CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	1,715.4	1,715.3	-0.1	0.0%	1,715.2
High	1,724.6	1,728.2	3.6	0.2%	1,728.2
Low	1,711.2	1,712.6	1.4	0.1%	1,702.1
Close	1,715.0	1,723.7	8.7	0.5%	1,723.7
Range	13.4	15.6	2.2	16.4%	26.1
ATR	18.1	17.9	-0.2	-1.0%	0.0
Volume	161,747	175,152	13,405	8.3%	692,143

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,768.3	1,761.6	1,732.3
R3	1,752.7	1,746.0	1,728.0
R2	1,737.1	1,737.1	1,726.6
R1	1,730.4	1,730.4	1,725.1	1,733.8
PP	1,721.5	1,721.5	1,721.5	1,723.2
S1	1,714.8	1,714.8	1,722.3	1,718.2
S2	1,705.9	1,705.9	1,720.8
S3	1,690.3	1,699.2	1,719.4
S4	1,674.7	1,683.6	1,715.1

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,796.3	1,786.1	1,738.1
R3	1,770.2	1,760.0	1,730.9
R2	1,744.1	1,744.1	1,728.5
R1	1,733.9	1,733.9	1,726.1	1,739.0
PP	1,718.0	1,718.0	1,718.0	1,720.6
S1	1,707.8	1,707.8	1,721.3	1,712.9
S2	1,691.9	1,691.9	1,718.9
S3	1,665.8	1,681.7	1,716.5
S4	1,639.7	1,655.6	1,709.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,728.2	1,702.1	26.1	1.5%	15.8	0.9%	83%	True	False	138,428
10	1,746.3	1,702.1	44.2	2.6%	18.3	1.1%	49%	False	False	131,546
20	1,746.3	1,680.3	66.0	3.8%	17.0	1.0%	66%	False	False	109,775
40	1,746.3	1,653.3	93.0	5.4%	19.2	1.1%	76%	False	False	109,019
60	1,746.3	1,632.5	113.8	6.6%	19.8	1.2%	80%	False	False	114,208
80	1,746.3	1,614.0	132.3	7.7%	19.2	1.1%	83%	False	False	104,604
100	1,746.3	1,532.2	214.1	12.4%	18.8	1.1%	89%	False	False	83,687
120	1,746.3	1,488.2	258.1	15.0%	19.7	1.1%	91%	False	False	69,746

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	4.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,794.5
2.618	1,769.0
1.618	1,753.4
1.000	1,743.8
0.618	1,737.8
HIGH	1,728.2
0.618	1,722.2
0.500	1,720.4
0.382	1,718.6
LOW	1,712.6
0.618	1,703.0
1.000	1,697.0
1.618	1,687.4
2.618	1,671.8
4.250	1,646.3

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	1,722.6	1,720.9
PP	1,721.5	1,718.0
S1	1,720.4	1,715.2

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