CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 1,619.4 1,615.3 -4.1 -0.3% 1,636.3
High 1,632.3 1,628.6 -3.7 -0.2% 1,651.7
Low 1,604.7 1,600.2 -4.5 -0.3% 1,595.5
Close 1,614.8 1,603.1 -11.7 -0.7% 1,627.1
Range 27.6 28.4 0.8 2.9% 56.2
ATR 35.9 35.3 -0.5 -1.5% 0.0
Volume 144,404 152,917 8,513 5.9% 816,599
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,695.8 1,677.9 1,618.7
R3 1,667.4 1,649.5 1,610.9
R2 1,639.0 1,639.0 1,608.3
R1 1,621.1 1,621.1 1,605.7 1,615.9
PP 1,610.6 1,610.6 1,610.6 1,608.0
S1 1,592.7 1,592.7 1,600.5 1,587.5
S2 1,582.2 1,582.2 1,597.9
S3 1,553.8 1,564.3 1,595.3
S4 1,525.4 1,535.9 1,587.5
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 1,648.4 1,595.5 52.9 3.3% 32.6 2.0% 14% False False 151,162
10 1,651.7 1,595.5 56.2 3.5% 28.6 1.8% 14% False False 160,195
20 1,651.7 1,426.2 225.5 14.1% 35.8 2.2% 78% False False 176,313
40 1,651.7 1,426.2 225.5 14.1% 38.1 2.4% 78% False False 137,673
60 1,651.7 1,426.2 225.5 14.1% 34.3 2.1% 78% False False 91,814
80 1,651.7 1,372.2 279.5 17.4% 34.2 2.1% 83% False False 68,873
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 10.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,749.3
2.618 1,703.0
1.618 1,674.6
1.000 1,657.0
0.618 1,646.2
HIGH 1,628.6
0.618 1,617.8
0.500 1,614.4
0.382 1,611.0
LOW 1,600.2
0.618 1,582.6
1.000 1,571.8
1.618 1,554.2
2.618 1,525.8
4.250 1,479.5
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 1,614.4 1,624.3
PP 1,610.6 1,617.2
S1 1,606.9 1,610.2

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

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