CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	1,449.1	1,438.9	-10.2	-0.7%	1,548.3
High	1,468.4	1,474.2	5.8	0.4%	1,562.4
Low	1,430.0	1,438.8	8.8	0.6%	1,438.8
Close	1,444.2	1,455.6	11.4	0.8%	1,450.1
Range	38.4	35.4	-3.0	-7.8%	123.6
ATR	35.8	35.8	0.0	-0.1%	0.0
Volume	166,591	168,444	1,853	1.1%	617,535

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,562.4	1,544.4	1,475.1
R3	1,527.0	1,509.0	1,465.3
R2	1,491.6	1,491.6	1,462.1
R1	1,473.6	1,473.6	1,458.8	1,482.6
PP	1,456.2	1,456.2	1,456.2	1,460.7
S1	1,438.2	1,438.2	1,452.4	1,447.2
S2	1,420.8	1,420.8	1,449.1
S3	1,385.4	1,402.8	1,445.9
S4	1,350.0	1,367.4	1,436.1

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	1,490.7	1,420.4	70.3	4.8%	42.0	2.9%	50%	False	False	192,558
10	1,562.4	1,420.4	142.0	9.8%	37.1	2.5%	25%	False	False	141,140
20	1,562.4	1,420.4	142.0	9.8%	35.6	2.4%	25%	False	False	144,773
40	1,602.1	1,420.4	181.7	12.5%	35.7	2.5%	19%	False	False	156,568
60	1,731.3	1,420.4	310.9	21.4%	33.3	2.3%	11%	False	False	159,459
80	1,750.6	1,420.4	330.2	22.7%	29.1	2.0%	11%	False	False	129,690
100	1,750.6	1,420.4	330.2	22.7%	27.1	1.9%	11%	False	False	103,757
120	1,750.6	1,420.4	330.2	22.7%	25.6	1.8%	11%	False	False	86,466

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	7.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,624.7
2.618	1,566.9
1.618	1,531.5
1.000	1,509.6
0.618	1,496.1
HIGH	1,474.2
0.618	1,460.7
0.500	1,456.5
0.382	1,452.3
LOW	1,438.8
0.618	1,416.9
1.000	1,403.4
1.618	1,381.5
2.618	1,346.1
4.250	1,288.4

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	1,456.5	1,452.8
PP	1,456.2	1,450.1
S1	1,455.9	1,447.3

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

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