CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 1,636.3 1,649.5 13.2 0.8% 1,544.8
High 1,651.7 1,650.5 -1.2 -0.1% 1,644.6
Low 1,630.6 1,622.6 -8.0 -0.5% 1,536.9
Close 1,650.8 1,634.6 -16.2 -1.0% 1,637.7
Range 21.1 27.9 6.8 32.2% 107.7
ATR 37.9 37.2 -0.7 -1.8% 0.0
Volume 160,053 170,845 10,792 6.7% 972,933
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,719.6 1,705.0 1,649.9
R3 1,691.7 1,677.1 1,642.3
R2 1,663.8 1,663.8 1,639.7
R1 1,649.2 1,649.2 1,637.2 1,642.6
PP 1,635.9 1,635.9 1,635.9 1,632.6
S1 1,621.3 1,621.3 1,632.0 1,614.7
S2 1,608.0 1,608.0 1,629.5
S3 1,580.1 1,593.4 1,626.9
S4 1,552.2 1,565.5 1,619.3
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,929.5 1,891.3 1,696.9
R3 1,821.8 1,783.6 1,667.3
R2 1,714.1 1,714.1 1,657.4
R1 1,675.9 1,675.9 1,647.6 1,695.0
PP 1,606.4 1,606.4 1,606.4 1,616.0
S1 1,568.2 1,568.2 1,627.8 1,587.3
S2 1,498.7 1,498.7 1,618.0
S3 1,391.0 1,460.5 1,608.1
S4 1,283.3 1,352.8 1,578.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,651.7 1,564.1 87.6 5.4% 28.3 1.7% 80% False False 175,021
10 1,651.7 1,485.8 165.9 10.1% 36.3 2.2% 90% False False 190,968
20 1,651.7 1,426.2 225.5 13.8% 39.8 2.4% 92% False False 186,054
40 1,651.7 1,426.2 225.5 13.8% 36.7 2.2% 92% False False 114,681
60 1,651.7 1,426.2 225.5 13.8% 33.7 2.1% 92% False False 76,476
80 1,651.7 1,357.5 294.2 18.0% 35.9 2.2% 94% False False 57,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,769.1
2.618 1,723.5
1.618 1,695.6
1.000 1,678.4
0.618 1,667.7
HIGH 1,650.5
0.618 1,639.8
0.500 1,636.6
0.382 1,633.3
LOW 1,622.6
0.618 1,605.4
1.000 1,594.7
1.618 1,577.5
2.618 1,549.6
4.250 1,504.0
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 1,636.6 1,637.2
PP 1,635.9 1,636.3
S1 1,635.3 1,635.5

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

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