.1 1,479.3
PP 1,477.8 1,478.6
S1 1,477.5 1,477.9

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

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