CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	1,784.0	1,788.5	4.5	0.3%	1,651.8
High	1,796.9	1,807.4	10.5	0.6%	1,815.3
Low	1,751.2	1,762.7	11.5	0.7%	1,648.3
Close	1,792.4	1,768.3	-24.1	-1.3%	1,743.7
Range	45.7	44.7	-1.0	-2.2%	167.0
ATR	51.3	50.8	-0.5	-0.9%	0.0
Volume	163,796	167,024	3,228	2.0%	972,439

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,913.6	1,885.6	1,792.9
R3	1,868.9	1,840.9	1,780.6
R2	1,824.2	1,824.2	1,776.5
R1	1,796.2	1,796.2	1,772.4	1,787.9
PP	1,779.5	1,779.5	1,779.5	1,775.3
S1	1,751.5	1,751.5	1,764.2	1,743.2
S2	1,734.8	1,734.8	1,760.1
S3	1,690.1	1,706.8	1,756.0
S4	1,645.4	1,662.1	1,743.7

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	1,807.4	1,691.4	116.0	6.6%	48.7	2.8%	66%	True	False	173,679
10	1,815.3	1,597.9	217.4	12.3%	59.6	3.4%	78%	False	False	184,292
20	1,815.3	1,520.3	295.0	16.7%	53.4	3.0%	84%	False	False	182,433
40	1,815.3	1,426.2	389.1	22.0%	44.6	2.5%	88%	False	False	179,373
60	1,815.3	1,426.2	389.1	22.0%	43.2	2.4%	88%	False	False	152,593
80	1,815.3	1,426.2	389.1	22.0%	39.1	2.2%	88%	False	False	114,469
100	1,815.3	1,372.2	443.1	25.1%	38.0	2.2%	89%	False	False	91,585

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	10.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,997.4
2.618	1,924.4
1.618	1,879.7
1.000	1,852.1
0.618	1,835.0
HIGH	1,807.4
0.618	1,790.3
0.500	1,785.1
0.382	1,779.8
LOW	1,762.7
0.618	1,735.1
1.000	1,718.0
1.618	1,690.4
2.618	1,645.7
4.250	1,572.7

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	1,785.1	1,776.3
PP	1,779.5	1,773.6
S1	1,773.9	1,771.0

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

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