CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 16-Oct-2018
Day Change Summary
Previous Current
15-Oct-2018 16-Oct-2018 Change Change % Previous Week
Open 1,553.1 1,550.0 -3.1 -0.2% 1,640.8
High 1,565.0 1,601.8 36.8 2.4% 1,642.5
Low 1,535.7 1,548.5 12.8 0.8% 1,530.7
Close 1,550.7 1,600.7 50.0 3.2% 1,549.4
Range 29.3 53.3 24.0 81.9% 111.8
ATR 27.3 29.2 1.9 6.8% 0.0
Volume 193,762 197,212 3,450 1.8% 1,089,278
Daily Pivots for day following 16-Oct-2018
Classic Woodie Camarilla DeMark
R4 1,743.6 1,725.4 1,630.0
R3 1,690.3 1,672.1 1,615.4
R2 1,637.0 1,637.0 1,610.5
R1 1,618.8 1,618.8 1,605.6 1,627.9
PP 1,583.7 1,583.7 1,583.7 1,588.2
S1 1,565.5 1,565.5 1,595.8 1,574.6
S2 1,530.4 1,530.4 1,590.9
S3 1,477.1 1,512.2 1,586.0
S4 1,423.8 1,458.9 1,571.4
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 1,909.6 1,841.3 1,610.9
R3 1,797.8 1,729.5 1,580.1
R2 1,686.0 1,686.0 1,569.9
R1 1,617.7 1,617.7 1,559.6 1,596.0
PP 1,574.2 1,574.2 1,574.2 1,563.3
S1 1,505.9 1,505.9 1,539.2 1,484.2
S2 1,462.4 1,462.4 1,528.9
S3 1,350.6 1,394.1 1,518.7
S4 1,238.8 1,282.3 1,487.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,629.5 1,530.7 98.8 6.2% 46.6 2.9% 71% False False 244,109
10 1,682.3 1,530.7 151.6 9.5% 36.5 2.3% 46% False False 200,338
20 1,731.3 1,530.7 200.6 12.5% 28.4 1.8% 35% False False 165,242
40 1,750.6 1,530.7 219.9 13.7% 22.5 1.4% 32% False False 102,812
60 1,750.6 1,530.7 219.9 13.7% 21.4 1.3% 32% False False 68,550
80 1,750.6 1,530.7 219.9 13.7% 20.5 1.3% 32% False False 51,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,828.3
2.618 1,741.3
1.618 1,688.0
1.000 1,655.1
0.618 1,634.7
HIGH 1,601.8
0.618 1,581.4
0.500 1,575.2
0.382 1,568.9
LOW 1,548.5
0.618 1,515.6
1.000 1,495.2
1.618 1,462.3
2.618 1,409.0
4.250 1,322.0
Fisher Pivots for day following 16-Oct-2018
Pivot 1 day 3 day
R1 1,592.2 1,589.2
PP 1,583.7 1,577.7
S1 1,575.2 1,566.3

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

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