CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 1,842.3 1,850.3 8.0 0.4% 1,855.2
High 1,860.8 1,893.6 32.8 1.8% 1,893.6
Low 1,830.3 1,848.1 17.8 1.0% 1,811.8
Close 1,847.2 1,891.3 44.1 2.4% 1,891.3
Range 30.5 45.5 15.0 49.2% 81.8
ATR 42.7 43.0 0.3 0.6% 0.0
Volume 133,380 134,530 1,150 0.9% 762,528
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 2,014.2 1,998.2 1,916.3
R3 1,968.7 1,952.7 1,903.8
R2 1,923.2 1,923.2 1,899.6
R1 1,907.2 1,907.2 1,895.5 1,915.2
PP 1,877.7 1,877.7 1,877.7 1,881.7
S1 1,861.7 1,861.7 1,887.1 1,869.7
S2 1,832.2 1,832.2 1,883.0
S3 1,786.7 1,816.2 1,878.8
S4 1,741.2 1,770.7 1,866.3
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 2,111.0 2,082.9 1,936.3
R3 2,029.2 2,001.1 1,913.8
R2 1,947.4 1,947.4 1,906.3
R1 1,919.3 1,919.3 1,898.8 1,933.4
PP 1,865.6 1,865.6 1,865.6 1,872.6
S1 1,837.5 1,837.5 1,883.8 1,851.6
S2 1,783.8 1,783.8 1,876.3
S3 1,702.0 1,755.7 1,868.8
S4 1,620.2 1,673.9 1,846.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,893.6 1,811.8 81.8 4.3% 35.5 1.9% 97% True False 152,505
10 1,893.6 1,757.3 136.3 7.2% 36.7 1.9% 98% True False 142,709
20 1,893.6 1,637.2 256.4 13.6% 46.4 2.5% 99% True False 161,777
40 1,893.6 1,520.3 373.3 19.7% 43.1 2.3% 99% True False 166,532
60 1,893.6 1,426.2 467.4 24.7% 42.6 2.3% 100% True False 177,519
80 1,893.6 1,426.2 467.4 24.7% 39.8 2.1% 100% True False 134,175
100 1,893.6 1,426.2 467.4 24.7% 37.5 2.0% 100% True False 107,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,087.0
2.618 2,012.7
1.618 1,967.2
1.000 1,939.1
0.618 1,921.7
HIGH 1,893.6
0.618 1,876.2
0.500 1,870.9
0.382 1,865.5
LOW 1,848.1
0.618 1,820.0
1.000 1,802.6
1.618 1,774.5
2.618 1,729.0
4.250 1,654.7
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 1,884.5 1,879.2
PP 1,877.7 1,867.0
S1 1,870.9 1,854.9

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

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