CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 26-Nov-2018

Day Change Summary
	Previous	Current
	23-Nov-2018	26-Nov-2018	Change	Change %	Previous Week
Open	1,488.4	1,490.0	1.6	0.1%	1,528.1
High	1,501.0	1,512.2	11.2	0.7%	1,533.4
Low	1,472.5	1,486.2	13.7	0.9%	1,463.6
Close	1,486.1	1,503.5	17.4	1.2%	1,486.1
Range	28.5	26.0	-2.5	-8.8%	69.8
ATR	34.0	33.4	-0.6	-1.7%	0.0
Volume	89,441	120,977	31,536	35.3%	551,378

Daily Pivots for day following 26-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,578.6	1,567.1	1,517.8
R3	1,552.6	1,541.1	1,510.7
R2	1,526.6	1,526.6	1,508.3
R1	1,515.1	1,515.1	1,505.9	1,520.9
PP	1,500.6	1,500.6	1,500.6	1,503.5
S1	1,489.1	1,489.1	1,501.1	1,494.9
S2	1,474.6	1,474.6	1,498.7
S3	1,448.6	1,463.1	1,496.4
S4	1,422.6	1,437.1	1,489.2

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,703.8	1,664.7	1,524.5
R3	1,634.0	1,594.9	1,505.3
R2	1,564.2	1,564.2	1,498.9
R1	1,525.1	1,525.1	1,492.5	1,509.8
PP	1,494.4	1,494.4	1,494.4	1,486.7
S1	1,455.3	1,455.3	1,479.7	1,440.0
S2	1,424.6	1,424.6	1,473.3
S3	1,354.8	1,385.5	1,466.9
S4	1,285.0	1,315.7	1,447.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,533.4	1,463.6	69.8	4.6%	34.4	2.3%	57%	False	False	134,471
10	1,561.9	1,463.6	98.3	6.5%	34.6	2.3%	41%	False	False	154,361
20	1,589.2	1,460.7	128.5	8.5%	33.1	2.2%	33%	False	False	157,300
40	1,711.8	1,457.4	254.4	16.9%	35.4	2.4%	18%	False	False	171,929
60	1,750.6	1,457.4	293.2	19.5%	29.6	2.0%	16%	False	False	144,661
80	1,750.6	1,457.4	293.2	19.5%	26.0	1.7%	16%	False	False	108,506
100	1,750.6	1,457.4	293.2	19.5%	24.5	1.6%	16%	False	False	86,809

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	7.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,622.7
2.618	1,580.3
1.618	1,554.3
1.000	1,538.2
0.618	1,528.3
HIGH	1,512.2
0.618	1,502.3
0.500	1,499.2
0.382	1,496.1
LOW	1,486.2
0.618	1,470.1
1.000	1,460.2
1.618	1,444.1
2.618	1,418.1
4.250	1,375.7

Fisher Pivots for day following 26-Nov-2018
Pivot	1 day	3 day
R1	1,502.1	1,498.3
PP	1,500.6	1,493.1
S1	1,499.2	1,487.9

Download as Excel Spreadsheet

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

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