CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 05-Dec-2018

Day Change Summary
	Previous	Current
	04-Dec-2018	05-Dec-2018	Change	Change %	Previous Week
Open	1,547.6	1,482.0	-65.6	-4.2%	1,490.0
High	1,549.3	1,494.4	-54.9	-3.5%	1,536.6
Low	1,478.2	1,481.7	3.5	0.2%	1,484.2
Close	1,481.9	1,481.9	0.0	0.0%	1,534.6
Range	71.1	12.7	-58.4	-82.1%	52.4
ATR	34.8	33.2	-1.6	-4.5%	0.0
Volume	14,801	14,801	0	0.0%	671,269

Daily Pivots for day following 05-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,524.1	1,515.7	1,488.9
R3	1,511.4	1,503.0	1,485.4
R2	1,498.7	1,498.7	1,484.2
R1	1,490.3	1,490.3	1,483.1	1,488.2
PP	1,486.0	1,486.0	1,486.0	1,484.9
S1	1,477.6	1,477.6	1,480.7	1,475.5
S2	1,473.3	1,473.3	1,479.6
S3	1,460.6	1,464.9	1,478.4
S4	1,447.9	1,452.2	1,474.9

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%	32.1	2.2%	4%	False	False	89,721
10	1,562.4	1,463.6	98.8	6.7%	32.2	2.2%	19%	False	False	105,911
20	1,589.2	1,463.6	125.6	8.5%	33.5	2.3%	15%	False	False	135,431
40	1,629.5	1,457.4	172.1	11.6%	36.3	2.4%	14%	False	False	163,012
60	1,733.1	1,457.4	275.7	18.6%	31.2	2.1%	9%	False	False	156,628
80	1,750.6	1,457.4	293.2	19.8%	27.5	1.9%	8%	False	False	117,656
100	1,750.6	1,457.4	293.2	19.8%	25.7	1.7%	8%	False	False	94,130
120	1,750.6	1,457.4	293.2	19.8%	24.7	1.7%	8%	False	False	78,443

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.3
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	1,548.4
2.618	1,527.6
1.618	1,514.9
1.000	1,507.1
0.618	1,502.2
HIGH	1,494.4
0.618	1,489.5
0.500	1,488.1
0.382	1,486.6
LOW	1,481.7
0.618	1,473.9
1.000	1,469.0
1.618	1,461.2
2.618	1,448.5
4.250	1,427.7

Fisher Pivots for day following 05-Dec-2018
Pivot	1 day	3 day
R1	1,488.1	1,520.3
PP	1,486.0	1,507.5
S1	1,484.0	1,494.7

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

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