CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 02-Mar-2018
Day Change Summary
Previous Current
01-Mar-2018 02-Mar-2018 Change Change % Previous Week
Open 1,511.5 1,507.4 -4.1 -0.3% 1,554.2
High 1,526.8 1,539.3 12.5 0.8% 1,571.1
Low 1,495.0 1,493.8 -1.2 -0.1% 1,493.8
Close 1,508.5 1,534.3 25.8 1.7% 1,534.3
Range 31.8 45.5 13.7 43.1% 77.3
ATR 29.7 30.9 1.1 3.8% 0.0
Volume 194 176 -18 -9.3% 517
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,659.0 1,642.1 1,559.3
R3 1,613.5 1,596.6 1,546.8
R2 1,568.0 1,568.0 1,542.6
R1 1,551.1 1,551.1 1,538.5 1,559.6
PP 1,522.5 1,522.5 1,522.5 1,526.7
S1 1,505.6 1,505.6 1,530.1 1,514.1
S2 1,477.0 1,477.0 1,526.0
S3 1,431.5 1,460.1 1,521.8
S4 1,386.0 1,414.6 1,509.3
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,765.0 1,726.9 1,576.8
R3 1,687.7 1,649.6 1,555.6
R2 1,610.4 1,610.4 1,548.5
R1 1,572.3 1,572.3 1,541.4 1,552.7
PP 1,533.1 1,533.1 1,533.1 1,523.3
S1 1,495.0 1,495.0 1,527.2 1,475.4
S2 1,455.8 1,455.8 1,520.1
S3 1,378.5 1,417.7 1,513.0
S4 1,301.2 1,340.4 1,491.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,571.1 1,493.8 77.3 5.0% 32.7 2.1% 52% False True 103
10 1,571.1 1,493.8 77.3 5.0% 28.5 1.9% 52% False True 60
20 1,588.3 1,421.3 167.0 10.9% 38.9 2.5% 68% False False 57
40 1,622.5 1,421.3 201.2 13.1% 27.9 1.8% 56% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,732.7
2.618 1,658.4
1.618 1,612.9
1.000 1,584.8
0.618 1,567.4
HIGH 1,539.3
0.618 1,521.9
0.500 1,516.6
0.382 1,511.2
LOW 1,493.8
0.618 1,465.7
1.000 1,448.3
1.618 1,420.2
2.618 1,374.7
4.250 1,300.4
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 1,528.4 1,529.9
PP 1,522.5 1,525.4
S1 1,516.6 1,521.0

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

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