CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 1,577.9 1,572.0 -5.9 -0.4% 1,467.5
High 1,592.1 1,587.3 -4.8 -0.3% 1,564.3
Low 1,568.4 1,570.2 1.8 0.1% 1,466.3
Close 1,576.5 1,575.3 -1.2 -0.1% 1,562.8
Range 23.7 17.1 -6.6 -27.8% 98.0
ATR 33.3 32.1 -1.2 -3.5% 0.0
Volume 259 19 -240 -92.7% 201
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 1,628.9 1,619.2 1,584.7
R3 1,611.8 1,602.1 1,580.0
R2 1,594.7 1,594.7 1,578.4
R1 1,585.0 1,585.0 1,576.9 1,589.9
PP 1,577.6 1,577.6 1,577.6 1,580.0
S1 1,567.9 1,567.9 1,573.7 1,572.8
S2 1,560.5 1,560.5 1,572.2
S3 1,543.4 1,550.8 1,570.6
S4 1,526.3 1,533.7 1,565.9
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1,825.1 1,792.0 1,616.7
R3 1,727.1 1,694.0 1,589.8
R2 1,629.1 1,629.1 1,580.8
R1 1,596.0 1,596.0 1,571.8 1,612.6
PP 1,531.1 1,531.1 1,531.1 1,539.4
S1 1,498.0 1,498.0 1,553.8 1,514.6
S2 1,433.1 1,433.1 1,544.8
S3 1,335.1 1,400.0 1,535.9
S4 1,237.1 1,302.0 1,508.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,601.5 1,529.6 71.9 4.6% 28.7 1.8% 64% False False 106
10 1,601.5 1,448.7 152.8 9.7% 29.1 1.8% 83% False False 71
20 1,601.5 1,448.7 152.8 9.7% 27.6 1.8% 83% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,660.0
2.618 1,632.1
1.618 1,615.0
1.000 1,604.4
0.618 1,597.9
HIGH 1,587.3
0.618 1,580.8
0.500 1,578.8
0.382 1,576.7
LOW 1,570.2
0.618 1,559.6
1.000 1,553.1
1.618 1,542.5
2.618 1,525.4
4.250 1,497.5
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 1,578.8 1,583.2
PP 1,577.6 1,580.5
S1 1,576.5 1,577.9

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.