CME E-mini Russell 2000 Index Futures June 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 1,648.7 1,655.0 6.3 0.4% 1,630.2
High 1,656.1 1,667.7 11.6 0.7% 1,654.2
Low 1,641.2 1,651.4 10.2 0.6% 1,607.1
Close 1,654.5 1,666.1 11.6 0.7% 1,650.2
Range 14.9 16.3 1.4 9.4% 47.1
ATR 19.8 19.6 -0.3 -1.3% 0.0
Volume 94,884 100,441 5,557 5.9% 524,254
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,710.6 1,704.7 1,675.1
R3 1,694.3 1,688.4 1,670.6
R2 1,678.0 1,678.0 1,669.1
R1 1,672.1 1,672.1 1,667.6 1,675.1
PP 1,661.7 1,661.7 1,661.7 1,663.2
S1 1,655.8 1,655.8 1,664.6 1,658.8
S2 1,645.4 1,645.4 1,663.1
S3 1,629.1 1,639.5 1,661.6
S4 1,612.8 1,623.2 1,657.1
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1,778.5 1,761.4 1,676.1
R3 1,731.4 1,714.3 1,663.2
R2 1,684.3 1,684.3 1,658.8
R1 1,667.2 1,667.2 1,654.5 1,675.8
PP 1,637.2 1,637.2 1,637.2 1,641.4
S1 1,620.1 1,620.1 1,645.9 1,628.7
S2 1,590.1 1,590.1 1,641.6
S3 1,543.0 1,573.0 1,637.2
S4 1,495.9 1,525.9 1,624.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,667.7 1,621.1 46.6 2.8% 20.2 1.2% 97% True False 115,100
10 1,667.7 1,607.1 60.6 3.6% 18.9 1.1% 97% True False 105,225
20 1,667.7 1,575.1 92.6 5.6% 16.9 1.0% 98% True False 99,273
40 1,667.7 1,514.2 153.5 9.2% 19.8 1.2% 99% True False 99,295
60 1,667.7 1,482.5 185.2 11.1% 23.1 1.4% 99% True False 114,275
80 1,667.7 1,437.6 230.1 13.8% 25.1 1.5% 99% True False 89,103
100 1,667.7 1,421.3 246.4 14.8% 26.0 1.6% 99% True False 71,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,737.0
2.618 1,710.4
1.618 1,694.1
1.000 1,684.0
0.618 1,677.8
HIGH 1,667.7
0.618 1,661.5
0.500 1,659.6
0.382 1,657.6
LOW 1,651.4
0.618 1,641.3
1.000 1,635.1
1.618 1,625.0
2.618 1,608.7
4.250 1,582.1
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 1,663.9 1,661.5
PP 1,661.7 1,656.9
S1 1,659.6 1,652.3

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

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