CME E-mini Russell 2000 Index Futures September 2020

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

Day Change Summary
	Previous	Current
	28-Apr-2020	29-Apr-2020	Change	Change %	Previous Week
Open	1,292.0	1,299.8	7.8	0.6%	1,210.8
High	1,318.2	1,371.5	53.3	4.0%	1,235.2
Low	1,264.5	1,294.1	29.6	2.3%	1,164.5
Close	1,300.5	1,357.7	57.2	4.4%	1,223.3
Range	53.7	77.4	23.7	44.1%	70.7
ATR	61.8	62.9	1.1	1.8%	0.0
Volume	53	130	77	145.3%	1,370

Daily Pivots for day following 29-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,573.3	1,542.9	1,400.3
R3	1,495.9	1,465.5	1,379.0
R2	1,418.5	1,418.5	1,371.9
R1	1,388.1	1,388.1	1,364.8	1,403.3
PP	1,341.1	1,341.1	1,341.1	1,348.7
S1	1,310.7	1,310.7	1,350.6	1,325.9
S2	1,263.7	1,263.7	1,343.5
S3	1,186.3	1,233.3	1,336.4
S4	1,108.9	1,155.9	1,315.1

Weekly Pivots for week ending 24-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,419.8	1,392.2	1,262.2
R3	1,349.1	1,321.5	1,242.7
R2	1,278.4	1,278.4	1,236.3
R1	1,250.8	1,250.8	1,229.8	1,264.6
PP	1,207.7	1,207.7	1,207.7	1,214.6
S1	1,180.1	1,180.1	1,216.8	1,193.9
S2	1,137.0	1,137.0	1,210.3
S3	1,066.3	1,109.4	1,203.9
S4	995.6	1,038.7	1,184.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,371.5	1,185.6	185.9	13.7%	58.3	4.3%	93%	True	False	280
10	1,371.5	1,148.0	223.5	16.5%	50.9	3.7%	94%	True	False	247
20	1,371.5	1,030.4	341.1	25.1%	55.9	4.1%	96%	True	False	283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.6
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,700.5
2.618	1,574.1
1.618	1,496.7
1.000	1,448.9
0.618	1,419.3
HIGH	1,371.5
0.618	1,341.9
0.500	1,332.8
0.382	1,323.7
LOW	1,294.1
0.618	1,246.3
1.000	1,216.7
1.618	1,168.9
2.618	1,091.5
4.250	965.2

Fisher Pivots for day following 29-Apr-2020
Pivot	1 day	3 day
R1	1,349.4	1,336.6
PP	1,341.1	1,315.6
S1	1,332.8	1,294.5

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

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