CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 1,649.5 1,633.2 -16.3 -1.0% 1,544.8
High 1,650.5 1,647.1 -3.4 -0.2% 1,644.6
Low 1,622.6 1,616.3 -6.3 -0.4% 1,536.9
Close 1,634.6 1,619.5 -15.1 -0.9% 1,637.7
Range 27.9 30.8 2.9 10.4% 107.7
ATR 37.2 36.7 -0.5 -1.2% 0.0
Volume 170,845 164,696 -6,149 -3.6% 972,933
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,720.0 1,700.6 1,636.4
R3 1,689.2 1,669.8 1,628.0
R2 1,658.4 1,658.4 1,625.1
R1 1,639.0 1,639.0 1,622.3 1,633.3
PP 1,627.6 1,627.6 1,627.6 1,624.8
S1 1,608.2 1,608.2 1,616.7 1,602.5
S2 1,596.8 1,596.8 1,613.9
S3 1,566.0 1,577.4 1,611.0
S4 1,535.2 1,546.6 1,602.6
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 1,609.6 42.1 2.6% 24.6 1.5% 24% False False 169,227
10 1,651.7 1,490.7 161.0 9.9% 35.2 2.2% 80% False False 186,553
20 1,651.7 1,426.2 225.5 13.9% 39.5 2.4% 86% False False 185,725
40 1,651.7 1,426.2 225.5 13.9% 36.9 2.3% 86% False False 118,796
60 1,651.7 1,426.2 225.5 13.9% 33.9 2.1% 86% False False 79,220
80 1,651.7 1,357.5 294.2 18.2% 35.7 2.2% 89% False False 59,429
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,778.0
2.618 1,727.7
1.618 1,696.9
1.000 1,677.9
0.618 1,666.1
HIGH 1,647.1
0.618 1,635.3
0.500 1,631.7
0.382 1,628.1
LOW 1,616.3
0.618 1,597.3
1.000 1,585.5
1.618 1,566.5
2.618 1,535.7
4.250 1,485.4
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 1,631.7 1,634.0
PP 1,627.6 1,629.2
S1 1,623.6 1,624.3

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

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