CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 29-Oct-2020

Day Change Summary
	Previous	Current
	28-Oct-2020	29-Oct-2020	Change	Change %	Previous Week
Open	1,577.6	1,544.4	-33.2	-2.1%	1,630.6
High	1,579.4	1,565.0	-14.4	-0.9%	1,648.4
Low	1,537.2	1,523.0	-14.2	-0.9%	1,587.7
Close	1,539.2	1,558.4	19.2	1.2%	1,635.6
Range	42.2	42.0	-0.2	-0.5%	60.7
ATR	37.4	37.8	0.3	0.9%	0.0
Volume	212,359	182,327	-30,032	-14.1%	708,291

Daily Pivots for day following 29-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,674.8	1,658.6	1,581.5
R3	1,632.8	1,616.6	1,570.0
R2	1,590.8	1,590.8	1,566.1
R1	1,574.6	1,574.6	1,562.3	1,582.7
PP	1,548.8	1,548.8	1,548.8	1,552.9
S1	1,532.6	1,532.6	1,554.6	1,540.7
S2	1,506.8	1,506.8	1,550.7
S3	1,464.8	1,490.6	1,546.9
S4	1,422.8	1,448.6	1,535.3

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,806.0	1,781.5	1,669.0
R3	1,745.3	1,720.8	1,652.3
R2	1,684.6	1,684.6	1,646.7
R1	1,660.1	1,660.1	1,641.2	1,672.4
PP	1,623.9	1,623.9	1,623.9	1,630.0
S1	1,599.4	1,599.4	1,630.0	1,611.7
S2	1,563.2	1,563.2	1,624.5
S3	1,502.5	1,538.7	1,618.9
S4	1,441.8	1,478.0	1,602.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,641.7	1,523.0	118.7	7.6%	38.8	2.5%	30%	False	True	162,699
10	1,648.4	1,523.0	125.4	8.0%	35.9	2.3%	28%	False	True	154,106
20	1,651.7	1,490.7	161.0	10.3%	36.2	2.3%	42%	False	False	170,217
40	1,651.7	1,426.2	225.5	14.5%	40.4	2.6%	59%	False	False	161,882
60	1,651.7	1,426.2	225.5	14.5%	35.0	2.2%	59%	False	False	107,968
80	1,651.7	1,372.2	279.5	17.9%	34.4	2.2%	67%	False	False	80,986

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	11.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,743.5
2.618	1,675.0
1.618	1,633.0
1.000	1,607.0
0.618	1,591.0
HIGH	1,565.0
0.618	1,549.0
0.500	1,544.0
0.382	1,539.0
LOW	1,523.0
0.618	1,497.0
1.000	1,481.0
1.618	1,455.0
2.618	1,413.0
4.250	1,344.5

Fisher Pivots for day following 29-Oct-2020
Pivot	1 day	3 day
R1	1,553.6	1,567.3
PP	1,548.8	1,564.3
S1	1,544.0	1,561.4

Download as Excel Spreadsheet

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

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