CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 1,784.0 1,788.5 4.5 0.3% 1,651.8
High 1,796.9 1,807.4 10.5 0.6% 1,815.3
Low 1,751.2 1,762.7 11.5 0.7% 1,648.3
Close 1,792.4 1,768.3 -24.1 -1.3% 1,743.7
Range 45.7 44.7 -1.0 -2.2% 167.0
ATR 51.3 50.8 -0.5 -0.9% 0.0
Volume 163,796 167,024 3,228 2.0% 972,439
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 1,913.6 1,885.6 1,792.9
R3 1,868.9 1,840.9 1,780.6
R2 1,824.2 1,824.2 1,776.5
R1 1,796.2 1,796.2 1,772.4 1,787.9
PP 1,779.5 1,779.5 1,779.5 1,775.3
S1 1,751.5 1,751.5 1,764.2 1,743.2
S2 1,734.8 1,734.8 1,760.1
S3 1,690.1 1,706.8 1,756.0
S4 1,645.4 1,662.1 1,743.7
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 2,236.8 2,157.2 1,835.6
R3 2,069.8 1,990.2 1,789.6
R2 1,902.8 1,902.8 1,774.3
R1 1,823.2 1,823.2 1,759.0 1,863.0
PP 1,735.8 1,735.8 1,735.8 1,755.7
S1 1,656.2 1,656.2 1,728.4 1,696.0
S2 1,568.8 1,568.8 1,713.1
S3 1,401.8 1,489.2 1,697.8
S4 1,234.8 1,322.2 1,651.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,807.4 1,691.4 116.0 6.6% 48.7 2.8% 66% True False 173,679
10 1,815.3 1,597.9 217.4 12.3% 59.6 3.4% 78% False False 184,292
20 1,815.3 1,520.3 295.0 16.7% 53.4 3.0% 84% False False 182,433
40 1,815.3 1,426.2 389.1 22.0% 44.6 2.5% 88% False False 179,373
60 1,815.3 1,426.2 389.1 22.0% 43.2 2.4% 88% False False 152,593
80 1,815.3 1,426.2 389.1 22.0% 39.1 2.2% 88% False False 114,469
100 1,815.3 1,372.2 443.1 25.1% 38.0 2.2% 89% False False 91,585
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 10.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,997.4
2.618 1,924.4
1.618 1,879.7
1.000 1,852.1
0.618 1,835.0
HIGH 1,807.4
0.618 1,790.3
0.500 1,785.1
0.382 1,779.8
LOW 1,762.7
0.618 1,735.1
1.000 1,718.0
1.618 1,690.4
2.618 1,645.7
4.250 1,572.7
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 1,785.1 1,776.3
PP 1,779.5 1,773.6
S1 1,773.9 1,771.0

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

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