CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 1,466.2 1,488.4 22.2 1.5% 1,528.1
High 1,501.9 1,501.0 -0.9 -0.1% 1,533.4
Low 1,463.6 1,472.5 8.9 0.6% 1,463.6
Close 1,487.9 1,486.1 -1.8 -0.1% 1,486.1
Range 38.3 28.5 -9.8 -25.6% 69.8
ATR 34.4 34.0 -0.4 -1.2% 0.0
Volume 116,532 89,441 -27,091 -23.2% 551,378
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,572.0 1,557.6 1,501.8
R3 1,543.5 1,529.1 1,493.9
R2 1,515.0 1,515.0 1,491.3
R1 1,500.6 1,500.6 1,488.7 1,493.6
PP 1,486.5 1,486.5 1,486.5 1,483.0
S1 1,472.1 1,472.1 1,483.5 1,465.1
S2 1,458.0 1,458.0 1,480.9
S3 1,429.5 1,443.6 1,478.3
S4 1,401.0 1,415.1 1,470.4
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,703.8 1,664.7 1,524.5
R3 1,634.0 1,594.9 1,505.3
R2 1,564.2 1,564.2 1,498.9
R1 1,525.1 1,525.1 1,492.5 1,509.8
PP 1,494.4 1,494.4 1,494.4 1,486.7
S1 1,455.3 1,455.3 1,479.7 1,440.0
S2 1,424.6 1,424.6 1,473.3
S3 1,354.8 1,385.5 1,466.9
S4 1,285.0 1,315.7 1,447.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,533.4 1,463.6 69.8 4.7% 33.8 2.3% 32% False False 140,728
10 1,582.9 1,463.6 119.3 8.0% 36.4 2.4% 19% False False 157,983
20 1,589.2 1,457.4 131.8 8.9% 34.2 2.3% 22% False False 162,491
40 1,711.8 1,457.4 254.4 17.1% 35.2 2.4% 11% False False 172,243
60 1,750.6 1,457.4 293.2 19.7% 29.4 2.0% 10% False False 142,646
80 1,750.6 1,457.4 293.2 19.7% 26.0 1.8% 10% False False 106,994
100 1,750.6 1,457.4 293.2 19.7% 24.5 1.6% 10% False False 85,600
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,622.1
2.618 1,575.6
1.618 1,547.1
1.000 1,529.5
0.618 1,518.6
HIGH 1,501.0
0.618 1,490.1
0.500 1,486.8
0.382 1,483.4
LOW 1,472.5
0.618 1,454.9
1.000 1,444.0
1.618 1,426.4
2.618 1,397.9
4.250 1,351.4
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 1,486.8 1,485.0
PP 1,486.5 1,483.9
S1 1,486.3 1,482.8

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

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