CME E-mini Russell 2000 Index Futures December 2018

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

Day Change Summary
	Previous	Current
	07-Dec-2018	10-Dec-2018	Change	Change %	Previous Week
Open	1,477.6	1,446.2	-31.4	-2.1%	1,548.3
High	1,489.0	1,456.5	-32.5	-2.2%	1,562.4
Low	1,438.8	1,420.4	-18.4	-1.3%	1,438.8
Close	1,450.1	1,447.1	-3.0	-0.2%	1,450.1
Range	50.2	36.1	-14.1	-28.1%	123.6
ATR	35.6	35.6	0.0	0.1%	0.0
Volume	199,558	192,096	-7,462	-3.7%	617,535

Daily Pivots for day following 10-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,549.6	1,534.5	1,467.0
R3	1,513.5	1,498.4	1,457.0
R2	1,477.4	1,477.4	1,453.7
R1	1,462.3	1,462.3	1,450.4	1,469.9
PP	1,441.3	1,441.3	1,441.3	1,445.1
S1	1,426.2	1,426.2	1,443.8	1,433.8
S2	1,405.2	1,405.2	1,440.5
S3	1,369.1	1,390.1	1,437.2
S4	1,333.0	1,354.0	1,427.2

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,854.6	1,775.9	1,518.1
R3	1,731.0	1,652.3	1,484.1
R2	1,607.4	1,607.4	1,472.8
R1	1,528.7	1,528.7	1,461.4	1,506.3
PP	1,483.8	1,483.8	1,483.8	1,472.5
S1	1,405.1	1,405.1	1,438.8	1,382.7
S2	1,360.2	1,360.2	1,427.4
S3	1,236.6	1,281.5	1,416.1
S4	1,113.0	1,157.9	1,382.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,549.3	1,420.4	128.9	8.9%	44.0	3.0%	21%	False	True	131,472
10	1,562.4	1,420.4	142.0	9.8%	36.5	2.5%	19%	False	True	135,992
20	1,562.4	1,420.4	142.0	9.8%	35.5	2.5%	19%	False	True	145,176
40	1,602.1	1,420.4	181.7	12.6%	35.9	2.5%	15%	False	True	157,967
60	1,731.3	1,420.4	310.9	21.5%	32.7	2.3%	9%	False	True	162,235
80	1,750.6	1,420.4	330.2	22.8%	28.5	2.0%	8%	False	True	125,502
100	1,750.6	1,420.4	330.2	22.8%	26.6	1.8%	8%	False	True	100,408
120	1,750.6	1,420.4	330.2	22.8%	25.3	1.7%	8%	False	True	83,675

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	7.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,609.9
2.618	1,551.0
1.618	1,514.9
1.000	1,492.6
0.618	1,478.8
HIGH	1,456.5
0.618	1,442.7
0.500	1,438.5
0.382	1,434.2
LOW	1,420.4
0.618	1,398.1
1.000	1,384.3
1.618	1,362.0
2.618	1,325.9
4.250	1,267.0

Fisher Pivots for day following 10-Dec-2018
Pivot	1 day	3 day
R1	1,444.2	1,455.6
PP	1,441.3	1,452.7
S1	1,438.5	1,449.9

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

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