CME E-mini Russell 2000 Index Futures December 2018

Trading Metrics calculated at close of trading on 20-Dec-2018

Day Change Summary
	Previous	Current
	19-Dec-2018	20-Dec-2018	Change	Change %	Previous Week
Open	1,370.8	1,346.0	-24.8	-1.8%	1,446.2
High	1,400.0	1,361.6	-38.4	-2.7%	1,474.2
Low	1,340.7	1,312.0	-28.7	-2.1%	1,406.5
Close	1,345.6	1,336.2	-9.4	-0.7%	1,412.3
Range	59.3	49.6	-9.7	-16.4%	67.7
ATR	37.8	38.6	0.8	2.2%	0.0
Volume	106,795	89,750	-17,045	-16.0%	888,996

Daily Pivots for day following 20-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,485.4	1,460.4	1,363.5
R3	1,435.8	1,410.8	1,349.8
R2	1,386.2	1,386.2	1,345.3
R1	1,361.2	1,361.2	1,340.7	1,348.9
PP	1,336.6	1,336.6	1,336.6	1,330.5
S1	1,311.6	1,311.6	1,331.7	1,299.3
S2	1,287.0	1,287.0	1,327.1
S3	1,237.4	1,262.0	1,322.6
S4	1,187.8	1,212.4	1,308.9

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	1,438.0	1,312.0	126.0	9.4%	44.6	3.3%	19%	False	True	147,016
10	1,489.0	1,312.0	177.0	13.2%	41.7	3.1%	14%	False	True	166,456
20	1,562.4	1,312.0	250.4	18.7%	37.5	2.8%	10%	False	True	142,162
40	1,589.2	1,312.0	277.2	20.7%	36.1	2.7%	9%	False	True	154,791
60	1,711.8	1,312.0	399.8	29.9%	35.7	2.7%	6%	False	True	162,405
80	1,750.6	1,312.0	438.6	32.8%	31.2	2.3%	6%	False	True	141,407
100	1,750.6	1,312.0	438.6	32.8%	28.2	2.1%	6%	False	True	113,133
120	1,750.6	1,312.0	438.6	32.8%	26.5	2.0%	6%	False	True	94,281

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	12.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,572.4
2.618	1,491.5
1.618	1,441.9
1.000	1,411.2
0.618	1,392.3
HIGH	1,361.6
0.618	1,342.7
0.500	1,336.8
0.382	1,330.9
LOW	1,312.0
0.618	1,281.3
1.000	1,262.4
1.618	1,231.7
2.618	1,182.1
4.250	1,101.2

Fisher Pivots for day following 20-Dec-2018
Pivot	1 day	3 day
R1	1,336.8	1,357.2
PP	1,336.6	1,350.2
S1	1,336.4	1,343.2

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

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