CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 1,584.3 1,576.5 -7.8 -0.5% 1,566.6
High 1,584.3 1,582.8 -1.5 -0.1% 1,601.5
Low 1,557.0 1,570.1 13.1 0.8% 1,557.0
Close 1,569.8 1,580.6 10.8 0.7% 1,569.8
Range 27.3 12.7 -14.6 -53.5% 44.5
ATR 31.8 30.4 -1.3 -4.2% 0.0
Volume 322 44 -278 -86.3% 814
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 1,615.9 1,611.0 1,587.6
R3 1,603.2 1,598.3 1,584.1
R2 1,590.5 1,590.5 1,582.9
R1 1,585.6 1,585.6 1,581.8 1,588.1
PP 1,577.8 1,577.8 1,577.8 1,579.1
S1 1,572.9 1,572.9 1,579.4 1,575.4
S2 1,565.1 1,565.1 1,578.3
S3 1,552.4 1,560.2 1,577.1
S4 1,539.7 1,547.5 1,573.6
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1,709.6 1,684.2 1,594.3
R3 1,665.1 1,639.7 1,582.0
R2 1,620.6 1,620.6 1,578.0
R1 1,595.2 1,595.2 1,573.9 1,607.9
PP 1,576.1 1,576.1 1,576.1 1,582.5
S1 1,550.7 1,550.7 1,565.7 1,563.4
S2 1,531.6 1,531.6 1,561.6
S3 1,487.1 1,506.2 1,557.6
S4 1,442.6 1,461.7 1,545.3
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 1,557.0 44.5 2.8% 23.5 1.5% 53% False False 161
10 1,601.5 1,491.9 109.6 6.9% 25.2 1.6% 81% False False 100
20 1,601.5 1,448.7 152.8 9.7% 27.7 1.8% 86% False False 65
40 1,601.5 1,357.5 244.0 15.4% 35.1 2.2% 91% False False 66
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.4
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1,636.8
2.618 1,616.0
1.618 1,603.3
1.000 1,595.5
0.618 1,590.6
HIGH 1,582.8
0.618 1,577.9
0.500 1,576.5
0.382 1,575.0
LOW 1,570.1
0.618 1,562.3
1.000 1,557.4
1.618 1,549.6
2.618 1,536.9
4.250 1,516.1
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 1,579.2 1,577.8
PP 1,577.8 1,575.0
S1 1,576.5 1,572.2

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

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