CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 1,488.4 1,490.0 1.6 0.1% 1,528.1
High 1,501.0 1,512.2 11.2 0.7% 1,533.4
Low 1,472.5 1,486.2 13.7 0.9% 1,463.6
Close 1,486.1 1,503.5 17.4 1.2% 1,486.1
Range 28.5 26.0 -2.5 -8.8% 69.8
ATR 34.0 33.4 -0.6 -1.7% 0.0
Volume 89,441 120,977 31,536 35.3% 551,378
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,578.6 1,567.1 1,517.8
R3 1,552.6 1,541.1 1,510.7
R2 1,526.6 1,526.6 1,508.3
R1 1,515.1 1,515.1 1,505.9 1,520.9
PP 1,500.6 1,500.6 1,500.6 1,503.5
S1 1,489.1 1,489.1 1,501.1 1,494.9
S2 1,474.6 1,474.6 1,498.7
S3 1,448.6 1,463.1 1,496.4
S4 1,422.6 1,437.1 1,489.2
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 4.6% 34.4 2.3% 57% False False 134,471
10 1,561.9 1,463.6 98.3 6.5% 34.6 2.3% 41% False False 154,361
20 1,589.2 1,460.7 128.5 8.5% 33.1 2.2% 33% False False 157,300
40 1,711.8 1,457.4 254.4 16.9% 35.4 2.4% 18% False False 171,929
60 1,750.6 1,457.4 293.2 19.5% 29.6 2.0% 16% False False 144,661
80 1,750.6 1,457.4 293.2 19.5% 26.0 1.7% 16% False False 108,506
100 1,750.6 1,457.4 293.2 19.5% 24.5 1.6% 16% False False 86,809
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 7.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,622.7
2.618 1,580.3
1.618 1,554.3
1.000 1,538.2
0.618 1,528.3
HIGH 1,512.2
0.618 1,502.3
0.500 1,499.2
0.382 1,496.1
LOW 1,486.2
0.618 1,470.1
1.000 1,460.2
1.618 1,444.1
2.618 1,418.1
4.250 1,375.7
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 1,502.1 1,498.3
PP 1,500.6 1,493.1
S1 1,499.2 1,487.9

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

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