CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 12-Jul-2018
Day Change Summary
Previous Current
11-Jul-2018 12-Jul-2018 Change Change % Previous Week
Open 1,692.6 1,689.9 -2.7 -0.2% 1,646.5
High 1,702.1 1,697.9 -4.2 -0.2% 1,701.8
Low 1,683.6 1,681.6 -2.0 -0.1% 1,633.3
Close 1,686.7 1,692.3 5.6 0.3% 1,701.0
Range 18.5 16.3 -2.2 -11.9% 68.5
ATR 20.4 20.1 -0.3 -1.4% 0.0
Volume 117,140 110,108 -7,032 -6.0% 435,840
Daily Pivots for day following 12-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,739.5 1,732.2 1,701.3
R3 1,723.2 1,715.9 1,696.8
R2 1,706.9 1,706.9 1,695.3
R1 1,699.6 1,699.6 1,693.8 1,703.3
PP 1,690.6 1,690.6 1,690.6 1,692.4
S1 1,683.3 1,683.3 1,690.8 1,687.0
S2 1,674.3 1,674.3 1,689.3
S3 1,658.0 1,667.0 1,687.8
S4 1,641.7 1,650.7 1,683.3
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1,884.2 1,861.1 1,738.7
R3 1,815.7 1,792.6 1,719.8
R2 1,747.2 1,747.2 1,713.6
R1 1,724.1 1,724.1 1,707.3 1,735.7
PP 1,678.7 1,678.7 1,678.7 1,684.5
S1 1,655.6 1,655.6 1,694.7 1,667.2
S2 1,610.2 1,610.2 1,688.4
S3 1,541.7 1,587.1 1,682.2
S4 1,473.2 1,518.6 1,663.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,715.0 1,678.7 36.3 2.1% 18.7 1.1% 37% False False 98,691
10 1,715.0 1,632.5 82.5 4.9% 19.4 1.1% 72% False False 113,594
20 1,720.8 1,632.5 88.3 5.2% 21.7 1.3% 68% False False 130,369
40 1,720.8 1,604.4 116.4 6.9% 18.6 1.1% 76% False False 88,225
60 1,720.8 1,532.2 188.6 11.1% 18.7 1.1% 85% False False 58,823
80 1,720.8 1,488.2 232.6 13.7% 20.6 1.2% 88% False False 44,129
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 5.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,767.2
2.618 1,740.6
1.618 1,724.3
1.000 1,714.2
0.618 1,708.0
HIGH 1,697.9
0.618 1,691.7
0.500 1,689.8
0.382 1,687.8
LOW 1,681.6
0.618 1,671.5
1.000 1,665.3
1.618 1,655.2
2.618 1,638.9
4.250 1,612.3
Fisher Pivots for day following 12-Jul-2018
Pivot 1 day 3 day
R1 1,691.5 1,698.3
PP 1,690.6 1,696.3
S1 1,689.8 1,694.3

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

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