CME E-mini Russell 2000 Index Futures December 2018


Trading Metrics calculated at close of trading on 18-Dec-2018
Day Change Summary
Previous Current
17-Dec-2018 18-Dec-2018 Change Change % Previous Week
Open 1,409.8 1,387.9 -21.9 -1.6% 1,446.2
High 1,419.9 1,402.3 -17.6 -1.2% 1,474.2
Low 1,371.7 1,368.1 -3.6 -0.3% 1,406.5
Close 1,386.4 1,372.3 -14.1 -1.0% 1,412.3
Range 48.2 34.2 -14.0 -29.0% 67.7
ATR 36.2 36.1 -0.1 -0.4% 0.0
Volume 234,965 144,496 -90,469 -38.5% 888,996
Daily Pivots for day following 18-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,483.5 1,462.1 1,391.1
R3 1,449.3 1,427.9 1,381.7
R2 1,415.1 1,415.1 1,378.6
R1 1,393.7 1,393.7 1,375.4 1,387.3
PP 1,380.9 1,380.9 1,380.9 1,377.7
S1 1,359.5 1,359.5 1,369.2 1,353.1
S2 1,346.7 1,346.7 1,366.0
S3 1,312.5 1,325.3 1,362.9
S4 1,278.3 1,291.1 1,353.5
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 1,368.1 106.1 7.7% 36.6 2.7% 4% False True 181,954
10 1,494.4 1,368.1 126.3 9.2% 37.0 2.7% 3% False True 171,892
20 1,562.4 1,368.1 194.3 14.2% 35.8 2.6% 2% False True 147,768
40 1,589.2 1,368.1 221.1 16.1% 36.1 2.6% 2% False True 159,813
60 1,719.4 1,368.1 351.3 25.6% 34.5 2.5% 1% False True 162,431
80 1,750.6 1,368.1 382.5 27.9% 30.2 2.2% 1% False True 138,954
100 1,750.6 1,368.1 382.5 27.9% 27.6 2.0% 1% False True 111,169
120 1,750.6 1,368.1 382.5 27.9% 25.9 1.9% 1% False True 92,644
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 7.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,547.7
2.618 1,491.8
1.618 1,457.6
1.000 1,436.5
0.618 1,423.4
HIGH 1,402.3
0.618 1,389.2
0.500 1,385.2
0.382 1,381.2
LOW 1,368.1
0.618 1,347.0
1.000 1,333.9
1.618 1,312.8
2.618 1,278.6
4.250 1,222.8
Fisher Pivots for day following 18-Dec-2018
Pivot 1 day 3 day
R1 1,385.2 1,403.1
PP 1,380.9 1,392.8
S1 1,376.6 1,382.6

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

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