CME E-mini Russell 2000 Index Futures March 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	1,976.1	1,977.9	1.8	0.1%	1,997.0
High	1,980.3	1,997.6	17.3	0.9%	2,032.3
Low	1,958.0	1,920.5	-37.5	-1.9%	1,946.6
Close	1,974.8	1,945.5	-29.3	-1.5%	1,974.8
Range	22.3	77.1	54.8	245.7%	85.7
ATR	42.0	44.5	2.5	6.0%	0.0
Volume	144,363	226,233	81,870	56.7%	575,798

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2,185.8	2,142.8	1,987.9
R3	2,108.7	2,065.7	1,966.7
R2	2,031.6	2,031.6	1,959.6
R1	1,988.6	1,988.6	1,952.6	1,971.6
PP	1,954.5	1,954.5	1,954.5	1,946.0
S1	1,911.5	1,911.5	1,938.4	1,894.5
S2	1,877.4	1,877.4	1,931.4
S3	1,800.3	1,834.4	1,924.3
S4	1,723.2	1,757.3	1,903.1

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	2,241.7	2,193.9	2,021.9
R3	2,156.0	2,108.2	1,998.4
R2	2,070.3	2,070.3	1,990.5
R1	2,022.5	2,022.5	1,982.7	2,003.6
PP	1,984.6	1,984.6	1,984.6	1,975.1
S1	1,936.8	1,936.8	1,966.9	1,917.9
S2	1,898.9	1,898.9	1,959.1
S3	1,813.2	1,851.1	1,951.2
S4	1,727.5	1,765.4	1,927.7

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	1,920.5	111.8	5.7%	47.7	2.5%	22%	False	True	160,406
10	2,032.3	1,878.1	154.2	7.9%	49.3	2.5%	44%	False	False	156,721
20	2,032.3	1,846.1	186.2	9.6%	43.9	2.3%	53%	False	False	142,042
40	2,032.3	1,595.5	436.8	22.5%	44.5	2.3%	80%	False	False	71,226
60	2,032.3	1,515.9	516.4	26.5%	41.4	2.1%	83%	False	False	47,512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.2
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,325.3
2.618	2,199.4
1.618	2,122.3
1.000	2,074.7
0.618	2,045.2
HIGH	1,997.6
0.618	1,968.1
0.500	1,959.1
0.382	1,950.0
LOW	1,920.5
0.618	1,872.9
1.000	1,843.4
1.618	1,795.8
2.618	1,718.7
4.250	1,592.8

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	1,959.1	1,959.1
PP	1,954.5	1,954.5
S1	1,950.0	1,950.0

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

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