CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 1,455.8 1,434.9 -20.9 -1.4% 1,446.2
High 1,464.8 1,438.0 -26.8 -1.8% 1,474.2
Low 1,431.1 1,406.5 -24.6 -1.7% 1,406.5
Close 1,432.4 1,412.3 -20.1 -1.4% 1,412.3
Range 33.7 31.5 -2.2 -6.5% 67.7
ATR 35.6 35.3 -0.3 -0.8% 0.0
Volume 202,791 159,074 -43,717 -21.6% 888,996
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,513.4 1,494.4 1,429.6
R3 1,481.9 1,462.9 1,421.0
R2 1,450.4 1,450.4 1,418.1
R1 1,431.4 1,431.4 1,415.2 1,425.2
PP 1,418.9 1,418.9 1,418.9 1,415.8
S1 1,399.9 1,399.9 1,409.4 1,393.7
S2 1,387.4 1,387.4 1,406.5
S3 1,355.9 1,368.4 1,403.6
S4 1,324.4 1,336.9 1,395.0
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,634.1 1,590.9 1,449.5
R3 1,566.4 1,523.2 1,430.9
R2 1,498.7 1,498.7 1,424.7
R1 1,455.5 1,455.5 1,418.5 1,443.3
PP 1,431.0 1,431.0 1,431.0 1,424.9
S1 1,387.8 1,387.8 1,406.1 1,375.6
S2 1,363.3 1,363.3 1,399.9
S3 1,295.6 1,320.1 1,393.7
S4 1,227.9 1,252.4 1,375.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,474.2 1,406.5 67.7 4.8% 35.0 2.5% 9% False True 177,799
10 1,562.4 1,406.5 155.9 11.0% 39.4 2.8% 4% False True 150,653
20 1,562.4 1,406.5 155.9 11.0% 34.9 2.5% 4% False True 144,072
40 1,589.2 1,406.5 182.7 12.9% 35.6 2.5% 3% False True 157,477
60 1,731.3 1,406.5 324.8 23.0% 33.7 2.4% 2% False True 159,874
80 1,750.6 1,406.5 344.1 24.4% 29.4 2.1% 2% False True 134,211
100 1,750.6 1,406.5 344.1 24.4% 27.3 1.9% 2% False True 107,375
120 1,750.6 1,406.5 344.1 24.4% 25.6 1.8% 2% False True 89,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,571.9
2.618 1,520.5
1.618 1,489.0
1.000 1,469.5
0.618 1,457.5
HIGH 1,438.0
0.618 1,426.0
0.500 1,422.3
0.382 1,418.5
LOW 1,406.5
0.618 1,387.0
1.000 1,375.0
1.618 1,355.5
2.618 1,324.0
4.250 1,272.6
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 1,422.3 1,440.4
PP 1,418.9 1,431.0
S1 1,415.6 1,421.7

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

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