CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	1,615.3	1,603.0	-12.3	-0.8%	1,636.3
High	1,628.6	1,634.1	5.5	0.3%	1,651.7
Low	1,600.2	1,587.7	-12.5	-0.8%	1,595.5
Close	1,603.1	1,630.6	27.5	1.7%	1,627.1
Range	28.4	46.4	18.0	63.4%	56.2
ATR	35.3	36.1	0.8	2.2%	0.0
Volume	152,917	155,884	2,967	1.9%	816,599

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,756.7	1,740.0	1,656.1
R3	1,710.3	1,693.6	1,643.4
R2	1,663.9	1,663.9	1,639.1
R1	1,647.2	1,647.2	1,634.9	1,655.6
PP	1,617.5	1,617.5	1,617.5	1,621.6
S1	1,600.8	1,600.8	1,626.3	1,609.2
S2	1,571.1	1,571.1	1,622.1
S3	1,524.7	1,554.4	1,617.8
S4	1,478.3	1,508.0	1,605.1

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,793.4	1,766.4	1,658.0
R3	1,737.2	1,710.2	1,642.6
R2	1,681.0	1,681.0	1,637.4
R1	1,654.0	1,654.0	1,632.3	1,639.4
PP	1,624.8	1,624.8	1,624.8	1,617.5
S1	1,597.8	1,597.8	1,621.9	1,583.2
S2	1,568.6	1,568.6	1,616.8
S3	1,512.4	1,541.6	1,611.6
S4	1,456.2	1,485.4	1,596.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,648.4	1,587.7	60.7	3.7%	33.0	2.0%	71%	False	True	145,513
10	1,651.7	1,587.7	64.0	3.9%	30.8	1.9%	67%	False	True	159,130
20	1,651.7	1,428.7	223.0	13.7%	35.9	2.2%	91%	False	False	172,131
40	1,651.7	1,426.2	225.5	13.8%	38.9	2.4%	91%	False	False	141,568
60	1,651.7	1,426.2	225.5	13.8%	34.5	2.1%	91%	False	False	94,412
80	1,651.7	1,372.2	279.5	17.1%	34.4	2.1%	92%	False	False	70,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,831.3
2.618	1,755.6
1.618	1,709.2
1.000	1,680.5
0.618	1,662.8
HIGH	1,634.1
0.618	1,616.4
0.500	1,610.9
0.382	1,605.4
LOW	1,587.7
0.618	1,559.0
1.000	1,541.3
1.618	1,512.6
2.618	1,466.2
4.250	1,390.5

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	1,624.0	1,624.0
PP	1,617.5	1,617.5
S1	1,610.9	1,610.9

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

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