CME E-mini Russell 2000 Index Futures September 2018


Trading Metrics calculated at close of trading on 15-Aug-2018
Day Change Summary
Previous Current
14-Aug-2018 15-Aug-2018 Change Change % Previous Week
Open 1,678.1 1,696.6 18.5 1.1% 1,676.7
High 1,697.8 1,697.4 -0.4 0.0% 1,699.2
Low 1,677.9 1,662.5 -15.4 -0.9% 1,671.0
Close 1,696.6 1,673.8 -22.8 -1.3% 1,687.3
Range 19.9 34.9 15.0 75.4% 28.2
ATR 19.9 21.0 1.1 5.4% 0.0
Volume 100,358 148,349 47,991 47.8% 440,822
Daily Pivots for day following 15-Aug-2018
Classic Woodie Camarilla DeMark
R4 1,782.6 1,763.1 1,693.0
R3 1,747.7 1,728.2 1,683.4
R2 1,712.8 1,712.8 1,680.2
R1 1,693.3 1,693.3 1,677.0 1,685.6
PP 1,677.9 1,677.9 1,677.9 1,674.1
S1 1,658.4 1,658.4 1,670.6 1,650.7
S2 1,643.0 1,643.0 1,667.4
S3 1,608.1 1,623.5 1,664.2
S4 1,573.2 1,588.6 1,654.6
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 1,662.5 36.7 2.2% 21.8 1.3% 31% False True 108,609
10 1,699.2 1,656.8 42.4 2.5% 20.3 1.2% 40% False False 102,819
20 1,711.8 1,653.3 58.5 3.5% 21.4 1.3% 35% False False 108,986
40 1,720.8 1,632.5 88.3 5.3% 21.2 1.3% 47% False False 116,966
60 1,720.8 1,614.0 106.8 6.4% 19.8 1.2% 56% False False 101,352
80 1,720.8 1,532.2 188.6 11.3% 19.4 1.2% 75% False False 76,019
100 1,720.8 1,488.2 232.6 13.9% 20.3 1.2% 80% False False 60,824
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 False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,845.7
2.618 1,788.8
1.618 1,753.9
1.000 1,732.3
0.618 1,719.0
HIGH 1,697.4
0.618 1,684.1
0.500 1,680.0
0.382 1,675.8
LOW 1,662.5
0.618 1,640.9
1.000 1,627.6
1.618 1,606.0
2.618 1,571.1
4.250 1,514.2
Fisher Pivots for day following 15-Aug-2018
Pivot 1 day 3 day
R1 1,680.0 1,680.2
PP 1,677.9 1,678.0
S1 1,675.9 1,675.9

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

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