CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 31-Oct-2018

Day Change Summary
	Previous	Current
	30-Oct-2018	31-Oct-2018	Change	Change %	Previous Week
Open	1,478.0	1,512.3	34.3	2.3%	1,541.0
High	1,514.1	1,529.4	15.3	1.0%	1,556.5
Low	1,474.8	1,508.5	33.7	2.3%	1,457.4
Close	1,512.0	1,511.9	-0.1	0.0%	1,490.9
Range	39.3	20.9	-18.4	-46.8%	99.1
ATR	36.6	35.5	-1.1	-3.1%	0.0
Volume	192,313	184,307	-8,006	-4.2%	938,218

Daily Pivots for day following 31-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,579.3	1,566.5	1,523.4
R3	1,558.4	1,545.6	1,517.6
R2	1,537.5	1,537.5	1,515.7
R1	1,524.7	1,524.7	1,513.8	1,520.7
PP	1,516.6	1,516.6	1,516.6	1,514.6
S1	1,503.8	1,503.8	1,510.0	1,499.8
S2	1,495.7	1,495.7	1,508.1
S3	1,474.8	1,482.9	1,506.2
S4	1,453.9	1,462.0	1,500.4

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,798.9	1,744.0	1,545.4
R3	1,699.8	1,644.9	1,518.2
R2	1,600.7	1,600.7	1,509.1
R1	1,545.8	1,545.8	1,500.0	1,523.7
PP	1,501.6	1,501.6	1,501.6	1,490.6
S1	1,446.7	1,446.7	1,481.8	1,424.6
S2	1,402.5	1,402.5	1,472.7
S3	1,303.4	1,347.6	1,463.6
S4	1,204.3	1,248.5	1,436.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,529.4	1,457.4	72.0	4.8%	40.7	2.7%	76%	True	False	196,000
10	1,594.2	1,457.4	136.8	9.0%	41.2	2.7%	40%	False	False	182,618
20	1,675.8	1,457.4	218.4	14.4%	39.2	2.6%	25%	False	False	192,293
40	1,739.0	1,457.4	281.6	18.6%	29.2	1.9%	19%	False	False	152,439
60	1,750.6	1,457.4	293.2	19.4%	24.9	1.6%	19%	False	False	101,693
80	1,750.6	1,457.4	293.2	19.4%	23.2	1.5%	19%	False	False	76,276

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.4
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,618.2
2.618	1,584.1
1.618	1,563.2
1.000	1,550.3
0.618	1,542.3
HIGH	1,529.4
0.618	1,521.4
0.500	1,519.0
0.382	1,516.5
LOW	1,508.5
0.618	1,495.6
1.000	1,487.6
1.618	1,474.7
2.618	1,453.8
4.250	1,419.7

Fisher Pivots for day following 31-Oct-2018
Pivot	1 day	3 day
R1	1,519.0	1,506.3
PP	1,516.6	1,500.7
S1	1,514.3	1,495.1

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

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