CME E-mini Russell 2000 Index Futures December 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 1,464.0 1,465.2 1.2 0.1% 1,431.6
High 1,477.6 1,469.6 -8.0 -0.5% 1,481.1
Low 1,457.7 1,452.2 -5.5 -0.4% 1,387.8
Close 1,466.2 1,460.5 -5.7 -0.4% 1,466.2
Range 19.9 17.4 -2.5 -12.6% 93.3
ATR 44.1 42.2 -1.9 -4.3% 0.0
Volume 21 48 27 128.6% 273
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 1,513.0 1,504.1 1,470.1
R3 1,495.6 1,486.7 1,465.3
R2 1,478.2 1,478.2 1,463.7
R1 1,469.3 1,469.3 1,462.1 1,465.1
PP 1,460.8 1,460.8 1,460.8 1,458.6
S1 1,451.9 1,451.9 1,458.9 1,447.7
S2 1,443.4 1,443.4 1,457.3
S3 1,426.0 1,434.5 1,455.7
S4 1,408.6 1,417.1 1,450.9
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1,724.9 1,688.9 1,517.5
R3 1,631.6 1,595.6 1,491.9
R2 1,538.3 1,538.3 1,483.3
R1 1,502.3 1,502.3 1,474.8 1,520.3
PP 1,445.0 1,445.0 1,445.0 1,454.1
S1 1,409.0 1,409.0 1,457.6 1,427.0
S2 1,351.7 1,351.7 1,449.1
S3 1,258.4 1,315.7 1,440.5
S4 1,165.1 1,222.4 1,414.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,481.1 1,387.8 93.3 6.4% 28.9 2.0% 78% False False 56
10 1,481.1 1,372.2 108.9 7.5% 36.4 2.5% 81% False False 54
20 1,481.1 1,357.5 123.6 8.5% 42.4 2.9% 83% False False 67
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,543.6
2.618 1,515.2
1.618 1,497.8
1.000 1,487.0
0.618 1,480.4
HIGH 1,469.6
0.618 1,463.0
0.500 1,460.9
0.382 1,458.8
LOW 1,452.2
0.618 1,441.4
1.000 1,434.8
1.618 1,424.0
2.618 1,406.6
4.250 1,378.3
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 1,460.9 1,466.2
PP 1,460.8 1,464.3
S1 1,460.6 1,462.4

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

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