CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 1,638.0 1,630.6 -7.4 -0.5% 1,636.3
High 1,648.4 1,648.4 0.0 0.0% 1,651.7
Low 1,626.8 1,607.6 -19.2 -1.2% 1,595.5
Close 1,627.1 1,611.3 -15.8 -1.0% 1,627.1
Range 21.6 40.8 19.2 88.9% 56.2
ATR 36.2 36.5 0.3 0.9% 0.0
Volume 136,878 137,486 608 0.4% 816,599
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,744.8 1,718.9 1,633.7
R3 1,704.0 1,678.1 1,622.5
R2 1,663.2 1,663.2 1,618.8
R1 1,637.3 1,637.3 1,615.0 1,629.9
PP 1,622.4 1,622.4 1,622.4 1,618.7
S1 1,596.5 1,596.5 1,607.6 1,589.1
S2 1,581.6 1,581.6 1,603.8
S3 1,540.8 1,555.7 1,600.1
S4 1,500.0 1,514.9 1,588.9
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,793.4 1,766.4 1,658.0
R3 1,737.2 1,710.2 1,642.6
R2 1,681.0 1,681.0 1,637.4
R1 1,654.0 1,654.0 1,632.3 1,639.4
PP 1,624.8 1,624.8 1,624.8 1,617.5
S1 1,597.8 1,597.8 1,621.9 1,583.2
S2 1,568.6 1,568.6 1,616.8
S3 1,512.4 1,541.6 1,611.6
S4 1,456.2 1,485.4 1,596.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,650.5 1,595.5 55.0 3.4% 33.1 2.1% 29% False False 158,806
10 1,651.7 1,563.1 88.6 5.5% 33.4 2.1% 54% False False 178,023
20 1,651.7 1,426.2 225.5 14.0% 37.2 2.3% 82% False False 177,623
40 1,651.7 1,426.2 225.5 14.0% 37.9 2.4% 82% False False 130,245
60 1,651.7 1,426.2 225.5 14.0% 34.1 2.1% 82% False False 86,859
80 1,651.7 1,357.5 294.2 18.3% 34.8 2.2% 86% False False 65,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,821.8
2.618 1,755.2
1.618 1,714.4
1.000 1,689.2
0.618 1,673.6
HIGH 1,648.4
0.618 1,632.8
0.500 1,628.0
0.382 1,623.2
LOW 1,607.6
0.618 1,582.4
1.000 1,566.8
1.618 1,541.6
2.618 1,500.8
4.250 1,434.2
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 1,628.0 1,622.0
PP 1,622.4 1,618.4
S1 1,616.9 1,614.9

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

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