CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	1,855.2	1,825.2	-30.0	-1.6%	1,778.5
High	1,859.0	1,850.8	-8.2	-0.4%	1,863.6
Low	1,811.8	1,824.0	12.2	0.7%	1,776.6
Close	1,820.1	1,835.5	15.4	0.8%	1,853.0
Range	47.2	26.8	-20.4	-43.2%	87.0
ATR	46.0	44.9	-1.1	-2.4%	0.0
Volume	186,855	171,007	-15,848	-8.5%	531,721

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,917.2	1,903.1	1,850.2
R3	1,890.4	1,876.3	1,842.9
R2	1,863.6	1,863.6	1,840.4
R1	1,849.5	1,849.5	1,838.0	1,856.6
PP	1,836.8	1,836.8	1,836.8	1,840.3
S1	1,822.7	1,822.7	1,833.0	1,829.8
S2	1,810.0	1,810.0	1,830.6
S3	1,783.2	1,795.9	1,828.1
S4	1,756.4	1,769.1	1,820.8

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,092.1	2,059.5	1,900.9
R3	2,005.1	1,972.5	1,876.9
R2	1,918.1	1,918.1	1,869.0
R1	1,885.5	1,885.5	1,861.0	1,901.8
PP	1,831.1	1,831.1	1,831.1	1,839.2
S1	1,798.5	1,798.5	1,845.0	1,814.8
S2	1,744.1	1,744.1	1,837.1
S3	1,657.1	1,711.5	1,829.1
S4	1,570.1	1,624.5	1,805.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,863.6	1,811.8	51.8	2.8%	36.0	2.0%	46%	False	False	150,010
10	1,863.6	1,751.2	112.4	6.1%	38.4	2.1%	75%	False	False	150,336
20	1,863.6	1,546.9	316.7	17.3%	51.9	2.8%	91%	False	False	173,393
40	1,863.6	1,520.3	343.3	18.7%	43.8	2.4%	92%	False	False	172,469
60	1,863.6	1,426.2	437.4	23.8%	43.4	2.4%	94%	False	False	172,068
80	1,863.6	1,426.2	437.4	23.8%	39.7	2.2%	94%	False	False	129,123
100	1,863.6	1,387.8	475.8	25.9%	37.7	2.1%	94%	False	False	103,306

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.2
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1,964.7
2.618	1,921.0
1.618	1,894.2
1.000	1,877.6
0.618	1,867.4
HIGH	1,850.8
0.618	1,840.6
0.500	1,837.4
0.382	1,834.2
LOW	1,824.0
0.618	1,807.4
1.000	1,797.2
1.618	1,780.6
2.618	1,753.8
4.250	1,710.1

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	1,837.4	1,835.5
PP	1,836.8	1,835.4
S1	1,836.1	1,835.4

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

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