CME E-mini Russell 2000 Index Futures September 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 1,214.4 1,184.0 -30.4 -2.5% 1,083.0
High 1,214.4 1,204.8 -9.6 -0.8% 1,249.1
Low 1,169.6 1,148.0 -21.6 -1.8% 1,076.0
Close 1,181.5 1,172.6 -8.9 -0.8% 1,242.6
Range 44.8 56.8 12.0 26.8% 173.1
ATR 71.4 70.4 -1.0 -1.5% 0.0
Volume 172 477 305 177.3% 2,202
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 1,345.5 1,315.9 1,203.8
R3 1,288.7 1,259.1 1,188.2
R2 1,231.9 1,231.9 1,183.0
R1 1,202.3 1,202.3 1,177.8 1,188.7
PP 1,175.1 1,175.1 1,175.1 1,168.4
S1 1,145.5 1,145.5 1,167.4 1,131.9
S2 1,118.3 1,118.3 1,162.2
S3 1,061.5 1,088.7 1,157.0
S4 1,004.7 1,031.9 1,141.4
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 1,708.5 1,648.7 1,337.8
R3 1,535.4 1,475.6 1,290.2
R2 1,362.3 1,362.3 1,274.3
R1 1,302.5 1,302.5 1,258.5 1,332.4
PP 1,189.2 1,189.2 1,189.2 1,204.2
S1 1,129.4 1,129.4 1,226.7 1,159.3
S2 1,016.1 1,016.1 1,210.9
S3 843.0 956.3 1,195.0
S4 669.9 783.2 1,147.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,262.2 1,148.0 114.2 9.7% 57.0 4.9% 22% False True 415
10 1,262.2 1,030.4 231.8 19.8% 60.2 5.1% 61% False False 362
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 13.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,446.2
2.618 1,353.5
1.618 1,296.7
1.000 1,261.6
0.618 1,239.9
HIGH 1,204.8
0.618 1,183.1
0.500 1,176.4
0.382 1,169.7
LOW 1,148.0
0.618 1,112.9
1.000 1,091.2
1.618 1,056.1
2.618 999.3
4.250 906.6
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 1,176.4 1,199.7
PP 1,175.1 1,190.6
S1 1,173.9 1,181.6

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

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