CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 1,633.2 1,620.6 -12.6 -0.8% 1,544.8
High 1,647.1 1,639.9 -7.2 -0.4% 1,644.6
Low 1,616.3 1,595.5 -20.8 -1.3% 1,536.9
Close 1,619.5 1,635.4 15.9 1.0% 1,637.7
Range 30.8 44.4 13.6 44.2% 107.7
ATR 36.7 37.3 0.5 1.5% 0.0
Volume 164,696 184,127 19,431 11.8% 972,933
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,756.8 1,740.5 1,659.8
R3 1,712.4 1,696.1 1,647.6
R2 1,668.0 1,668.0 1,643.5
R1 1,651.7 1,651.7 1,639.5 1,659.9
PP 1,623.6 1,623.6 1,623.6 1,627.7
S1 1,607.3 1,607.3 1,631.3 1,615.5
S2 1,579.2 1,579.2 1,627.3
S3 1,534.8 1,562.9 1,623.2
S4 1,490.4 1,518.5 1,611.0
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 1,651.7 1,595.5 56.2 3.4% 28.6 1.8% 71% False True 172,748
10 1,651.7 1,490.7 161.0 9.8% 36.6 2.2% 90% False False 186,328
20 1,651.7 1,426.2 225.5 13.8% 39.9 2.4% 93% False False 185,352
40 1,651.7 1,426.2 225.5 13.8% 37.5 2.3% 93% False False 123,395
60 1,651.7 1,426.2 225.5 13.8% 34.2 2.1% 93% False False 82,289
80 1,651.7 1,357.5 294.2 18.0% 35.5 2.2% 94% False False 61,730
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 8.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,828.6
2.618 1,756.1
1.618 1,711.7
1.000 1,684.3
0.618 1,667.3
HIGH 1,639.9
0.618 1,622.9
0.500 1,617.7
0.382 1,612.5
LOW 1,595.5
0.618 1,568.1
1.000 1,551.1
1.618 1,523.7
2.618 1,479.3
4.250 1,406.8
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 1,629.5 1,631.3
PP 1,623.6 1,627.1
S1 1,617.7 1,623.0

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

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