CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 1,685.7 1,691.9 6.2 0.4% 1,676.7
High 1,699.2 1,698.5 -0.7 0.0% 1,699.2
Low 1,685.1 1,680.5 -4.6 -0.3% 1,671.0
Close 1,693.0 1,687.3 -5.7 -0.3% 1,687.3
Range 14.1 18.0 3.9 27.7% 28.2
ATR 19.8 19.7 -0.1 -0.7% 0.0
Volume 71,711 107,057 35,346 49.3% 440,822
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,742.8 1,733.0 1,697.2
R3 1,724.8 1,715.0 1,692.3
R2 1,706.8 1,706.8 1,690.6
R1 1,697.0 1,697.0 1,689.0 1,692.9
PP 1,688.8 1,688.8 1,688.8 1,686.7
S1 1,679.0 1,679.0 1,685.7 1,674.9
S2 1,670.8 1,670.8 1,684.0
S3 1,652.8 1,661.0 1,682.4
S4 1,634.8 1,643.0 1,677.4
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,770.4 1,757.1 1,702.8
R3 1,742.2 1,728.9 1,695.1
R2 1,714.0 1,714.0 1,692.5
R1 1,700.7 1,700.7 1,689.9 1,707.4
PP 1,685.8 1,685.8 1,685.8 1,689.2
S1 1,672.5 1,672.5 1,684.7 1,679.2
S2 1,657.6 1,657.6 1,682.1
S3 1,629.4 1,644.3 1,679.5
S4 1,601.2 1,616.1 1,671.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,699.2 1,671.0 28.2 1.7% 15.1 0.9% 58% False False 88,164
10 1,699.2 1,653.3 45.9 2.7% 19.2 1.1% 74% False False 103,356
20 1,711.8 1,653.3 58.5 3.5% 20.1 1.2% 58% False False 104,771
40 1,720.8 1,632.5 88.3 5.2% 20.8 1.2% 62% False False 117,023
60 1,720.8 1,614.0 106.8 6.3% 19.0 1.1% 69% False False 95,282
80 1,720.8 1,532.2 188.6 11.2% 19.1 1.1% 82% False False 71,466
100 1,720.8 1,488.2 232.6 13.8% 20.6 1.2% 86% False False 57,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,775.0
2.618 1,745.6
1.618 1,727.6
1.000 1,716.5
0.618 1,709.6
HIGH 1,698.5
0.618 1,691.6
0.500 1,689.5
0.382 1,687.4
LOW 1,680.5
0.618 1,669.4
1.000 1,662.5
1.618 1,651.4
2.618 1,633.4
4.250 1,604.0
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 1,689.5 1,687.9
PP 1,688.8 1,687.7
S1 1,688.0 1,687.5

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

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