CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	1,707.3	1,747.0	39.7	2.3%	1,651.8
High	1,750.0	1,793.6	43.6	2.5%	1,815.3
Low	1,693.2	1,745.1	51.9	3.1%	1,648.3
Close	1,743.7	1,783.9	40.2	2.3%	1,743.7
Range	56.8	48.5	-8.3	-14.6%	167.0
ATR	51.9	51.7	-0.1	-0.3%	0.0
Volume	165,259	191,285	26,026	15.7%	972,439

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,919.7	1,900.3	1,810.6
R3	1,871.2	1,851.8	1,797.2
R2	1,822.7	1,822.7	1,792.8
R1	1,803.3	1,803.3	1,788.3	1,813.0
PP	1,774.2	1,774.2	1,774.2	1,779.1
S1	1,754.8	1,754.8	1,779.5	1,764.5
S2	1,725.7	1,725.7	1,775.0
S3	1,677.2	1,706.3	1,770.6
S4	1,628.7	1,657.8	1,757.2

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,236.8	2,157.2	1,835.6
R3	2,069.8	1,990.2	1,789.6
R2	1,902.8	1,902.8	1,774.3
R1	1,823.2	1,823.2	1,759.0	1,863.0
PP	1,735.8	1,735.8	1,735.8	1,755.7
S1	1,656.2	1,656.2	1,728.4	1,696.0
S2	1,568.8	1,568.8	1,713.1
S3	1,401.8	1,489.2	1,697.8
S4	1,234.8	1,322.2	1,651.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,793.6	1,691.4	102.2	5.7%	48.2	2.7%	91%	True	False	177,191
10	1,815.3	1,546.9	268.4	15.0%	65.5	3.7%	88%	False	False	196,451
20	1,815.3	1,520.3	295.0	16.5%	51.6	2.9%	89%	False	False	180,758
40	1,815.3	1,426.2	389.1	21.8%	44.4	2.5%	92%	False	False	179,191
60	1,815.3	1,426.2	389.1	21.8%	42.5	2.4%	92%	False	False	147,083
80	1,815.3	1,426.2	389.1	21.8%	38.5	2.2%	92%	False	False	110,334
100	1,815.3	1,357.5	457.8	25.7%	38.2	2.1%	93%	False	False	88,278

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	10.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,999.7
2.618	1,920.6
1.618	1,872.1
1.000	1,842.1
0.618	1,823.6
HIGH	1,793.6
0.618	1,775.1
0.500	1,769.4
0.382	1,763.6
LOW	1,745.1
0.618	1,715.1
1.000	1,696.6
1.618	1,666.6
2.618	1,618.1
4.250	1,539.0

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	1,779.1	1,770.1
PP	1,774.2	1,756.3
S1	1,769.4	1,742.5

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

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