CME E-mini Russell 2000 Index Futures March 2021

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	1,997.0	1,996.5	-0.5	0.0%	1,990.0
High	2,032.3	2,006.7	-25.6	-1.3%	2,015.7
Low	1,991.0	1,946.6	-44.4	-2.2%	1,878.1
Close	1,995.0	1,955.5	-39.5	-2.0%	2,002.8
Range	41.3	60.1	18.8	45.5%	137.6
ATR	42.7	43.9	1.2	2.9%	0.0
Volume	145,358	163,400	18,042	12.4%	569,648

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,149.9	2,112.8	1,988.6
R3	2,089.8	2,052.7	1,972.0
R2	2,029.7	2,029.7	1,966.5
R1	1,992.6	1,992.6	1,961.0	1,981.1
PP	1,969.6	1,969.6	1,969.6	1,963.9
S1	1,932.5	1,932.5	1,950.0	1,921.0
S2	1,909.5	1,909.5	1,944.5
S3	1,849.4	1,872.4	1,939.0
S4	1,789.3	1,812.3	1,922.4

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	1,944.9	87.4	4.5%	42.2	2.2%	12%	False	False	127,724
10	2,032.3	1,878.1	154.2	7.9%	46.6	2.4%	50%	False	False	169,792
20	2,032.3	1,814.4	217.9	11.1%	41.2	2.1%	65%	False	False	117,497
40	2,032.3	1,523.2	509.1	26.0%	45.5	2.3%	85%	False	False	58,901
60	2,032.3	1,515.9	516.4	26.4%	41.4	2.1%	85%	False	False	39,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,262.1
2.618	2,164.0
1.618	2,103.9
1.000	2,066.8
0.618	2,043.8
HIGH	2,006.7
0.618	1,983.7
0.500	1,976.7
0.382	1,969.6
LOW	1,946.6
0.618	1,909.5
1.000	1,886.5
1.618	1,849.4
2.618	1,789.3
4.250	1,691.2

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	1,976.7	1,989.5
PP	1,969.6	1,978.1
S1	1,962.6	1,966.8

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

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