CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	1,548.3	1,547.6	-0.7	0.0%	1,490.0
High	1,562.4	1,549.3	-13.1	-0.8%	1,536.6
Low	1,527.5	1,478.2	-49.3	-3.2%	1,484.2
Close	1,547.8	1,481.9	-65.9	-4.3%	1,534.6
Range	34.9	71.1	36.2	103.7%	52.4
ATR	32.0	34.8	2.8	8.7%	0.0
Volume	152,270	14,801	-137,469	-90.3%	671,269

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,716.4	1,670.3	1,521.0
R3	1,645.3	1,599.2	1,501.5
R2	1,574.2	1,574.2	1,494.9
R1	1,528.1	1,528.1	1,488.4	1,515.6
PP	1,503.1	1,503.1	1,503.1	1,496.9
S1	1,457.0	1,457.0	1,475.4	1,444.5
S2	1,432.0	1,432.0	1,468.9
S3	1,360.9	1,385.9	1,462.3
S4	1,289.8	1,314.8	1,442.8

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	1,562.4	1,478.2	84.2	5.7%	39.1	2.6%	4%	False	True	118,700
10	1,562.4	1,463.6	98.8	6.7%	34.7	2.3%	19%	False	False	123,644
20	1,589.2	1,463.6	125.6	8.5%	33.8	2.3%	15%	False	False	140,552
40	1,641.4	1,457.4	184.0	12.4%	36.4	2.5%	13%	False	False	166,240
60	1,733.1	1,457.4	275.7	18.6%	31.3	2.1%	9%	False	False	156,474
80	1,750.6	1,457.4	293.2	19.8%	27.6	1.9%	8%	False	False	117,471
100	1,750.6	1,457.4	293.2	19.8%	25.7	1.7%	8%	False	False	93,982
120	1,750.6	1,457.4	293.2	19.8%	24.7	1.7%	8%	False	False	78,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.2
Widest range in 121 trading days

Fibonacci Retracements and Extensions
4.250	1,851.5
2.618	1,735.4
1.618	1,664.3
1.000	1,620.4
0.618	1,593.2
HIGH	1,549.3
0.618	1,522.1
0.500	1,513.8
0.382	1,505.4
LOW	1,478.2
0.618	1,434.3
1.000	1,407.1
1.618	1,363.2
2.618	1,292.1
4.250	1,176.0

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	1,513.8	1,520.3
PP	1,503.1	1,507.5
S1	1,492.5	1,494.7

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

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