CME E-mini Russell 2000 Index Futures March 2021

Trading Metrics calculated at close of trading on 30-Dec-2020

Day Change Summary
	Previous	Current
	29-Dec-2020	30-Dec-2020	Change	Change %	Previous Week
Open	1,996.5	1,957.1	-39.4	-2.0%	1,990.0
High	2,006.7	1,987.4	-19.3	-1.0%	2,015.7
Low	1,946.6	1,949.7	3.1	0.2%	1,878.1
Close	1,955.5	1,976.5	21.0	1.1%	2,002.8
Range	60.1	37.7	-22.4	-37.3%	137.6
ATR	43.9	43.5	-0.4	-1.0%	0.0
Volume	163,400	122,677	-40,723	-24.9%	569,648

Daily Pivots for day following 30-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,084.3	2,068.1	1,997.2
R3	2,046.6	2,030.4	1,986.9
R2	2,008.9	2,008.9	1,983.4
R1	1,992.7	1,992.7	1,980.0	2,000.8
PP	1,971.2	1,971.2	1,971.2	1,975.3
S1	1,955.0	1,955.0	1,973.0	1,963.1
S2	1,933.5	1,933.5	1,969.6
S3	1,895.8	1,917.3	1,966.1
S4	1,858.1	1,879.6	1,955.8

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	1,946.6	85.7	4.3%	41.0	2.1%	35%	False	False	121,928
10	2,032.3	1,878.1	154.2	7.8%	45.1	2.3%	64%	False	False	156,806
20	2,032.3	1,814.4	217.9	11.0%	41.7	2.1%	74%	False	False	123,602
40	2,032.3	1,545.3	487.0	24.6%	45.4	2.3%	89%	False	False	61,967
60	2,032.3	1,515.9	516.4	26.1%	41.4	2.1%	89%	False	False	41,339

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,147.6
2.618	2,086.1
1.618	2,048.4
1.000	2,025.1
0.618	2,010.7
HIGH	1,987.4
0.618	1,973.0
0.500	1,968.6
0.382	1,964.1
LOW	1,949.7
0.618	1,926.4
1.000	1,912.0
1.618	1,888.7
2.618	1,851.0
4.250	1,789.5

Fisher Pivots for day following 30-Dec-2020
Pivot	1 day	3 day
R1	1,973.9	1,989.5
PP	1,971.2	1,985.1
S1	1,968.6	1,980.8

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

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