CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 1,520.3 1,501.6 -18.7 -1.2% 1,548.9
High 1,534.4 1,528.7 -5.7 -0.4% 1,589.2
Low 1,494.0 1,490.2 -3.8 -0.3% 1,533.5
Close 1,499.8 1,527.4 27.6 1.8% 1,551.7
Range 40.4 38.5 -1.9 -4.7% 55.7
ATR 33.7 34.0 0.3 1.0% 0.0
Volume 184,018 191,882 7,864 4.3% 669,969
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,630.9 1,617.7 1,548.6
R3 1,592.4 1,579.2 1,538.0
R2 1,553.9 1,553.9 1,534.5
R1 1,540.7 1,540.7 1,530.9 1,547.3
PP 1,515.4 1,515.4 1,515.4 1,518.8
S1 1,502.2 1,502.2 1,523.9 1,508.8
S2 1,476.9 1,476.9 1,520.3
S3 1,438.4 1,463.7 1,516.8
S4 1,399.9 1,425.2 1,506.2
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 1,582.9 1,490.2 92.7 6.1% 38.9 2.5% 40% False True 175,239
10 1,589.2 1,490.2 99.0 6.5% 31.3 2.0% 38% False True 157,533
20 1,589.2 1,457.4 131.8 8.6% 36.2 2.4% 53% False False 170,883
40 1,731.3 1,457.4 273.9 17.9% 33.0 2.2% 26% False False 167,775
60 1,750.6 1,457.4 293.2 19.2% 27.5 1.8% 24% False False 130,925
80 1,750.6 1,457.4 293.2 19.2% 25.4 1.7% 24% False False 98,201
100 1,750.6 1,457.4 293.2 19.2% 23.8 1.6% 24% False False 78,564
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 7.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,692.3
2.618 1,629.5
1.618 1,591.0
1.000 1,567.2
0.618 1,552.5
HIGH 1,528.7
0.618 1,514.0
0.500 1,509.5
0.382 1,504.9
LOW 1,490.2
0.618 1,466.4
1.000 1,451.7
1.618 1,427.9
2.618 1,389.4
4.250 1,326.6
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 1,521.4 1,523.4
PP 1,515.4 1,519.4
S1 1,509.5 1,515.5

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

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