CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 1,434.9 1,409.8 -25.1 -1.7% 1,446.2
High 1,438.0 1,419.9 -18.1 -1.3% 1,474.2
Low 1,406.5 1,371.7 -34.8 -2.5% 1,406.5
Close 1,412.3 1,386.4 -25.9 -1.8% 1,412.3
Range 31.5 48.2 16.7 53.0% 67.7
ATR 35.3 36.2 0.9 2.6% 0.0
Volume 159,074 234,965 75,891 47.7% 888,996
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,537.3 1,510.0 1,412.9
R3 1,489.1 1,461.8 1,399.7
R2 1,440.9 1,440.9 1,395.2
R1 1,413.6 1,413.6 1,390.8 1,403.2
PP 1,392.7 1,392.7 1,392.7 1,387.4
S1 1,365.4 1,365.4 1,382.0 1,355.0
S2 1,344.5 1,344.5 1,377.6
S3 1,296.3 1,317.2 1,373.1
S4 1,248.1 1,269.0 1,359.9
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 1,371.7 102.5 7.4% 37.4 2.7% 14% False True 186,373
10 1,549.3 1,371.7 177.6 12.8% 40.7 2.9% 8% False True 158,922
20 1,562.4 1,371.7 190.7 13.8% 36.2 2.6% 8% False True 148,207
40 1,589.2 1,371.7 217.5 15.7% 35.9 2.6% 7% False True 159,400
60 1,719.4 1,371.7 347.7 25.1% 34.2 2.5% 4% False True 161,688
80 1,750.6 1,371.7 378.9 27.3% 29.8 2.2% 4% False True 137,148
100 1,750.6 1,371.7 378.9 27.3% 27.6 2.0% 4% False True 109,724
120 1,750.6 1,371.7 378.9 27.3% 25.8 1.9% 4% False True 91,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,624.8
2.618 1,546.1
1.618 1,497.9
1.000 1,468.1
0.618 1,449.7
HIGH 1,419.9
0.618 1,401.5
0.500 1,395.8
0.382 1,390.1
LOW 1,371.7
0.618 1,341.9
1.000 1,323.5
1.618 1,293.7
2.618 1,245.5
4.250 1,166.9
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 1,395.8 1,418.3
PP 1,392.7 1,407.6
S1 1,389.5 1,397.0

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

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