CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 1,610.3 1,632.5 22.2 1.4% 1,544.8
High 1,633.7 1,644.6 10.9 0.7% 1,644.6
Low 1,609.6 1,625.7 16.1 1.0% 1,536.9
Close 1,626.7 1,637.7 11.0 0.7% 1,637.7
Range 24.1 18.9 -5.2 -21.6% 107.7
ATR 40.7 39.2 -1.6 -3.8% 0.0
Volume 166,525 184,019 17,494 10.5% 972,933
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,692.7 1,684.1 1,648.1
R3 1,673.8 1,665.2 1,642.9
R2 1,654.9 1,654.9 1,641.2
R1 1,646.3 1,646.3 1,639.4 1,650.6
PP 1,636.0 1,636.0 1,636.0 1,638.2
S1 1,627.4 1,627.4 1,636.0 1,631.7
S2 1,617.1 1,617.1 1,634.2
S3 1,598.2 1,608.5 1,632.5
S4 1,579.3 1,589.6 1,627.3
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,929.5 1,891.3 1,696.9
R3 1,821.8 1,783.6 1,667.3
R2 1,714.1 1,714.1 1,657.4
R1 1,675.9 1,675.9 1,647.6 1,695.0
PP 1,606.4 1,606.4 1,606.4 1,616.0
S1 1,568.2 1,568.2 1,627.8 1,587.3
S2 1,498.7 1,498.7 1,618.0
S3 1,391.0 1,460.5 1,608.1
S4 1,283.3 1,352.8 1,578.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,644.6 1,536.9 107.7 6.6% 38.0 2.3% 94% True False 194,586
10 1,644.6 1,468.5 176.1 10.8% 38.4 2.3% 96% True False 187,251
20 1,644.6 1,426.2 218.4 13.3% 40.4 2.5% 97% True False 195,642
40 1,644.6 1,426.2 218.4 13.3% 36.5 2.2% 97% True False 106,418
60 1,644.6 1,426.2 218.4 13.3% 33.5 2.0% 97% True False 70,962
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1,724.9
2.618 1,694.1
1.618 1,675.2
1.000 1,663.5
0.618 1,656.3
HIGH 1,644.6
0.618 1,637.4
0.500 1,635.2
0.382 1,632.9
LOW 1,625.7
0.618 1,614.0
1.000 1,606.8
1.618 1,595.1
2.618 1,576.2
4.250 1,545.4
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 1,636.9 1,626.6
PP 1,636.0 1,615.5
S1 1,635.2 1,604.4

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

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