CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 1,658.8 1,651.8 -7.0 -0.4% 1,537.0
High 1,669.0 1,815.3 146.3 8.8% 1,669.0
Low 1,637.2 1,648.3 11.1 0.7% 1,526.0
Close 1,643.1 1,703.1 60.0 3.7% 1,643.1
Range 31.8 167.0 135.2 425.2% 143.0
ATR 44.0 53.1 9.2 20.8% 0.0
Volume 163,806 277,769 113,963 69.6% 962,816
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 2,223.2 2,130.2 1,795.0
R3 2,056.2 1,963.2 1,749.0
R2 1,889.2 1,889.2 1,733.7
R1 1,796.2 1,796.2 1,718.4 1,842.7
PP 1,722.2 1,722.2 1,722.2 1,745.5
S1 1,629.2 1,629.2 1,687.8 1,675.7
S2 1,555.2 1,555.2 1,672.5
S3 1,388.2 1,462.2 1,657.2
S4 1,221.2 1,295.2 1,611.3
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 2,041.7 1,985.4 1,721.8
R3 1,898.7 1,842.4 1,682.4
R2 1,755.7 1,755.7 1,669.3
R1 1,699.4 1,699.4 1,656.2 1,727.6
PP 1,612.7 1,612.7 1,612.7 1,626.8
S1 1,556.4 1,556.4 1,630.0 1,584.6
S2 1,469.7 1,469.7 1,616.9
S3 1,326.7 1,413.4 1,603.8
S4 1,183.7 1,270.4 1,564.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,815.3 1,546.9 268.4 15.8% 82.7 4.9% 58% True False 215,711
10 1,815.3 1,520.3 295.0 17.3% 61.4 3.6% 62% True False 200,105
20 1,815.3 1,520.3 295.0 17.3% 47.9 2.8% 62% True False 176,162
40 1,815.3 1,426.2 389.1 22.8% 43.6 2.6% 71% True False 182,498
60 1,815.3 1,426.2 389.1 22.8% 40.2 2.4% 71% True False 132,328
80 1,815.3 1,426.2 389.1 22.8% 37.1 2.2% 71% True False 99,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.9
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 2,525.1
2.618 2,252.5
1.618 2,085.5
1.000 1,982.3
0.618 1,918.5
HIGH 1,815.3
0.618 1,751.5
0.500 1,731.8
0.382 1,712.1
LOW 1,648.3
0.618 1,545.1
1.000 1,481.3
1.618 1,378.1
2.618 1,211.1
4.250 938.6
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 1,731.8 1,706.6
PP 1,722.2 1,705.4
S1 1,712.7 1,704.3

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

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