CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 1,525.5 1,526.6 1.1 0.1% 1,490.0
High 1,535.3 1,536.6 1.3 0.1% 1,536.6
Low 1,512.2 1,518.0 5.8 0.4% 1,484.2
Close 1,527.5 1,534.6 7.1 0.5% 1,534.6
Range 23.1 18.6 -4.5 -19.5% 52.4
ATR 32.8 31.8 -1.0 -3.1% 0.0
Volume 126,902 139,832 12,930 10.2% 671,269
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,585.5 1,578.7 1,544.8
R3 1,566.9 1,560.1 1,539.7
R2 1,548.3 1,548.3 1,538.0
R1 1,541.5 1,541.5 1,536.3 1,544.9
PP 1,529.7 1,529.7 1,529.7 1,531.5
S1 1,522.9 1,522.9 1,532.9 1,526.3
S2 1,511.1 1,511.1 1,531.2
S3 1,492.5 1,504.3 1,529.5
S4 1,473.9 1,485.7 1,524.4
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,675.7 1,657.5 1,563.4
R3 1,623.3 1,605.1 1,549.0
R2 1,570.9 1,570.9 1,544.2
R1 1,552.7 1,552.7 1,539.4 1,561.8
PP 1,518.5 1,518.5 1,518.5 1,523.0
S1 1,500.3 1,500.3 1,529.8 1,509.4
S2 1,466.1 1,466.1 1,525.0
S3 1,413.7 1,447.9 1,520.2
S4 1,361.3 1,395.5 1,505.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,536.6 1,484.2 52.4 3.4% 27.2 1.8% 96% True False 134,253
10 1,536.6 1,463.6 73.0 4.8% 30.5 2.0% 97% True False 137,490
20 1,589.2 1,463.6 125.6 8.2% 30.9 2.0% 57% False False 147,512
40 1,657.6 1,457.4 200.2 13.0% 35.2 2.3% 39% False False 170,014
60 1,733.1 1,457.4 275.7 18.0% 30.0 2.0% 28% False False 153,750
80 1,750.6 1,457.4 293.2 19.1% 26.7 1.7% 26% False False 115,383
100 1,750.6 1,457.4 293.2 19.1% 24.9 1.6% 26% False False 92,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.8
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,615.7
2.618 1,585.3
1.618 1,566.7
1.000 1,555.2
0.618 1,548.1
HIGH 1,536.6
0.618 1,529.5
0.500 1,527.3
0.382 1,525.1
LOW 1,518.0
0.618 1,506.5
1.000 1,499.4
1.618 1,487.9
2.618 1,469.3
4.250 1,439.0
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 1,532.2 1,526.5
PP 1,529.7 1,518.5
S1 1,527.3 1,510.4

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

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