CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 1,482.0 1,489.6 7.6 0.5% 1,490.0
High 1,494.4 1,490.7 -3.7 -0.2% 1,536.6
Low 1,481.7 1,440.7 -41.0 -2.8% 1,484.2
Close 1,481.9 1,475.3 -6.6 -0.4% 1,534.6
Range 12.7 50.0 37.3 293.7% 52.4
ATR 33.2 34.4 1.2 3.6% 0.0
Volume 14,801 236,105 221,304 1,495.2% 671,269
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,618.9 1,597.1 1,502.8
R3 1,568.9 1,547.1 1,489.1
R2 1,518.9 1,518.9 1,484.5
R1 1,497.1 1,497.1 1,479.9 1,483.0
PP 1,468.9 1,468.9 1,468.9 1,461.9
S1 1,447.1 1,447.1 1,470.7 1,433.0
S2 1,418.9 1,418.9 1,466.1
S3 1,368.9 1,397.1 1,461.6
S4 1,318.9 1,347.1 1,447.8
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 1,440.7 121.7 8.2% 37.5 2.5% 28% False True 111,561
10 1,562.4 1,440.7 121.7 8.2% 33.3 2.3% 28% False True 117,868
20 1,589.2 1,440.7 148.5 10.1% 34.2 2.3% 23% False True 139,265
40 1,602.1 1,440.7 161.4 10.9% 35.9 2.4% 21% False True 162,648
60 1,733.1 1,440.7 292.4 19.8% 31.7 2.2% 12% False True 160,284
80 1,750.6 1,440.7 309.9 21.0% 28.1 1.9% 11% False True 120,608
100 1,750.6 1,440.7 309.9 21.0% 26.0 1.8% 11% False True 96,491
120 1,750.6 1,440.7 309.9 21.0% 24.9 1.7% 11% False True 80,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,703.2
2.618 1,621.6
1.618 1,571.6
1.000 1,540.7
0.618 1,521.6
HIGH 1,490.7
0.618 1,471.6
0.500 1,465.7
0.382 1,459.8
LOW 1,440.7
0.618 1,409.8
1.000 1,390.7
1.618 1,359.8
2.618 1,309.8
4.250 1,228.2
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 1,472.1 1,495.0
PP 1,468.9 1,488.4
S1 1,465.7 1,481.9

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

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