CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 11-Apr-2018

Day Change Summary
	Previous	Current
	10-Apr-2018	11-Apr-2018	Change	Change %	Previous Week
Open	1,519.0	1,544.9	25.9	1.7%	1,527.5
High	1,551.5	1,554.8	3.3	0.2%	1,547.6
Low	1,514.2	1,530.3	16.1	1.1%	1,482.5
Close	1,545.5	1,548.6	3.1	0.2%	1,515.4
Range	37.3	24.5	-12.8	-34.3%	65.1
ATR	31.9	31.3	-0.5	-1.7%	0.0
Volume	121,205	87,652	-33,553	-27.7%	688,854

Daily Pivots for day following 11-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,618.1	1,607.8	1,562.1
R3	1,593.6	1,583.3	1,555.3
R2	1,569.1	1,569.1	1,553.1
R1	1,558.8	1,558.8	1,550.8	1,564.0
PP	1,544.6	1,544.6	1,544.6	1,547.1
S1	1,534.3	1,534.3	1,546.4	1,539.5
S2	1,520.1	1,520.1	1,544.1
S3	1,495.6	1,509.8	1,541.9
S4	1,471.1	1,485.3	1,535.1

Weekly Pivots for week ending 06-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,710.5	1,678.0	1,551.2
R3	1,645.4	1,612.9	1,533.3
R2	1,580.3	1,580.3	1,527.3
R1	1,547.8	1,547.8	1,521.4	1,531.5
PP	1,515.2	1,515.2	1,515.2	1,507.0
S1	1,482.7	1,482.7	1,509.4	1,466.4
S2	1,450.1	1,450.1	1,503.5
S3	1,385.0	1,417.6	1,497.5
S4	1,319.9	1,352.5	1,479.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,554.8	1,502.3	52.5	3.4%	29.2	1.9%	88%	True	False	108,600
10	1,554.8	1,482.5	72.3	4.7%	32.4	2.1%	91%	True	False	129,150
20	1,607.8	1,482.5	125.3	8.1%	31.0	2.0%	53%	False	False	131,208
40	1,615.8	1,474.4	141.4	9.1%	29.8	1.9%	52%	False	False	84,129
60	1,622.5	1,421.3	201.2	13.0%	30.5	2.0%	63%	False	False	56,103

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	False
Stretch	6.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,658.9
2.618	1,618.9
1.618	1,594.4
1.000	1,579.3
0.618	1,569.9
HIGH	1,554.8
0.618	1,545.4
0.500	1,542.6
0.382	1,539.7
LOW	1,530.3
0.618	1,515.2
1.000	1,505.8
1.618	1,490.7
2.618	1,466.2
4.250	1,426.2

Fisher Pivots for day following 11-Apr-2018
Pivot	1 day	3 day
R1	1,546.6	1,543.8
PP	1,544.6	1,539.0
S1	1,542.6	1,534.2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols