CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 24-Apr-2018

Day Change Summary
	Previous	Current
	23-Apr-2018	24-Apr-2018	Change	Change %	Previous Week
Open	1,573.9	1,564.2	-9.7	-0.6%	1,557.9
High	1,574.4	1,577.8	3.4	0.2%	1,595.9
Low	1,556.7	1,542.9	-13.8	-0.9%	1,552.7
Close	1,565.3	1,556.8	-8.5	-0.5%	1,566.7
Range	17.7	34.9	17.2	97.2%	43.2
ATR	25.3	26.0	0.7	2.7%	0.0
Volume	65,551	134,372	68,821	105.0%	452,210

Daily Pivots for day following 24-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,663.9	1,645.2	1,576.0
R3	1,629.0	1,610.3	1,566.4
R2	1,594.1	1,594.1	1,563.2
R1	1,575.4	1,575.4	1,560.0	1,567.3
PP	1,559.2	1,559.2	1,559.2	1,555.1
S1	1,540.5	1,540.5	1,553.6	1,532.4
S2	1,524.3	1,524.3	1,550.4
S3	1,489.4	1,505.6	1,547.2
S4	1,454.5	1,470.7	1,537.6

Weekly Pivots for week ending 20-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,701.4	1,677.2	1,590.5
R3	1,658.2	1,634.0	1,578.6
R2	1,615.0	1,615.0	1,574.6
R1	1,590.8	1,590.8	1,570.7	1,602.9
PP	1,571.8	1,571.8	1,571.8	1,577.8
S1	1,547.6	1,547.6	1,562.7	1,559.7
S2	1,528.6	1,528.6	1,558.8
S3	1,485.4	1,504.4	1,554.8
S4	1,442.2	1,461.2	1,542.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,595.9	1,542.9	53.0	3.4%	20.7	1.3%	26%	False	True	92,735
10	1,595.9	1,530.3	65.6	4.2%	20.3	1.3%	40%	False	False	91,759
20	1,595.9	1,482.5	113.4	7.3%	27.5	1.8%	66%	False	False	113,798
40	1,615.8	1,482.5	133.3	8.6%	28.3	1.8%	56%	False	False	104,873
60	1,616.8	1,421.3	195.5	12.6%	30.7	2.0%	69%	False	False	69,928

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	4.5
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,726.1
2.618	1,669.2
1.618	1,634.3
1.000	1,612.7
0.618	1,599.4
HIGH	1,577.8
0.618	1,564.5
0.500	1,560.4
0.382	1,556.2
LOW	1,542.9
0.618	1,521.3
1.000	1,508.0
1.618	1,486.4
2.618	1,451.5
4.250	1,394.6

Fisher Pivots for day following 24-Apr-2018
Pivot	1 day	3 day
R1	1,560.4	1,560.8
PP	1,559.2	1,559.5
S1	1,558.0	1,558.1

Download as Excel Spreadsheet

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

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