CME E-mini Russell 2000 Index Futures September 2020

Trading Metrics calculated at close of trading on 25-Jun-2020

Day Change Summary
	Previous	Current
	24-Jun-2020	25-Jun-2020	Change	Change %	Previous Week
Open	1,432.9	1,394.7	-38.2	-2.7%	1,355.7
High	1,441.7	1,413.4	-28.3	-2.0%	1,481.6
Low	1,368.1	1,363.6	-4.5	-0.3%	1,314.5
Close	1,396.4	1,409.8	13.4	1.0%	1,401.9
Range	73.6	49.8	-23.8	-32.3%	167.1
ATR	59.8	59.1	-0.7	-1.2%	0.0
Volume	217,238	201,411	-15,827	-7.3%	1,247,234

Daily Pivots for day following 25-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,545.0	1,527.2	1,437.2
R3	1,495.2	1,477.4	1,423.5
R2	1,445.4	1,445.4	1,418.9
R1	1,427.6	1,427.6	1,414.4	1,436.5
PP	1,395.6	1,395.6	1,395.6	1,400.1
S1	1,377.8	1,377.8	1,405.2	1,386.7
S2	1,345.8	1,345.8	1,400.7
S3	1,296.0	1,328.0	1,396.1
S4	1,246.2	1,278.2	1,382.4

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,900.6	1,818.4	1,493.8
R3	1,733.5	1,651.3	1,447.9
R2	1,566.4	1,566.4	1,432.5
R1	1,484.2	1,484.2	1,417.2	1,525.3
PP	1,399.3	1,399.3	1,399.3	1,419.9
S1	1,317.1	1,317.1	1,386.6	1,358.2
S2	1,232.2	1,232.2	1,371.3
S3	1,065.1	1,150.0	1,355.9
S4	898.0	982.9	1,310.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,459.5	1,363.6	95.9	6.8%	57.1	4.1%	48%	False	True	179,849
10	1,481.6	1,314.5	167.1	11.9%	62.4	4.4%	57%	False	False	226,450
20	1,536.2	1,314.5	221.7	15.7%	58.4	4.1%	43%	False	False	118,374
40	1,536.2	1,173.1	363.1	25.8%	55.1	3.9%	65%	False	False	59,289
60	1,536.2	1,030.4	505.8	35.9%	55.4	3.9%	75%	False	False	39,620

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	18.1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,625.1
2.618	1,543.8
1.618	1,494.0
1.000	1,463.2
0.618	1,444.2
HIGH	1,413.4
0.618	1,394.4
0.500	1,388.5
0.382	1,382.6
LOW	1,363.6
0.618	1,332.8
1.000	1,313.8
1.618	1,283.0
2.618	1,233.2
4.250	1,152.0

Fisher Pivots for day following 25-Jun-2020
Pivot	1 day	3 day
R1	1,402.7	1,411.6
PP	1,395.6	1,411.0
S1	1,388.5	1,410.4

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