CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 13-Mar-2018

Day Change Summary
	Previous	Current
	12-Mar-2018	13-Mar-2018	Change	Change %	Previous Week
Open	1,600.6	1,606.0	5.4	0.3%	1,527.5
High	1,610.8	1,615.8	5.0	0.3%	1,602.5
Low	1,597.3	1,593.0	-4.3	-0.3%	1,518.8
Close	1,605.9	1,600.6	-5.3	-0.3%	1,601.3
Range	13.5	22.8	9.3	68.9%	83.7
ATR	29.3	28.8	-0.5	-1.6%	0.0
Volume	269,091	200,317	-68,774	-25.6%	270,928

Daily Pivots for day following 13-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,671.5	1,658.9	1,613.1
R3	1,648.7	1,636.1	1,606.9
R2	1,625.9	1,625.9	1,604.8
R1	1,613.3	1,613.3	1,602.7	1,608.2
PP	1,603.1	1,603.1	1,603.1	1,600.6
S1	1,590.5	1,590.5	1,598.5	1,585.4
S2	1,580.3	1,580.3	1,596.4
S3	1,557.5	1,567.7	1,594.3
S4	1,534.7	1,544.9	1,588.1

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,825.3	1,797.0	1,647.3
R3	1,741.6	1,713.3	1,624.3
R2	1,657.9	1,657.9	1,616.6
R1	1,629.6	1,629.6	1,609.0	1,643.8
PP	1,574.2	1,574.2	1,574.2	1,581.3
S1	1,545.9	1,545.9	1,593.6	1,560.1
S2	1,490.5	1,490.5	1,586.0
S3	1,406.8	1,462.2	1,578.3
S4	1,323.1	1,378.5	1,555.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,615.8	1,542.6	73.2	4.6%	24.8	1.6%	79%	True	False	147,051
10	1,615.8	1,493.8	122.0	7.6%	30.0	1.9%	88%	True	False	74,080
20	1,615.8	1,474.4	141.4	8.8%	28.5	1.8%	89%	True	False	37,051
40	1,622.5	1,421.3	201.2	12.6%	30.2	1.9%	89%	False	False	18,550

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,712.7
2.618	1,675.5
1.618	1,652.7
1.000	1,638.6
0.618	1,629.9
HIGH	1,615.8
0.618	1,607.1
0.500	1,604.4
0.382	1,601.7
LOW	1,593.0
0.618	1,578.9
1.000	1,570.2
1.618	1,556.1
2.618	1,533.3
4.250	1,496.1

Fisher Pivots for day following 13-Mar-2018
Pivot	1 day	3 day
R1	1,604.4	1,598.7
PP	1,603.1	1,596.8
S1	1,601.9	1,594.9

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

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