CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 1,438.9 1,455.8 16.9 1.2% 1,548.3
High 1,474.2 1,464.8 -9.4 -0.6% 1,562.4
Low 1,438.8 1,431.1 -7.7 -0.5% 1,438.8
Close 1,455.6 1,432.4 -23.2 -1.6% 1,450.1
Range 35.4 33.7 -1.7 -4.8% 123.6
ATR 35.8 35.6 -0.1 -0.4% 0.0
Volume 168,444 202,791 34,347 20.4% 617,535
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,543.9 1,521.8 1,450.9
R3 1,510.2 1,488.1 1,441.7
R2 1,476.5 1,476.5 1,438.6
R1 1,454.4 1,454.4 1,435.5 1,448.6
PP 1,442.8 1,442.8 1,442.8 1,439.9
S1 1,420.7 1,420.7 1,429.3 1,414.9
S2 1,409.1 1,409.1 1,426.2
S3 1,375.4 1,387.0 1,423.1
S4 1,341.7 1,353.3 1,413.9
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 1,489.0 1,420.4 68.6 4.8% 38.8 2.7% 17% False False 185,896
10 1,562.4 1,420.4 142.0 9.9% 38.1 2.7% 8% False False 148,728
20 1,562.4 1,420.4 142.0 9.9% 35.3 2.5% 8% False False 145,712
40 1,594.2 1,420.4 173.8 12.1% 35.7 2.5% 7% False False 157,569
60 1,731.3 1,420.4 310.9 21.7% 33.5 2.3% 4% False False 159,565
80 1,750.6 1,420.4 330.2 23.1% 29.2 2.0% 4% False False 132,223
100 1,750.6 1,420.4 330.2 23.1% 27.1 1.9% 4% False False 105,785
120 1,750.6 1,420.4 330.2 23.1% 25.5 1.8% 4% False False 88,156
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 7.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,608.0
2.618 1,553.0
1.618 1,519.3
1.000 1,498.5
0.618 1,485.6
HIGH 1,464.8
0.618 1,451.9
0.500 1,448.0
0.382 1,444.0
LOW 1,431.1
0.618 1,410.3
1.000 1,397.4
1.618 1,376.6
2.618 1,342.9
4.250 1,287.9
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 1,448.0 1,452.1
PP 1,442.8 1,445.5
S1 1,437.6 1,439.0

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

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