CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 1,547.6 1,482.0 -65.6 -4.2% 1,490.0
High 1,549.3 1,494.4 -54.9 -3.5% 1,536.6
Low 1,478.2 1,481.7 3.5 0.2% 1,484.2
Close 1,481.9 1,481.9 0.0 0.0% 1,534.6
Range 71.1 12.7 -58.4 -82.1% 52.4
ATR 34.8 33.2 -1.6 -4.5% 0.0
Volume 14,801 14,801 0 0.0% 671,269
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,524.1 1,515.7 1,488.9
R3 1,511.4 1,503.0 1,485.4
R2 1,498.7 1,498.7 1,484.2
R1 1,490.3 1,490.3 1,483.1 1,488.2
PP 1,486.0 1,486.0 1,486.0 1,484.9
S1 1,477.6 1,477.6 1,480.7 1,475.5
S2 1,473.3 1,473.3 1,479.6
S3 1,460.6 1,464.9 1,478.4
S4 1,447.9 1,452.2 1,474.9
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 1,562.4 1,478.2 84.2 5.7% 32.1 2.2% 4% False False 89,721
10 1,562.4 1,463.6 98.8 6.7% 32.2 2.2% 19% False False 105,911
20 1,589.2 1,463.6 125.6 8.5% 33.5 2.3% 15% False False 135,431
40 1,629.5 1,457.4 172.1 11.6% 36.3 2.4% 14% False False 163,012
60 1,733.1 1,457.4 275.7 18.6% 31.2 2.1% 9% False False 156,628
80 1,750.6 1,457.4 293.2 19.8% 27.5 1.9% 8% False False 117,656
100 1,750.6 1,457.4 293.2 19.8% 25.7 1.7% 8% False False 94,130
120 1,750.6 1,457.4 293.2 19.8% 24.7 1.7% 8% False False 78,443
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1,548.4
2.618 1,527.6
1.618 1,514.9
1.000 1,507.1
0.618 1,502.2
HIGH 1,494.4
0.618 1,489.5
0.500 1,488.1
0.382 1,486.6
LOW 1,481.7
0.618 1,473.9
1.000 1,469.0
1.618 1,461.2
2.618 1,448.5
4.250 1,427.7
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 1,488.1 1,520.3
PP 1,486.0 1,507.5
S1 1,484.0 1,494.7

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

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