CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 1,541.0 1,541.8 0.8 0.1% 1,553.1
High 1,556.5 1,542.8 -13.7 -0.9% 1,602.1
Low 1,532.8 1,500.2 -32.6 -2.1% 1,535.7
Close 1,542.2 1,531.2 -11.0 -0.7% 1,542.7
Range 23.7 42.6 18.9 79.7% 66.4
ATR 30.0 30.9 0.9 3.0% 0.0
Volume 127,969 196,436 68,467 53.5% 874,543
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 1,652.5 1,634.5 1,554.6
R3 1,609.9 1,591.9 1,542.9
R2 1,567.3 1,567.3 1,539.0
R1 1,549.3 1,549.3 1,535.1 1,537.0
PP 1,524.7 1,524.7 1,524.7 1,518.6
S1 1,506.7 1,506.7 1,527.3 1,494.4
S2 1,482.1 1,482.1 1,523.4
S3 1,439.5 1,464.1 1,519.5
S4 1,396.9 1,421.5 1,507.8
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 1,759.4 1,717.4 1,579.2
R3 1,693.0 1,651.0 1,561.0
R2 1,626.6 1,626.6 1,554.9
R1 1,584.6 1,584.6 1,548.8 1,572.4
PP 1,560.2 1,560.2 1,560.2 1,554.1
S1 1,518.2 1,518.2 1,536.6 1,506.0
S2 1,493.8 1,493.8 1,530.5
S3 1,427.4 1,451.8 1,524.4
S4 1,361.0 1,385.4 1,506.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,602.1 1,500.2 101.9 6.7% 34.5 2.3% 30% False True 161,594
10 1,629.5 1,500.2 129.3 8.4% 40.6 2.6% 24% False True 202,852
20 1,719.4 1,500.2 219.2 14.3% 32.8 2.1% 14% False True 173,568
40 1,750.6 1,500.2 250.4 16.4% 25.0 1.6% 12% False True 123,000
60 1,750.6 1,500.2 250.4 16.4% 22.3 1.5% 12% False True 82,012
80 1,750.6 1,500.2 250.4 16.4% 21.2 1.4% 12% False True 61,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,723.9
2.618 1,654.3
1.618 1,611.7
1.000 1,585.4
0.618 1,569.1
HIGH 1,542.8
0.618 1,526.5
0.500 1,521.5
0.382 1,516.5
LOW 1,500.2
0.618 1,473.9
1.000 1,457.6
1.618 1,431.3
2.618 1,388.7
4.250 1,319.2
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 1,528.0 1,537.8
PP 1,524.7 1,535.6
S1 1,521.5 1,533.4

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

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