CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 11-Dec-2018
Day Change Summary
Previous Current
10-Dec-2018 11-Dec-2018 Change Change % Previous Week
Open 1,446.2 1,449.1 2.9 0.2% 1,548.3
High 1,456.5 1,468.4 11.9 0.8% 1,562.4
Low 1,420.4 1,430.0 9.6 0.7% 1,438.8
Close 1,447.1 1,444.2 -2.9 -0.2% 1,450.1
Range 36.1 38.4 2.3 6.4% 123.6
ATR 35.6 35.8 0.2 0.6% 0.0
Volume 192,096 166,591 -25,505 -13.3% 617,535
Daily Pivots for day following 11-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,562.7 1,541.9 1,465.3
R3 1,524.3 1,503.5 1,454.8
R2 1,485.9 1,485.9 1,451.2
R1 1,465.1 1,465.1 1,447.7 1,456.3
PP 1,447.5 1,447.5 1,447.5 1,443.2
S1 1,426.7 1,426.7 1,440.7 1,417.9
S2 1,409.1 1,409.1 1,437.2
S3 1,370.7 1,388.3 1,433.6
S4 1,332.3 1,349.9 1,423.1
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 1,494.4 1,420.4 74.0 5.1% 37.5 2.6% 32% False False 161,830
10 1,562.4 1,420.4 142.0 9.8% 38.3 2.7% 17% False False 140,265
20 1,562.4 1,420.4 142.0 9.8% 35.3 2.4% 17% False False 144,582
40 1,602.1 1,420.4 181.7 12.6% 36.1 2.5% 13% False False 157,288
60 1,731.3 1,420.4 310.9 21.5% 33.0 2.3% 8% False False 160,286
80 1,750.6 1,420.4 330.2 22.9% 28.8 2.0% 7% False False 127,585
100 1,750.6 1,420.4 330.2 22.9% 26.9 1.9% 7% False False 102,074
120 1,750.6 1,420.4 330.2 22.9% 25.4 1.8% 7% False False 85,063
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 8.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,631.6
2.618 1,568.9
1.618 1,530.5
1.000 1,506.8
0.618 1,492.1
HIGH 1,468.4
0.618 1,453.7
0.500 1,449.2
0.382 1,444.7
LOW 1,430.0
0.618 1,406.3
1.000 1,391.6
1.618 1,367.9
2.618 1,329.5
4.250 1,266.8
Fisher Pivots for day following 11-Dec-2018
Pivot 1 day 3 day
R1 1,449.2 1,454.7
PP 1,447.5 1,451.2
S1 1,445.9 1,447.7

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

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