CME E-mini Russell 2000 Index Futures September 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 1,488.0 1,466.4 -21.6 -1.5% 1,469.0
High 1,494.7 1,483.0 -11.7 -0.8% 1,507.5
Low 1,460.3 1,456.2 -4.1 -0.3% 1,453.7
Close 1,462.4 1,481.1 18.7 1.3% 1,462.4
Range 34.4 26.8 -7.6 -22.1% 53.8
ATR 42.9 41.8 -1.2 -2.7% 0.0
Volume 167,883 118,401 -49,482 -29.5% 797,476
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 1,553.8 1,544.3 1,495.8
R3 1,527.0 1,517.5 1,488.5
R2 1,500.2 1,500.2 1,486.0
R1 1,490.7 1,490.7 1,483.6 1,495.5
PP 1,473.4 1,473.4 1,473.4 1,475.8
S1 1,463.9 1,463.9 1,478.6 1,468.7
S2 1,446.6 1,446.6 1,476.2
S3 1,419.8 1,437.1 1,473.7
S4 1,393.0 1,410.3 1,466.4
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1,635.9 1,603.0 1,492.0
R3 1,582.1 1,549.2 1,477.2
R2 1,528.3 1,528.3 1,472.3
R1 1,495.4 1,495.4 1,467.3 1,485.0
PP 1,474.5 1,474.5 1,474.5 1,469.3
S1 1,441.6 1,441.6 1,457.5 1,431.2
S2 1,420.7 1,420.7 1,452.5
S3 1,366.9 1,387.8 1,447.6
S4 1,313.1 1,334.0 1,432.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,507.5 1,456.2 51.3 3.5% 32.0 2.2% 49% False True 154,872
10 1,507.5 1,390.3 117.2 7.9% 32.0 2.2% 77% False False 175,989
20 1,507.5 1,359.6 147.9 10.0% 39.1 2.6% 82% False False 185,856
40 1,536.2 1,314.5 221.7 15.0% 48.9 3.3% 75% False False 158,259
60 1,536.2 1,173.1 363.1 24.5% 49.3 3.3% 85% False False 105,570
80 1,536.2 1,030.4 505.8 34.2% 51.1 3.4% 89% False False 79,257
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 True
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,596.9
2.618 1,553.2
1.618 1,526.4
1.000 1,509.8
0.618 1,499.6
HIGH 1,483.0
0.618 1,472.8
0.500 1,469.6
0.382 1,466.4
LOW 1,456.2
0.618 1,439.6
1.000 1,429.4
1.618 1,412.8
2.618 1,386.0
4.250 1,342.3
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 1,477.3 1,481.9
PP 1,473.4 1,481.6
S1 1,469.6 1,481.4

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

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