CME E-mini Russell 2000 Index Futures March 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	2,004.8	1,997.0	-7.8	-0.4%	1,990.0
High	2,015.7	2,032.3	16.6	0.8%	2,015.7
Low	1,992.7	1,991.0	-1.7	-0.1%	1,878.1
Close	2,002.8	1,995.0	-7.8	-0.4%	2,002.8
Range	23.0	41.3	18.3	79.6%	137.6
ATR	42.8	42.7	-0.1	-0.2%	0.0
Volume	50,997	145,358	94,361	185.0%	569,648

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,130.0	2,103.8	2,017.7
R3	2,088.7	2,062.5	2,006.4
R2	2,047.4	2,047.4	2,002.6
R1	2,021.2	2,021.2	1,998.8	2,013.7
PP	2,006.1	2,006.1	2,006.1	2,002.3
S1	1,979.9	1,979.9	1,991.2	1,972.4
S2	1,964.8	1,964.8	1,987.4
S3	1,923.5	1,938.6	1,983.6
S4	1,882.2	1,897.3	1,972.3

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,378.3	2,328.2	2,078.5
R3	2,240.7	2,190.6	2,040.6
R2	2,103.1	2,103.1	2,028.0
R1	2,053.0	2,053.0	2,015.4	2,078.1
PP	1,965.5	1,965.5	1,965.5	1,978.1
S1	1,915.4	1,915.4	1,990.2	1,940.5
S2	1,827.9	1,827.9	1,977.6
S3	1,690.3	1,777.8	1,965.0
S4	1,552.7	1,640.2	1,927.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,032.3	1,878.1	154.2	7.7%	53.0	2.7%	76%	True	False	143,001
10	2,032.3	1,878.1	154.2	7.7%	43.8	2.2%	76%	True	False	182,963
20	2,032.3	1,810.0	222.3	11.1%	40.5	2.0%	83%	True	False	109,362
40	2,032.3	1,515.9	516.4	25.9%	44.9	2.3%	93%	True	False	54,817
60	2,032.3	1,488.9	543.4	27.2%	41.3	2.1%	93%	True	False	36,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,207.8
2.618	2,140.4
1.618	2,099.1
1.000	2,073.6
0.618	2,057.8
HIGH	2,032.3
0.618	2,016.5
0.500	2,011.7
0.382	2,006.8
LOW	1,991.0
0.618	1,965.5
1.000	1,949.7
1.618	1,924.2
2.618	1,882.9
4.250	1,815.5

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	2,011.7	1,999.0
PP	2,006.1	1,997.7
S1	2,000.6	1,996.3

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

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