CME E-mini Russell 2000 Index Futures December 2020

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	1,892.8	1,886.6	-6.2	-0.3%	1,855.2
High	1,899.4	1,919.5	20.1	1.1%	1,893.6
Low	1,875.3	1,875.4	0.1	0.0%	1,811.8
Close	1,892.1	1,916.8	24.7	1.3%	1,891.3
Range	24.1	44.1	20.0	83.0%	81.8
ATR	41.6	41.8	0.2	0.4%	0.0
Volume	118,057	143,738	25,681	21.8%	762,528

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,036.2	2,020.6	1,941.1
R3	1,992.1	1,976.5	1,928.9
R2	1,948.0	1,948.0	1,924.9
R1	1,932.4	1,932.4	1,920.8	1,940.2
PP	1,903.9	1,903.9	1,903.9	1,907.8
S1	1,888.3	1,888.3	1,912.8	1,896.1
S2	1,859.8	1,859.8	1,908.7
S3	1,815.7	1,844.2	1,904.7
S4	1,771.6	1,800.1	1,892.5

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,111.0	2,082.9	1,936.3
R3	2,029.2	2,001.1	1,913.8
R2	1,947.4	1,947.4	1,906.3
R1	1,919.3	1,919.3	1,898.8	1,933.4
PP	1,865.6	1,865.6	1,865.6	1,872.6
S1	1,837.5	1,837.5	1,883.8	1,851.6
S2	1,783.8	1,783.8	1,876.3
S3	1,702.0	1,755.7	1,868.8
S4	1,620.2	1,673.9	1,846.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,919.5	1,816.2	103.3	5.4%	34.3	1.8%	97%	True	False	133,292
10	1,919.5	1,811.8	107.7	5.6%	35.2	1.8%	97%	True	False	141,651
20	1,919.5	1,691.4	228.1	11.9%	39.8	2.1%	99%	True	False	152,788
40	1,919.5	1,520.3	399.2	20.8%	43.9	2.3%	99%	True	False	164,475
60	1,919.5	1,426.2	493.3	25.7%	42.4	2.2%	99%	True	False	172,595
80	1,919.5	1,426.2	493.3	25.7%	40.1	2.1%	99%	True	False	137,443
100	1,919.5	1,426.2	493.3	25.7%	37.7	2.0%	99%	True	False	109,967

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,106.9
2.618	2,035.0
1.618	1,990.9
1.000	1,963.6
0.618	1,946.8
HIGH	1,919.5
0.618	1,902.7
0.500	1,897.5
0.382	1,892.2
LOW	1,875.4
0.618	1,848.1
1.000	1,831.3
1.618	1,804.0
2.618	1,759.9
4.250	1,688.0

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	1,910.4	1,905.8
PP	1,903.9	1,894.8
S1	1,897.5	1,883.8

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

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