CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 16-May-2018

Day Change Summary
	Previous	Current
	15-May-2018	16-May-2018	Change	Change %	Previous Week
Open	1,604.0	1,602.7	-1.3	-0.1%	1,566.8
High	1,605.7	1,622.8	17.1	1.1%	1,611.5
Low	1,591.0	1,598.9	7.9	0.5%	1,565.7
Close	1,601.8	1,619.1	17.3	1.1%	1,609.5
Range	14.7	23.9	9.2	62.6%	45.8
ATR	21.7	21.9	0.2	0.7%	0.0
Volume	110,559	95,436	-15,123	-13.7%	453,825

Daily Pivots for day following 16-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,685.3	1,676.1	1,632.2
R3	1,661.4	1,652.2	1,625.7
R2	1,637.5	1,637.5	1,623.5
R1	1,628.3	1,628.3	1,621.3	1,632.9
PP	1,613.6	1,613.6	1,613.6	1,615.9
S1	1,604.4	1,604.4	1,616.9	1,609.0
S2	1,589.7	1,589.7	1,614.7
S3	1,565.8	1,580.5	1,612.5
S4	1,541.9	1,556.6	1,606.0

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,733.0	1,717.0	1,634.7
R3	1,687.2	1,671.2	1,622.1
R2	1,641.4	1,641.4	1,617.9
R1	1,625.4	1,625.4	1,613.7	1,633.4
PP	1,595.6	1,595.6	1,595.6	1,599.6
S1	1,579.6	1,579.6	1,605.3	1,587.6
S2	1,549.8	1,549.8	1,601.1
S3	1,504.0	1,533.8	1,596.9
S4	1,458.2	1,488.0	1,584.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,622.8	1,591.0	31.8	2.0%	16.6	1.0%	88%	True	False	96,002
10	1,622.8	1,531.0	91.8	5.7%	20.3	1.3%	96%	True	False	101,200
20	1,622.8	1,527.2	95.6	5.9%	21.0	1.3%	96%	True	False	100,374
40	1,622.8	1,482.5	140.3	8.7%	25.6	1.6%	97%	True	False	112,914
60	1,622.8	1,482.5	140.3	8.7%	26.0	1.6%	97%	True	False	96,985
80	1,622.8	1,421.3	201.5	12.4%	27.9	1.7%	98%	True	False	72,750

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	5.0
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,724.4
2.618	1,685.4
1.618	1,661.5
1.000	1,646.7
0.618	1,637.6
HIGH	1,622.8
0.618	1,613.7
0.500	1,610.9
0.382	1,608.0
LOW	1,598.9
0.618	1,584.1
1.000	1,575.0
1.618	1,560.2
2.618	1,536.3
4.250	1,497.3

Fisher Pivots for day following 16-May-2018
Pivot	1 day	3 day
R1	1,616.4	1,615.0
PP	1,613.6	1,611.0
S1	1,610.9	1,606.9

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

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