CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 1,477.6 1,446.2 -31.4 -2.1% 1,548.3
High 1,489.0 1,456.5 -32.5 -2.2% 1,562.4
Low 1,438.8 1,420.4 -18.4 -1.3% 1,438.8
Close 1,450.1 1,447.1 -3.0 -0.2% 1,450.1
Range 50.2 36.1 -14.1 -28.1% 123.6
ATR 35.6 35.6 0.0 0.1% 0.0
Volume 199,558 192,096 -7,462 -3.7% 617,535
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,549.6 1,534.5 1,467.0
R3 1,513.5 1,498.4 1,457.0
R2 1,477.4 1,477.4 1,453.7
R1 1,462.3 1,462.3 1,450.4 1,469.9
PP 1,441.3 1,441.3 1,441.3 1,445.1
S1 1,426.2 1,426.2 1,443.8 1,433.8
S2 1,405.2 1,405.2 1,440.5
S3 1,369.1 1,390.1 1,437.2
S4 1,333.0 1,354.0 1,427.2
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,854.6 1,775.9 1,518.1
R3 1,731.0 1,652.3 1,484.1
R2 1,607.4 1,607.4 1,472.8
R1 1,528.7 1,528.7 1,461.4 1,506.3
PP 1,483.8 1,483.8 1,483.8 1,472.5
S1 1,405.1 1,405.1 1,438.8 1,382.7
S2 1,360.2 1,360.2 1,427.4
S3 1,236.6 1,281.5 1,416.1
S4 1,113.0 1,157.9 1,382.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,549.3 1,420.4 128.9 8.9% 44.0 3.0% 21% False True 131,472
10 1,562.4 1,420.4 142.0 9.8% 36.5 2.5% 19% False True 135,992
20 1,562.4 1,420.4 142.0 9.8% 35.5 2.5% 19% False True 145,176
40 1,602.1 1,420.4 181.7 12.6% 35.9 2.5% 15% False True 157,967
60 1,731.3 1,420.4 310.9 21.5% 32.7 2.3% 9% False True 162,235
80 1,750.6 1,420.4 330.2 22.8% 28.5 2.0% 8% False True 125,502
100 1,750.6 1,420.4 330.2 22.8% 26.6 1.8% 8% False True 100,408
120 1,750.6 1,420.4 330.2 22.8% 25.3 1.7% 8% False True 83,675
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 7.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,609.9
2.618 1,551.0
1.618 1,514.9
1.000 1,492.6
0.618 1,478.8
HIGH 1,456.5
0.618 1,442.7
0.500 1,438.5
0.382 1,434.2
LOW 1,420.4
0.618 1,398.1
1.000 1,384.3
1.618 1,362.0
2.618 1,325.9
4.250 1,267.0
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 1,444.2 1,455.6
PP 1,441.3 1,452.7
S1 1,438.5 1,449.9

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

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