CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 1,919.6 1,904.6 -15.0 -0.8% 1,855.2
High 1,937.1 1,925.5 -11.6 -0.6% 1,893.6
Low 1,888.3 1,881.5 -6.8 -0.4% 1,811.8
Close 1,903.5 1,921.2 17.7 0.9% 1,891.3
Range 48.8 44.0 -4.8 -9.8% 81.8
ATR 42.3 42.4 0.1 0.3% 0.0
Volume 217,910 208,580 -9,330 -4.3% 762,528
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 2,041.4 2,025.3 1,945.4
R3 1,997.4 1,981.3 1,933.3
R2 1,953.4 1,953.4 1,929.3
R1 1,937.3 1,937.3 1,925.2 1,945.4
PP 1,909.4 1,909.4 1,909.4 1,913.4
S1 1,893.3 1,893.3 1,917.2 1,901.4
S2 1,865.4 1,865.4 1,913.1
S3 1,821.4 1,849.3 1,909.1
S4 1,777.4 1,805.3 1,897.0
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 1,937.1 1,848.1 89.0 4.6% 41.3 2.1% 82% False False 164,563
10 1,937.1 1,811.8 125.3 6.5% 36.5 1.9% 87% False False 153,754
20 1,937.1 1,691.4 245.7 12.8% 40.1 2.1% 94% False False 156,694
40 1,937.1 1,520.3 416.8 21.7% 44.7 2.3% 96% False False 166,749
60 1,937.1 1,426.2 510.9 26.6% 43.0 2.2% 97% False False 173,074
80 1,937.1 1,426.2 510.9 26.6% 40.8 2.1% 97% False False 142,772
100 1,937.1 1,426.2 510.9 26.6% 38.2 2.0% 97% False False 114,232
120 1,937.1 1,357.5 579.6 30.2% 38.7 2.0% 97% False False 95,202
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,112.5
2.618 2,040.7
1.618 1,996.7
1.000 1,969.5
0.618 1,952.7
HIGH 1,925.5
0.618 1,908.7
0.500 1,903.5
0.382 1,898.3
LOW 1,881.5
0.618 1,854.3
1.000 1,837.5
1.618 1,810.3
2.618 1,766.3
4.250 1,694.5
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 1,915.3 1,916.2
PP 1,909.4 1,911.2
S1 1,903.5 1,906.3

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

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