CME E-mini Russell 2000 Index Futures June 2018


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Trading Metrics calculated at close of trading on 04-May-2018
Day Change Summary
Previous Current
03-May-2018 04-May-2018 Change Change % Previous Week
Open 1,552.6 1,550.1 -2.5 -0.2% 1,557.5
High 1,558.2 1,575.2 17.0 1.1% 1,575.2
Low 1,531.0 1,537.6 6.6 0.4% 1,527.2
Close 1,551.1 1,566.8 15.7 1.0% 1,566.8
Range 27.2 37.6 10.4 38.2% 48.0
ATR 24.6 25.5 0.9 3.8% 0.0
Volume 137,459 111,839 -25,620 -18.6% 560,468
Daily Pivots for day following 04-May-2018
Classic Woodie Camarilla DeMark
R4 1,672.7 1,657.3 1,587.5
R3 1,635.1 1,619.7 1,577.1
R2 1,597.5 1,597.5 1,573.7
R1 1,582.1 1,582.1 1,570.2 1,589.8
PP 1,559.9 1,559.9 1,559.9 1,563.7
S1 1,544.5 1,544.5 1,563.4 1,552.2
S2 1,522.3 1,522.3 1,559.9
S3 1,484.7 1,506.9 1,556.5
S4 1,447.1 1,469.3 1,546.1
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1,700.4 1,681.6 1,593.2
R3 1,652.4 1,633.6 1,580.0
R2 1,604.4 1,604.4 1,575.6
R1 1,585.6 1,585.6 1,571.2 1,595.0
PP 1,556.4 1,556.4 1,556.4 1,561.1
S1 1,537.6 1,537.6 1,562.4 1,547.0
S2 1,508.4 1,508.4 1,558.0
S3 1,460.4 1,489.6 1,553.6
S4 1,412.4 1,441.6 1,540.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,575.2 1,527.2 48.0 3.1% 28.0 1.8% 83% True False 112,093
10 1,577.8 1,527.2 50.6 3.2% 24.4 1.6% 78% False False 106,132
20 1,595.9 1,513.5 82.4 5.3% 22.8 1.5% 65% False False 99,664
40 1,615.8 1,482.5 133.3 8.5% 26.4 1.7% 63% False False 124,057
60 1,615.8 1,437.6 178.2 11.4% 28.2 1.8% 73% False False 84,279
80 1,622.5 1,421.3 201.2 12.8% 28.2 1.8% 72% False False 63,220
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 True
Bear Hook False
Bull Hook False
Stretch 7.2
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,735.0
2.618 1,673.6
1.618 1,636.0
1.000 1,612.8
0.618 1,598.4
HIGH 1,575.2
0.618 1,560.8
0.500 1,556.4
0.382 1,552.0
LOW 1,537.6
0.618 1,514.4
1.000 1,500.0
1.618 1,476.8
2.618 1,439.2
4.250 1,377.8
Fisher Pivots for day following 04-May-2018
Pivot 1 day 3 day
R1 1,563.3 1,562.2
PP 1,559.9 1,557.7
S1 1,556.4 1,553.1

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

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