CME E-mini Russell 2000 Index Futures September 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 1,211.0 1,241.0 30.0 2.5% 1,210.8
High 1,235.2 1,286.8 51.6 4.2% 1,235.2
Low 1,189.0 1,217.5 28.5 2.4% 1,164.5
Close 1,223.3 1,276.0 52.7 4.3% 1,223.3
Range 46.2 69.3 23.1 50.0% 70.7
ATR 61.9 62.4 0.5 0.9% 0.0
Volume 1,130 41 -1,089 -96.4% 1,370
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 1,468.0 1,441.3 1,314.1
R3 1,398.7 1,372.0 1,295.1
R2 1,329.4 1,329.4 1,288.7
R1 1,302.7 1,302.7 1,282.4 1,316.1
PP 1,260.1 1,260.1 1,260.1 1,266.8
S1 1,233.4 1,233.4 1,269.6 1,246.8
S2 1,190.8 1,190.8 1,263.3
S3 1,121.5 1,164.1 1,256.9
S4 1,052.2 1,094.8 1,237.9
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 1,419.8 1,392.2 1,262.2
R3 1,349.1 1,321.5 1,242.7
R2 1,278.4 1,278.4 1,236.3
R1 1,250.8 1,250.8 1,229.8 1,264.6
PP 1,207.7 1,207.7 1,207.7 1,214.6
S1 1,180.1 1,180.1 1,216.8 1,193.9
S2 1,137.0 1,137.0 1,210.3
S3 1,066.3 1,109.4 1,203.9
S4 995.6 1,038.7 1,184.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,286.8 1,164.5 122.3 9.6% 50.7 4.0% 91% True False 275
10 1,286.8 1,148.0 138.8 10.9% 45.7 3.6% 92% True False 259
20 1,286.8 1,030.4 256.4 20.1% 54.3 4.3% 96% True False 275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,581.3
2.618 1,468.2
1.618 1,398.9
1.000 1,356.1
0.618 1,329.6
HIGH 1,286.8
0.618 1,260.3
0.500 1,252.2
0.382 1,244.0
LOW 1,217.5
0.618 1,174.7
1.000 1,148.2
1.618 1,105.4
2.618 1,036.1
4.250 923.0
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 1,268.1 1,262.7
PP 1,260.1 1,249.5
S1 1,252.2 1,236.2

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

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