CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 1,627.1 1,567.7 -59.4 -3.7% 1,703.7
High 1,629.5 1,586.0 -43.5 -2.7% 1,711.8
Low 1,565.9 1,544.4 -21.5 -1.4% 1,620.4
Close 1,570.5 1,553.7 -16.8 -1.1% 1,639.4
Range 63.6 41.6 -22.0 -34.6% 91.4
ATR 24.6 25.8 1.2 5.0% 0.0
Volume 250,682 315,939 65,257 26.0% 829,124
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 1,686.2 1,661.5 1,576.6
R3 1,644.6 1,619.9 1,565.1
R2 1,603.0 1,603.0 1,561.3
R1 1,578.3 1,578.3 1,557.5 1,569.9
PP 1,561.4 1,561.4 1,561.4 1,557.1
S1 1,536.7 1,536.7 1,549.9 1,528.3
S2 1,519.8 1,519.8 1,546.1
S3 1,478.2 1,495.1 1,542.3
S4 1,436.6 1,453.5 1,530.8
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1,931.4 1,876.8 1,689.7
R3 1,840.0 1,785.4 1,664.5
R2 1,748.6 1,748.6 1,656.2
R1 1,694.0 1,694.0 1,647.8 1,675.6
PP 1,657.2 1,657.2 1,657.2 1,648.0
S1 1,602.6 1,602.6 1,631.0 1,584.2
S2 1,565.8 1,565.8 1,622.6
S3 1,474.4 1,511.2 1,614.3
S4 1,383.0 1,419.8 1,589.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,657.6 1,544.4 113.2 7.3% 36.7 2.4% 8% False True 205,710
10 1,711.8 1,544.4 167.4 10.8% 31.9 2.1% 6% False True 178,899
20 1,733.1 1,544.4 188.7 12.1% 24.8 1.6% 5% False True 167,536
40 1,750.6 1,544.4 206.2 13.3% 20.5 1.3% 5% False True 86,465
60 1,750.6 1,544.4 206.2 13.3% 19.9 1.3% 5% False True 57,652
80 1,750.6 1,544.4 206.2 13.3% 19.7 1.3% 5% False True 43,241
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,762.8
2.618 1,694.9
1.618 1,653.3
1.000 1,627.6
0.618 1,611.7
HIGH 1,586.0
0.618 1,570.1
0.500 1,565.2
0.382 1,560.3
LOW 1,544.4
0.618 1,518.7
1.000 1,502.8
1.618 1,477.1
2.618 1,435.5
4.250 1,367.6
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 1,565.2 1,592.9
PP 1,561.4 1,579.8
S1 1,557.5 1,566.8

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

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