CME E-mini Russell 2000 Index Futures March 2019


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 1,438.5 1,413.7 -24.8 -1.7% 1,443.8
High 1,441.8 1,423.4 -18.4 -1.3% 1,478.2
Low 1,409.8 1,375.4 -34.4 -2.4% 1,409.8
Close 1,415.8 1,390.1 -25.7 -1.8% 1,415.8
Range 32.0 48.0 16.0 50.0% 68.4
ATR 34.3 35.3 1.0 2.9% 0.0
Volume 185,462 346,003 160,541 86.6% 282,484
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,540.3 1,513.2 1,416.5
R3 1,492.3 1,465.2 1,403.3
R2 1,444.3 1,444.3 1,398.9
R1 1,417.2 1,417.2 1,394.5 1,406.8
PP 1,396.3 1,396.3 1,396.3 1,391.1
S1 1,369.2 1,369.2 1,385.7 1,358.8
S2 1,348.3 1,348.3 1,381.3
S3 1,300.3 1,321.2 1,376.9
S4 1,252.3 1,273.2 1,363.7
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1,639.8 1,596.2 1,453.4
R3 1,571.4 1,527.8 1,434.6
R2 1,503.0 1,503.0 1,428.3
R1 1,459.4 1,459.4 1,422.1 1,447.0
PP 1,434.6 1,434.6 1,434.6 1,428.4
S1 1,391.0 1,391.0 1,409.5 1,378.6
S2 1,366.2 1,366.2 1,403.3
S3 1,297.8 1,322.6 1,397.0
S4 1,229.4 1,254.2 1,378.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,478.2 1,375.4 102.8 7.4% 37.3 2.7% 14% False True 124,737
10 1,554.1 1,375.4 178.7 12.9% 40.0 2.9% 8% False True 63,057
20 1,567.4 1,375.4 192.0 13.8% 34.8 2.5% 8% False True 31,582
40 1,593.9 1,375.4 218.5 15.7% 33.9 2.4% 7% False True 15,819
60 1,723.4 1,375.4 348.0 25.0% 31.8 2.3% 4% False True 10,574
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 8.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,627.4
2.618 1,549.1
1.618 1,501.1
1.000 1,471.4
0.618 1,453.1
HIGH 1,423.4
0.618 1,405.1
0.500 1,399.4
0.382 1,393.7
LOW 1,375.4
0.618 1,345.7
1.000 1,327.4
1.618 1,297.7
2.618 1,249.7
4.250 1,171.4
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 1,399.4 1,422.1
PP 1,396.3 1,411.4
S1 1,393.2 1,400.8

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.