CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	1,696.6	1,674.0	-22.6	-1.3%	1,676.7
High	1,697.4	1,693.0	-4.4	-0.3%	1,699.2
Low	1,662.5	1,671.0	8.5	0.5%	1,671.0
Close	1,673.8	1,689.2	15.4	0.9%	1,687.3
Range	34.9	22.0	-12.9	-37.0%	28.2
ATR	21.0	21.0	0.1	0.3%	0.0
Volume	148,349	91,739	-56,610	-38.2%	440,822

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,750.4	1,741.8	1,701.3
R3	1,728.4	1,719.8	1,695.3
R2	1,706.4	1,706.4	1,693.2
R1	1,697.8	1,697.8	1,691.2	1,702.1
PP	1,684.4	1,684.4	1,684.4	1,686.6
S1	1,675.8	1,675.8	1,687.2	1,680.1
S2	1,662.4	1,662.4	1,685.2
S3	1,640.4	1,653.8	1,683.2
S4	1,618.4	1,631.8	1,677.1

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	1,698.5	1,662.5	36.0	2.1%	23.4	1.4%	74%	False	False	112,614
10	1,699.2	1,662.5	36.7	2.2%	19.6	1.2%	73%	False	False	100,952
20	1,711.8	1,653.3	58.5	3.5%	21.4	1.3%	61%	False	False	108,263
40	1,720.8	1,632.5	88.3	5.2%	21.3	1.3%	64%	False	False	116,425
60	1,720.8	1,614.0	106.8	6.3%	19.9	1.2%	70%	False	False	102,880
80	1,720.8	1,532.2	188.6	11.2%	19.2	1.1%	83%	False	False	77,165
100	1,720.8	1,488.2	232.6	13.8%	20.3	1.2%	86%	False	False	61,740

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,786.5
2.618	1,750.6
1.618	1,728.6
1.000	1,715.0
0.618	1,706.6
HIGH	1,693.0
0.618	1,684.6
0.500	1,682.0
0.382	1,679.4
LOW	1,671.0
0.618	1,657.4
1.000	1,649.0
1.618	1,635.4
2.618	1,613.4
4.250	1,577.5

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	1,686.8	1,686.2
PP	1,684.4	1,683.2
S1	1,682.0	1,680.2

Download as Excel Spreadsheet

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

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