CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 1,449.1 1,438.9 -10.2 -0.7% 1,548.3
High 1,468.4 1,474.2 5.8 0.4% 1,562.4
Low 1,430.0 1,438.8 8.8 0.6% 1,438.8
Close 1,444.2 1,455.6 11.4 0.8% 1,450.1
Range 38.4 35.4 -3.0 -7.8% 123.6
ATR 35.8 35.8 0.0 -0.1% 0.0
Volume 166,591 168,444 1,853 1.1% 617,535
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,562.4 1,544.4 1,475.1
R3 1,527.0 1,509.0 1,465.3
R2 1,491.6 1,491.6 1,462.1
R1 1,473.6 1,473.6 1,458.8 1,482.6
PP 1,456.2 1,456.2 1,456.2 1,460.7
S1 1,438.2 1,438.2 1,452.4 1,447.2
S2 1,420.8 1,420.8 1,449.1
S3 1,385.4 1,402.8 1,445.9
S4 1,350.0 1,367.4 1,436.1
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 1,490.7 1,420.4 70.3 4.8% 42.0 2.9% 50% False False 192,558
10 1,562.4 1,420.4 142.0 9.8% 37.1 2.5% 25% False False 141,140
20 1,562.4 1,420.4 142.0 9.8% 35.6 2.4% 25% False False 144,773
40 1,602.1 1,420.4 181.7 12.5% 35.7 2.5% 19% False False 156,568
60 1,731.3 1,420.4 310.9 21.4% 33.3 2.3% 11% False False 159,459
80 1,750.6 1,420.4 330.2 22.7% 29.1 2.0% 11% False False 129,690
100 1,750.6 1,420.4 330.2 22.7% 27.1 1.9% 11% False False 103,757
120 1,750.6 1,420.4 330.2 22.7% 25.6 1.8% 11% False False 86,466
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 7.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,624.7
2.618 1,566.9
1.618 1,531.5
1.000 1,509.6
0.618 1,496.1
HIGH 1,474.2
0.618 1,460.7
0.500 1,456.5
0.382 1,452.3
LOW 1,438.8
0.618 1,416.9
1.000 1,403.4
1.618 1,381.5
2.618 1,346.1
4.250 1,288.4
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 1,456.5 1,452.8
PP 1,456.2 1,450.1
S1 1,455.9 1,447.3

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

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