CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	1,765.4	1,770.0	4.6	0.3%	1,747.0
High	1,784.5	1,788.1	3.6	0.2%	1,807.4
Low	1,753.8	1,757.3	3.5	0.2%	1,745.1
Close	1,783.0	1,783.3	0.3	0.0%	1,783.3
Range	30.7	30.8	0.1	0.3%	62.3
ATR	49.4	48.1	-1.3	-2.7%	0.0
Volume	150,117	132,841	-17,276	-11.5%	805,063

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,868.6	1,856.8	1,800.2
R3	1,837.8	1,826.0	1,791.8
R2	1,807.0	1,807.0	1,788.9
R1	1,795.2	1,795.2	1,786.1	1,801.1
PP	1,776.2	1,776.2	1,776.2	1,779.2
S1	1,764.4	1,764.4	1,780.5	1,770.3
S2	1,745.4	1,745.4	1,777.7
S3	1,714.6	1,733.6	1,774.8
S4	1,683.8	1,702.8	1,766.4

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,965.5	1,936.7	1,817.6
R3	1,903.2	1,874.4	1,800.4
R2	1,840.9	1,840.9	1,794.7
R1	1,812.1	1,812.1	1,789.0	1,826.5
PP	1,778.6	1,778.6	1,778.6	1,785.8
S1	1,749.8	1,749.8	1,777.6	1,764.2
S2	1,716.3	1,716.3	1,771.9
S3	1,654.0	1,687.5	1,766.2
S4	1,591.7	1,625.2	1,749.0

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	1,745.1	62.3	3.5%	40.1	2.2%	61%	False	False	161,012
10	1,815.3	1,648.3	167.0	9.4%	56.0	3.1%	81%	False	False	177,750
20	1,815.3	1,520.3	295.0	16.5%	53.0	3.0%	89%	False	False	182,907
40	1,815.3	1,468.5	346.8	19.4%	43.9	2.5%	91%	False	False	176,388
60	1,815.3	1,426.2	389.1	21.8%	43.6	2.4%	92%	False	False	157,306
80	1,815.3	1,426.2	389.1	21.8%	39.0	2.2%	92%	False	False	118,005
100	1,815.3	1,372.2	443.1	24.8%	38.0	2.1%	93%	False	False	94,414

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,919.0
2.618	1,868.7
1.618	1,837.9
1.000	1,818.9
0.618	1,807.1
HIGH	1,788.1
0.618	1,776.3
0.500	1,772.7
0.382	1,769.1
LOW	1,757.3
0.618	1,738.3
1.000	1,726.5
1.618	1,707.5
2.618	1,676.7
4.250	1,626.4

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	1,779.8	1,782.4
PP	1,776.2	1,781.5
S1	1,772.7	1,780.6

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

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