CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 19-Dec-2018

Day Change Summary
	Previous	Current
	18-Dec-2018	19-Dec-2018	Change	Change %	Previous Week
Open	1,387.9	1,370.8	-17.1	-1.2%	1,446.2
High	1,402.3	1,400.0	-2.3	-0.2%	1,474.2
Low	1,368.1	1,340.7	-27.4	-2.0%	1,406.5
Close	1,372.3	1,345.6	-26.7	-1.9%	1,412.3
Range	34.2	59.3	25.1	73.4%	67.7
ATR	36.1	37.8	1.7	4.6%	0.0
Volume	144,496	106,795	-37,701	-26.1%	888,996

Daily Pivots for day following 19-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,540.0	1,502.1	1,378.2
R3	1,480.7	1,442.8	1,361.9
R2	1,421.4	1,421.4	1,356.5
R1	1,383.5	1,383.5	1,351.0	1,372.8
PP	1,362.1	1,362.1	1,362.1	1,356.8
S1	1,324.2	1,324.2	1,340.2	1,313.5
S2	1,302.8	1,302.8	1,334.7
S3	1,243.5	1,264.9	1,329.3
S4	1,184.2	1,205.6	1,313.0

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	1,464.8	1,340.7	124.1	9.2%	41.4	3.1%	4%	False	True	169,624
10	1,490.7	1,340.7	150.0	11.1%	41.7	3.1%	3%	False	True	181,091
20	1,562.4	1,340.7	221.7	16.5%	36.9	2.7%	2%	False	True	143,501
40	1,589.2	1,340.7	248.5	18.5%	36.5	2.7%	2%	False	True	157,572
60	1,719.4	1,340.7	378.7	28.1%	35.3	2.6%	1%	False	True	162,904
80	1,750.6	1,340.7	409.9	30.5%	30.7	2.3%	1%	False	True	140,286
100	1,750.6	1,340.7	409.9	30.5%	28.0	2.1%	1%	False	True	112,236
120	1,750.6	1,340.7	409.9	30.5%	26.3	2.0%	1%	False	True	93,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.8
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,652.0
2.618	1,555.2
1.618	1,495.9
1.000	1,459.3
0.618	1,436.6
HIGH	1,400.0
0.618	1,377.3
0.500	1,370.4
0.382	1,363.4
LOW	1,340.7
0.618	1,304.1
1.000	1,281.4
1.618	1,244.8
2.618	1,185.5
4.250	1,088.7

Fisher Pivots for day following 19-Dec-2018
Pivot	1 day	3 day
R1	1,370.4	1,380.3
PP	1,362.1	1,368.7
S1	1,353.9	1,357.2

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

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