CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 1,490.0 1,498.9 8.9 0.6% 1,528.1
High 1,512.2 1,511.0 -1.2 -0.1% 1,533.4
Low 1,486.2 1,490.6 4.4 0.3% 1,463.6
Close 1,503.5 1,493.7 -9.8 -0.7% 1,486.1
Range 26.0 20.4 -5.6 -21.5% 69.8
ATR 33.4 32.5 -0.9 -2.8% 0.0
Volume 120,977 123,860 2,883 2.4% 551,378
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,559.6 1,547.1 1,504.9
R3 1,539.2 1,526.7 1,499.3
R2 1,518.8 1,518.8 1,497.4
R1 1,506.3 1,506.3 1,495.6 1,502.4
PP 1,498.4 1,498.4 1,498.4 1,496.5
S1 1,485.9 1,485.9 1,491.8 1,482.0
S2 1,478.0 1,478.0 1,490.0
S3 1,457.6 1,465.5 1,488.1
S4 1,437.2 1,445.1 1,482.5
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 1,512.2 1,463.6 48.6 3.3% 30.2 2.0% 62% False False 128,587
10 1,540.7 1,463.6 77.1 5.2% 32.2 2.2% 39% False False 148,899
20 1,589.2 1,463.6 125.6 8.4% 31.3 2.1% 24% False False 153,965
40 1,682.3 1,457.4 224.9 15.1% 34.9 2.3% 16% False False 171,069
60 1,750.6 1,457.4 293.2 19.6% 29.7 2.0% 12% False False 146,724
80 1,750.6 1,457.4 293.2 19.6% 26.0 1.7% 12% False False 110,054
100 1,750.6 1,457.4 293.2 19.6% 24.5 1.6% 12% False False 88,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,597.7
2.618 1,564.4
1.618 1,544.0
1.000 1,531.4
0.618 1,523.6
HIGH 1,511.0
0.618 1,503.2
0.500 1,500.8
0.382 1,498.4
LOW 1,490.6
0.618 1,478.0
1.000 1,470.2
1.618 1,457.6
2.618 1,437.2
4.250 1,403.9
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 1,500.8 1,493.3
PP 1,498.4 1,492.8
S1 1,496.1 1,492.4

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

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