CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 06-Nov-2018
Day Change Summary
Previous Current
05-Nov-2018 06-Nov-2018 Change Change % Previous Week
Open 1,548.9 1,549.6 0.7 0.0% 1,488.1
High 1,557.1 1,562.3 5.2 0.3% 1,559.7
Low 1,533.5 1,543.7 10.2 0.7% 1,460.7
Close 1,549.8 1,559.5 9.7 0.6% 1,549.6
Range 23.6 18.6 -5.0 -21.2% 99.0
ATR 34.1 33.0 -1.1 -3.2% 0.0
Volume 119,893 117,221 -2,672 -2.2% 932,426
Daily Pivots for day following 06-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,611.0 1,603.8 1,569.7
R3 1,592.4 1,585.2 1,564.6
R2 1,573.8 1,573.8 1,562.9
R1 1,566.6 1,566.6 1,561.2 1,570.2
PP 1,555.2 1,555.2 1,555.2 1,557.0
S1 1,548.0 1,548.0 1,557.8 1,551.6
S2 1,536.6 1,536.6 1,556.1
S3 1,518.0 1,529.4 1,554.4
S4 1,499.4 1,510.8 1,549.3
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,820.3 1,784.0 1,604.1
R3 1,721.3 1,685.0 1,576.8
R2 1,622.3 1,622.3 1,567.8
R1 1,586.0 1,586.0 1,558.7 1,604.2
PP 1,523.3 1,523.3 1,523.3 1,532.4
S1 1,487.0 1,487.0 1,540.5 1,505.2
S2 1,424.3 1,424.3 1,531.5
S3 1,325.3 1,388.0 1,522.4
S4 1,226.3 1,289.0 1,495.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,562.3 1,508.5 53.8 3.4% 25.2 1.6% 95% True False 157,333
10 1,562.3 1,457.4 104.9 6.7% 37.5 2.4% 97% True False 178,335
20 1,629.5 1,457.4 172.1 11.0% 39.0 2.5% 59% False False 190,593
40 1,733.1 1,457.4 275.7 17.7% 30.1 1.9% 37% False False 167,226
60 1,750.6 1,457.4 293.2 18.8% 25.6 1.6% 35% False False 111,731
80 1,750.6 1,457.4 293.2 18.8% 23.7 1.5% 35% False False 83,805
100 1,750.6 1,457.4 293.2 18.8% 22.9 1.5% 35% False False 67,046
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,641.4
2.618 1,611.0
1.618 1,592.4
1.000 1,580.9
0.618 1,573.8
HIGH 1,562.3
0.618 1,555.2
0.500 1,553.0
0.382 1,550.8
LOW 1,543.7
0.618 1,532.2
1.000 1,525.1
1.618 1,513.6
2.618 1,495.0
4.250 1,464.7
Fisher Pivots for day following 06-Nov-2018
Pivot 1 day 3 day
R1 1,557.3 1,555.6
PP 1,555.2 1,551.8
S1 1,553.0 1,547.9

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

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