CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 10-Oct-2018

Day Change Summary
	Previous	Current
	09-Oct-2018	10-Oct-2018	Change	Change %	Previous Week
Open	1,634.0	1,627.1	-6.9	-0.4%	1,703.7
High	1,641.4	1,629.5	-11.9	-0.7%	1,711.8
Low	1,623.5	1,565.9	-57.6	-3.5%	1,620.4
Close	1,626.8	1,570.5	-56.3	-3.5%	1,639.4
Range	17.9	63.6	45.7	255.3%	91.4
ATR	21.6	24.6	3.0	13.9%	0.0
Volume	143,909	250,682	106,773	74.2%	829,124

Daily Pivots for day following 10-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,779.4	1,738.6	1,605.5
R3	1,715.8	1,675.0	1,588.0
R2	1,652.2	1,652.2	1,582.2
R1	1,611.4	1,611.4	1,576.3	1,600.0
PP	1,588.6	1,588.6	1,588.6	1,583.0
S1	1,547.8	1,547.8	1,564.7	1,536.4
S2	1,525.0	1,525.0	1,558.8
S3	1,461.4	1,484.2	1,553.0
S4	1,397.8	1,420.6	1,535.5

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,931.4	1,876.8	1,689.7
R3	1,840.0	1,785.4	1,664.5
R2	1,748.6	1,748.6	1,656.2
R1	1,694.0	1,694.0	1,647.8	1,675.6
PP	1,657.2	1,657.2	1,657.2	1,648.0
S1	1,602.6	1,602.6	1,631.0	1,584.2
S2	1,565.8	1,565.8	1,622.6
S3	1,474.4	1,511.2	1,614.3
S4	1,383.0	1,419.8	1,589.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,675.8	1,565.9	109.9	7.0%	34.5	2.2%	4%	False	True	177,404
10	1,711.8	1,565.9	145.9	9.3%	28.7	1.8%	3%	False	True	157,385
20	1,733.1	1,565.9	167.2	10.6%	23.4	1.5%	3%	False	True	155,556
40	1,750.6	1,565.9	184.7	11.8%	20.2	1.3%	2%	False	True	78,567
60	1,750.6	1,565.9	184.7	11.8%	19.5	1.2%	2%	False	True	52,387
80	1,750.6	1,565.9	184.7	11.8%	19.4	1.2%	2%	False	True	39,292

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	3.7
Widest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	1,899.8
2.618	1,796.0
1.618	1,732.4
1.000	1,693.1
0.618	1,668.8
HIGH	1,629.5
0.618	1,605.2
0.500	1,597.7
0.382	1,590.2
LOW	1,565.9
0.618	1,526.6
1.000	1,502.3
1.618	1,463.0
2.618	1,399.4
4.250	1,295.6

Fisher Pivots for day following 10-Oct-2018
Pivot	1 day	3 day
R1	1,597.7	1,604.2
PP	1,588.6	1,593.0
S1	1,579.6	1,581.7

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

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