CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 14-Dec-2018

Day Change Summary
	Previous	Current
	13-Dec-2018	14-Dec-2018	Change	Change %	Previous Week
Open	1,455.8	1,434.9	-20.9	-1.4%	1,446.2
High	1,464.8	1,438.0	-26.8	-1.8%	1,474.2
Low	1,431.1	1,406.5	-24.6	-1.7%	1,406.5
Close	1,432.4	1,412.3	-20.1	-1.4%	1,412.3
Range	33.7	31.5	-2.2	-6.5%	67.7
ATR	35.6	35.3	-0.3	-0.8%	0.0
Volume	202,791	159,074	-43,717	-21.6%	888,996

Daily Pivots for day following 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,513.4	1,494.4	1,429.6
R3	1,481.9	1,462.9	1,421.0
R2	1,450.4	1,450.4	1,418.1
R1	1,431.4	1,431.4	1,415.2	1,425.2
PP	1,418.9	1,418.9	1,418.9	1,415.8
S1	1,399.9	1,399.9	1,409.4	1,393.7
S2	1,387.4	1,387.4	1,406.5
S3	1,355.9	1,368.4	1,403.6
S4	1,324.4	1,336.9	1,395.0

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,634.1	1,590.9	1,449.5
R3	1,566.4	1,523.2	1,430.9
R2	1,498.7	1,498.7	1,424.7
R1	1,455.5	1,455.5	1,418.5	1,443.3
PP	1,431.0	1,431.0	1,431.0	1,424.9
S1	1,387.8	1,387.8	1,406.1	1,375.6
S2	1,363.3	1,363.3	1,399.9
S3	1,295.6	1,320.1	1,393.7
S4	1,227.9	1,252.4	1,375.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,474.2	1,406.5	67.7	4.8%	35.0	2.5%	9%	False	True	177,799
10	1,562.4	1,406.5	155.9	11.0%	39.4	2.8%	4%	False	True	150,653
20	1,562.4	1,406.5	155.9	11.0%	34.9	2.5%	4%	False	True	144,072
40	1,589.2	1,406.5	182.7	12.9%	35.6	2.5%	3%	False	True	157,477
60	1,731.3	1,406.5	324.8	23.0%	33.7	2.4%	2%	False	True	159,874
80	1,750.6	1,406.5	344.1	24.4%	29.4	2.1%	2%	False	True	134,211
100	1,750.6	1,406.5	344.1	24.4%	27.3	1.9%	2%	False	True	107,375
120	1,750.6	1,406.5	344.1	24.4%	25.6	1.8%	2%	False	True	89,482

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	7.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,571.9
2.618	1,520.5
1.618	1,489.0
1.000	1,469.5
0.618	1,457.5
HIGH	1,438.0
0.618	1,426.0
0.500	1,422.3
0.382	1,418.5
LOW	1,406.5
0.618	1,387.0
1.000	1,375.0
1.618	1,355.5
2.618	1,324.0
4.250	1,272.6

Fisher Pivots for day following 14-Dec-2018
Pivot	1 day	3 day
R1	1,422.3	1,440.4
PP	1,418.9	1,431.0
S1	1,415.6	1,421.7

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

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