CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	1,825.2	1,834.8	9.6	0.5%	1,778.5
High	1,850.8	1,843.7	-7.1	-0.4%	1,863.6
Low	1,824.0	1,816.2	-7.8	-0.4%	1,776.6
Close	1,835.5	1,837.5	2.0	0.1%	1,853.0
Range	26.8	27.5	0.7	2.6%	87.0
ATR	44.9	43.6	-1.2	-2.8%	0.0
Volume	171,007	136,756	-34,251	-20.0%	531,721

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,915.0	1,903.7	1,852.6
R3	1,887.5	1,876.2	1,845.1
R2	1,860.0	1,860.0	1,842.5
R1	1,848.7	1,848.7	1,840.0	1,854.4
PP	1,832.5	1,832.5	1,832.5	1,835.3
S1	1,821.2	1,821.2	1,835.0	1,826.9
S2	1,805.0	1,805.0	1,832.5
S3	1,777.5	1,793.7	1,829.9
S4	1,750.0	1,766.2	1,822.4

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%	32.8	1.8%	50%	False	False	142,142
10	1,863.6	1,753.8	109.8	6.0%	36.6	2.0%	76%	False	False	147,632
20	1,863.6	1,546.9	316.7	17.2%	50.5	2.7%	92%	False	False	171,718
40	1,863.6	1,520.3	343.3	18.7%	43.1	2.3%	92%	False	False	168,839
60	1,863.6	1,426.2	437.4	23.8%	42.9	2.3%	94%	False	False	174,287
80	1,863.6	1,426.2	437.4	23.8%	39.6	2.2%	94%	False	False	130,831
100	1,863.6	1,387.8	475.8	25.9%	37.5	2.0%	95%	False	False	104,673

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,960.6
2.618	1,915.7
1.618	1,888.2
1.000	1,871.2
0.618	1,860.7
HIGH	1,843.7
0.618	1,833.2
0.500	1,830.0
0.382	1,826.7
LOW	1,816.2
0.618	1,799.2
1.000	1,788.7
1.618	1,771.7
2.618	1,744.2
4.250	1,699.3

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	1,835.0	1,836.8
PP	1,832.5	1,836.1
S1	1,830.0	1,835.4

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

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