CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	1,632.5	1,636.3	3.8	0.2%	1,544.8
High	1,644.6	1,651.7	7.1	0.4%	1,644.6
Low	1,625.7	1,630.6	4.9	0.3%	1,536.9
Close	1,637.7	1,650.8	13.1	0.8%	1,637.7
Range	18.9	21.1	2.2	11.6%	107.7
ATR	39.2	37.9	-1.3	-3.3%	0.0
Volume	184,019	160,053	-23,966	-13.0%	972,933

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,707.7	1,700.3	1,662.4
R3	1,686.6	1,679.2	1,656.6
R2	1,665.5	1,665.5	1,654.7
R1	1,658.1	1,658.1	1,652.7	1,661.8
PP	1,644.4	1,644.4	1,644.4	1,646.2
S1	1,637.0	1,637.0	1,648.9	1,640.7
S2	1,623.3	1,623.3	1,646.9
S3	1,602.2	1,615.9	1,645.0
S4	1,581.1	1,594.8	1,639.2

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,929.5	1,891.3	1,696.9
R3	1,821.8	1,783.6	1,667.3
R2	1,714.1	1,714.1	1,657.4
R1	1,675.9	1,675.9	1,647.6	1,695.0
PP	1,606.4	1,606.4	1,606.4	1,616.0
S1	1,568.2	1,568.2	1,627.8	1,587.3
S2	1,498.7	1,498.7	1,618.0
S3	1,391.0	1,460.5	1,608.1
S4	1,283.3	1,352.8	1,578.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,651.7	1,563.1	88.6	5.4%	33.6	2.0%	99%	True	False	197,241
10	1,651.7	1,485.8	165.9	10.0%	36.3	2.2%	99%	True	False	187,828
20	1,651.7	1,426.2	225.5	13.7%	39.4	2.4%	100%	True	False	188,834
40	1,651.7	1,426.2	225.5	13.7%	36.3	2.2%	100%	True	False	110,411
60	1,651.7	1,426.2	225.5	13.7%	33.5	2.0%	100%	True	False	73,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,741.4
2.618	1,706.9
1.618	1,685.8
1.000	1,672.8
0.618	1,664.7
HIGH	1,651.7
0.618	1,643.6
0.500	1,641.2
0.382	1,638.7
LOW	1,630.6
0.618	1,617.6
1.000	1,609.5
1.618	1,596.5
2.618	1,575.4
4.250	1,540.9

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	1,647.6	1,644.1
PP	1,644.4	1,637.4
S1	1,641.2	1,630.7

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

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