CME E-mini Russell 2000 Index Futures March 2019


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 1,550.4 1,489.2 -61.2 -3.9% 1,498.0
High 1,554.1 1,495.4 -58.7 -3.8% 1,540.6
Low 1,483.2 1,486.6 3.4 0.2% 1,489.0
Close 1,486.6 1,486.6 0.0 0.0% 1,539.4
Range 70.9 8.8 -62.1 -87.6% 51.6
ATR 33.5 31.8 -1.8 -5.3% 0.0
Volume 32 32 0 0.0% 405
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,515.9 1,510.1 1,491.4
R3 1,507.1 1,501.3 1,489.0
R2 1,498.3 1,498.3 1,488.2
R1 1,492.5 1,492.5 1,487.4 1,491.0
PP 1,489.5 1,489.5 1,489.5 1,488.8
S1 1,483.7 1,483.7 1,485.8 1,482.2
S2 1,480.7 1,480.7 1,485.0
S3 1,471.9 1,474.9 1,484.2
S4 1,463.1 1,466.1 1,481.8
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1,677.8 1,660.2 1,567.8
R3 1,626.2 1,608.6 1,553.6
R2 1,574.6 1,574.6 1,548.9
R1 1,557.0 1,557.0 1,544.1 1,565.8
PP 1,523.0 1,523.0 1,523.0 1,527.4
S1 1,505.4 1,505.4 1,534.7 1,514.2
S2 1,471.4 1,471.4 1,529.9
S3 1,419.8 1,453.8 1,525.2
S4 1,368.2 1,402.2 1,511.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,567.4 1,483.2 84.2 5.7% 30.4 2.0% 4% False False 89
10 1,567.4 1,468.4 99.0 6.7% 30.2 2.0% 18% False False 86
20 1,593.9 1,468.4 125.5 8.4% 31.2 2.1% 15% False False 78
40 1,634.6 1,463.6 171.0 11.5% 33.8 2.3% 13% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1,532.8
2.618 1,518.4
1.618 1,509.6
1.000 1,504.2
0.618 1,500.8
HIGH 1,495.4
0.618 1,492.0
0.500 1,491.0
0.382 1,490.0
LOW 1,486.6
0.618 1,481.2
1.000 1,477.8
1.618 1,472.4
2.618 1,463.6
4.250 1,449.2
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 1,491.0 1,525.3
PP 1,489.5 1,512.4
S1 1,488.1 1,499.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.