CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 1,625.8 1,629.5 3.7 0.2% 1,608.5
High 1,632.1 1,632.4 0.3 0.0% 1,632.5
Low 1,618.1 1,614.7 -3.4 -0.2% 1,591.0
Close 1,629.5 1,630.1 0.6 0.0% 1,626.9
Range 14.0 17.7 3.7 26.4% 41.5
ATR 19.4 19.3 -0.1 -0.6% 0.0
Volume 88,235 94,847 6,612 7.5% 483,594
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 1,678.8 1,672.2 1,639.8
R3 1,661.1 1,654.5 1,635.0
R2 1,643.4 1,643.4 1,633.3
R1 1,636.8 1,636.8 1,631.7 1,640.1
PP 1,625.7 1,625.7 1,625.7 1,627.4
S1 1,619.1 1,619.1 1,628.5 1,622.4
S2 1,608.0 1,608.0 1,626.9
S3 1,590.3 1,601.4 1,625.2
S4 1,572.6 1,583.7 1,620.4
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1,741.3 1,725.6 1,649.7
R3 1,699.8 1,684.1 1,638.3
R2 1,658.3 1,658.3 1,634.5
R1 1,642.6 1,642.6 1,630.7 1,650.5
PP 1,616.8 1,616.8 1,616.8 1,620.7
S1 1,601.1 1,601.1 1,623.1 1,609.0
S2 1,575.3 1,575.3 1,619.3
S3 1,533.8 1,559.6 1,615.5
S4 1,492.3 1,518.1 1,604.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,643.8 1,614.7 29.1 1.8% 13.9 0.9% 53% False True 85,659
10 1,643.8 1,591.0 52.8 3.2% 15.1 0.9% 74% False False 91,186
20 1,643.8 1,527.2 116.6 7.2% 18.9 1.2% 88% False False 96,277
40 1,643.8 1,482.5 161.3 9.9% 22.3 1.4% 92% False False 102,577
60 1,643.8 1,482.5 161.3 9.9% 24.6 1.5% 92% False False 105,581
80 1,643.8 1,421.3 222.5 13.6% 27.7 1.7% 94% False False 79,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,707.6
2.618 1,678.7
1.618 1,661.0
1.000 1,650.1
0.618 1,643.3
HIGH 1,632.4
0.618 1,625.6
0.500 1,623.6
0.382 1,621.5
LOW 1,614.7
0.618 1,603.8
1.000 1,597.0
1.618 1,586.1
2.618 1,568.4
4.250 1,539.5
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 1,627.9 1,629.8
PP 1,625.7 1,629.5
S1 1,623.6 1,629.3

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

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