CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 09-Nov-2018
Day Change Summary
Previous Current
08-Nov-2018 09-Nov-2018 Change Change % Previous Week
Open 1,584.0 1,580.2 -3.8 -0.2% 1,548.9
High 1,589.2 1,582.9 -6.3 -0.4% 1,589.2
Low 1,573.5 1,539.1 -34.4 -2.2% 1,533.5
Close 1,582.1 1,551.7 -30.4 -1.9% 1,551.7
Range 15.7 43.8 28.1 179.0% 55.7
ATR 31.9 32.7 0.9 2.7% 0.0
Volume 116,226 157,203 40,977 35.3% 669,969
Daily Pivots for day following 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,689.3 1,664.3 1,575.8
R3 1,645.5 1,620.5 1,563.7
R2 1,601.7 1,601.7 1,559.7
R1 1,576.7 1,576.7 1,555.7 1,567.3
PP 1,557.9 1,557.9 1,557.9 1,553.2
S1 1,532.9 1,532.9 1,547.7 1,523.5
S2 1,514.1 1,514.1 1,543.7
S3 1,470.3 1,489.1 1,539.7
S4 1,426.5 1,445.3 1,527.6
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,725.2 1,694.2 1,582.3
R3 1,669.5 1,638.5 1,567.0
R2 1,613.8 1,613.8 1,561.9
R1 1,582.8 1,582.8 1,556.8 1,598.3
PP 1,558.1 1,558.1 1,558.1 1,565.9
S1 1,527.1 1,527.1 1,546.6 1,542.6
S2 1,502.4 1,502.4 1,541.5
S3 1,446.7 1,471.4 1,536.4
S4 1,391.0 1,415.7 1,521.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,589.2 1,533.5 55.7 3.6% 27.4 1.8% 33% False False 133,993
10 1,589.2 1,460.7 128.5 8.3% 31.6 2.0% 71% False False 160,239
20 1,602.1 1,457.4 144.7 9.3% 36.3 2.3% 65% False False 170,757
40 1,731.3 1,457.4 273.9 17.7% 31.3 2.0% 34% False False 170,765
60 1,750.6 1,457.4 293.2 18.9% 26.2 1.7% 32% False False 118,945
80 1,750.6 1,457.4 293.2 18.9% 24.4 1.6% 32% False False 89,216
100 1,750.6 1,457.4 293.2 18.9% 23.3 1.5% 32% False False 71,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,769.1
2.618 1,697.6
1.618 1,653.8
1.000 1,626.7
0.618 1,610.0
HIGH 1,582.9
0.618 1,566.2
0.500 1,561.0
0.382 1,555.8
LOW 1,539.1
0.618 1,512.0
1.000 1,495.3
1.618 1,468.2
2.618 1,424.4
4.250 1,353.0
Fisher Pivots for day following 09-Nov-2018
Pivot 1 day 3 day
R1 1,561.0 1,564.2
PP 1,557.9 1,560.0
S1 1,554.8 1,555.9

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

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