CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 1,528.1 1,501.8 -26.3 -1.7% 1,552.4
High 1,533.4 1,501.8 -31.6 -2.1% 1,561.9
Low 1,492.0 1,464.1 -27.9 -1.9% 1,490.2
Close 1,500.4 1,466.9 -33.5 -2.2% 1,531.5
Range 41.4 37.7 -3.7 -8.9% 71.7
ATR 33.8 34.1 0.3 0.8% 0.0
Volume 153,277 192,128 38,851 25.3% 871,258
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,590.7 1,566.5 1,487.6
R3 1,553.0 1,528.8 1,477.3
R2 1,515.3 1,515.3 1,473.8
R1 1,491.1 1,491.1 1,470.4 1,484.4
PP 1,477.6 1,477.6 1,477.6 1,474.2
S1 1,453.4 1,453.4 1,463.4 1,446.7
S2 1,439.9 1,439.9 1,460.0
S3 1,402.2 1,415.7 1,456.5
S4 1,364.5 1,378.0 1,446.2
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,743.0 1,708.9 1,570.9
R3 1,671.3 1,637.2 1,551.2
R2 1,599.6 1,599.6 1,544.6
R1 1,565.5 1,565.5 1,538.1 1,546.7
PP 1,527.9 1,527.9 1,527.9 1,518.5
S1 1,493.8 1,493.8 1,524.9 1,475.0
S2 1,456.2 1,456.2 1,518.4
S3 1,384.5 1,422.1 1,511.8
S4 1,312.8 1,350.4 1,492.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,534.4 1,464.1 70.3 4.8% 36.2 2.5% 4% False True 174,713
10 1,589.2 1,464.1 125.1 8.5% 34.8 2.4% 2% False True 164,951
20 1,589.2 1,457.4 131.8 9.0% 36.2 2.5% 7% False False 171,643
40 1,719.4 1,457.4 262.0 17.9% 34.5 2.3% 4% False False 172,606
60 1,750.6 1,457.4 293.2 20.0% 28.7 2.0% 3% False False 139,214
80 1,750.6 1,457.4 293.2 20.0% 25.7 1.8% 3% False False 104,420
100 1,750.6 1,457.4 293.2 20.0% 24.2 1.7% 3% False False 83,540
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 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,662.0
2.618 1,600.5
1.618 1,562.8
1.000 1,539.5
0.618 1,525.1
HIGH 1,501.8
0.618 1,487.4
0.500 1,483.0
0.382 1,478.5
LOW 1,464.1
0.618 1,440.8
1.000 1,426.4
1.618 1,403.1
2.618 1,365.4
4.250 1,303.9
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 1,483.0 1,498.8
PP 1,477.6 1,488.1
S1 1,472.3 1,477.5

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

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