CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 1,491.0 1,458.5 -32.5 -2.2% 1,465.2
High 1,491.0 1,478.5 -12.5 -0.8% 1,503.6
Low 1,458.0 1,456.2 -1.8 -0.1% 1,452.2
Close 1,459.3 1,478.0 18.7 1.3% 1,459.3
Range 33.0 22.3 -10.7 -32.4% 51.4
ATR 39.4 38.2 -1.2 -3.1% 0.0
Volume 52 13 -39 -75.0% 217
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 1,537.8 1,530.2 1,490.3
R3 1,515.5 1,507.9 1,484.1
R2 1,493.2 1,493.2 1,482.1
R1 1,485.6 1,485.6 1,480.0 1,489.4
PP 1,470.9 1,470.9 1,470.9 1,472.8
S1 1,463.3 1,463.3 1,476.0 1,467.1
S2 1,448.6 1,448.6 1,473.9
S3 1,426.3 1,441.0 1,471.9
S4 1,404.0 1,418.7 1,465.7
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1,625.9 1,594.0 1,487.6
R3 1,574.5 1,542.6 1,473.4
R2 1,523.1 1,523.1 1,468.7
R1 1,491.2 1,491.2 1,464.0 1,481.5
PP 1,471.7 1,471.7 1,471.7 1,466.8
S1 1,439.8 1,439.8 1,454.6 1,430.1
S2 1,420.3 1,420.3 1,449.9
S3 1,368.9 1,388.4 1,445.2
S4 1,317.5 1,337.0 1,431.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,503.6 1,456.2 47.4 3.2% 27.3 1.8% 46% False True 36
10 1,503.6 1,387.8 115.8 7.8% 28.1 1.9% 78% False False 46
20 1,503.6 1,357.5 146.1 9.9% 36.0 2.4% 82% False False 51
Crabel Price Patterns
NR True
NR4 True
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 4.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,573.3
2.618 1,536.9
1.618 1,514.6
1.000 1,500.8
0.618 1,492.3
HIGH 1,478.5
0.618 1,470.0
0.500 1,467.4
0.382 1,464.7
LOW 1,456.2
0.618 1,442.4
1.000 1,433.9
1.618 1,420.1
2.618 1,397.8
4.250 1,361.4
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 1,474.5 1,479.9
PP 1,470.9 1,479.3
S1 1,467.4 1,478.6

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

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