CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 30-Nov-2018

Day Change Summary
	Previous	Current
	29-Nov-2018	30-Nov-2018	Change	Change %	Previous Week
Open	1,525.5	1,526.6	1.1	0.1%	1,490.0
High	1,535.3	1,536.6	1.3	0.1%	1,536.6
Low	1,512.2	1,518.0	5.8	0.4%	1,484.2
Close	1,527.5	1,534.6	7.1	0.5%	1,534.6
Range	23.1	18.6	-4.5	-19.5%	52.4
ATR	32.8	31.8	-1.0	-3.1%	0.0
Volume	126,902	139,832	12,930	10.2%	671,269

Daily Pivots for day following 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,585.5	1,578.7	1,544.8
R3	1,566.9	1,560.1	1,539.7
R2	1,548.3	1,548.3	1,538.0
R1	1,541.5	1,541.5	1,536.3	1,544.9
PP	1,529.7	1,529.7	1,529.7	1,531.5
S1	1,522.9	1,522.9	1,532.9	1,526.3
S2	1,511.1	1,511.1	1,531.2
S3	1,492.5	1,504.3	1,529.5
S4	1,473.9	1,485.7	1,524.4

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,675.7	1,657.5	1,563.4
R3	1,623.3	1,605.1	1,549.0
R2	1,570.9	1,570.9	1,544.2
R1	1,552.7	1,552.7	1,539.4	1,561.8
PP	1,518.5	1,518.5	1,518.5	1,523.0
S1	1,500.3	1,500.3	1,529.8	1,509.4
S2	1,466.1	1,466.1	1,525.0
S3	1,413.7	1,447.9	1,520.2
S4	1,361.3	1,395.5	1,505.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,536.6	1,484.2	52.4	3.4%	27.2	1.8%	96%	True	False	134,253
10	1,536.6	1,463.6	73.0	4.8%	30.5	2.0%	97%	True	False	137,490
20	1,589.2	1,463.6	125.6	8.2%	30.9	2.0%	57%	False	False	147,512
40	1,657.6	1,457.4	200.2	13.0%	35.2	2.3%	39%	False	False	170,014
60	1,733.1	1,457.4	275.7	18.0%	30.0	2.0%	28%	False	False	153,750
80	1,750.6	1,457.4	293.2	19.1%	26.7	1.7%	26%	False	False	115,383
100	1,750.6	1,457.4	293.2	19.1%	24.9	1.6%	26%	False	False	92,312

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.8
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,615.7
2.618	1,585.3
1.618	1,566.7
1.000	1,555.2
0.618	1,548.1
HIGH	1,536.6
0.618	1,529.5
0.500	1,527.3
0.382	1,525.1
LOW	1,518.0
0.618	1,506.5
1.000	1,499.4
1.618	1,487.9
2.618	1,469.3
4.250	1,439.0

Fisher Pivots for day following 30-Nov-2018
Pivot	1 day	3 day
R1	1,532.2	1,526.5
PP	1,529.7	1,518.5
S1	1,527.3	1,510.4

Download as Excel Spreadsheet

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

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