CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 1,850.3 1,892.8 42.5 2.3% 1,855.2
High 1,893.6 1,899.4 5.8 0.3% 1,893.6
Low 1,848.1 1,875.3 27.2 1.5% 1,811.8
Close 1,891.3 1,892.1 0.8 0.0% 1,891.3
Range 45.5 24.1 -21.4 -47.0% 81.8
ATR 43.0 41.6 -1.3 -3.1% 0.0
Volume 134,530 118,057 -16,473 -12.2% 762,528
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 1,961.2 1,950.8 1,905.4
R3 1,937.1 1,926.7 1,898.7
R2 1,913.0 1,913.0 1,896.5
R1 1,902.6 1,902.6 1,894.3 1,895.8
PP 1,888.9 1,888.9 1,888.9 1,885.5
S1 1,878.5 1,878.5 1,889.9 1,871.7
S2 1,864.8 1,864.8 1,887.7
S3 1,840.7 1,854.4 1,885.5
S4 1,816.6 1,830.3 1,878.8
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 1,899.4 1,816.2 83.2 4.4% 30.9 1.6% 91% True False 138,746
10 1,899.4 1,776.6 122.8 6.5% 36.0 1.9% 94% True False 141,230
20 1,899.4 1,648.3 251.1 13.3% 46.0 2.4% 97% True False 159,490
40 1,899.4 1,520.3 379.1 20.0% 43.3 2.3% 98% True False 164,883
60 1,899.4 1,426.2 473.2 25.0% 42.3 2.2% 98% True False 175,136
80 1,899.4 1,426.2 473.2 25.0% 39.9 2.1% 98% True False 135,650
100 1,899.4 1,426.2 473.2 25.0% 37.4 2.0% 98% True False 108,530
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.5
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 2,001.8
2.618 1,962.5
1.618 1,938.4
1.000 1,923.5
0.618 1,914.3
HIGH 1,899.4
0.618 1,890.2
0.500 1,887.4
0.382 1,884.5
LOW 1,875.3
0.618 1,860.4
1.000 1,851.2
1.618 1,836.3
2.618 1,812.2
4.250 1,772.9
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 1,890.5 1,883.0
PP 1,888.9 1,873.9
S1 1,887.4 1,864.9

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

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