CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 21-May-2018

Day Change Summary
	Previous	Current
	18-May-2018	21-May-2018	Change	Change %	Previous Week
Open	1,626.3	1,633.7	7.4	0.5%	1,608.5
High	1,632.5	1,641.6	9.1	0.6%	1,632.5
Low	1,623.7	1,630.9	7.2	0.4%	1,591.0
Close	1,626.9	1,640.7	13.8	0.8%	1,626.9
Range	8.8	10.7	1.9	21.6%	41.5
ATR	20.4	19.9	-0.4	-2.0%	0.0
Volume	87,071	81,926	-5,145	-5.9%	483,594

Daily Pivots for day following 21-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,669.8	1,666.0	1,646.6
R3	1,659.1	1,655.3	1,643.6
R2	1,648.4	1,648.4	1,642.7
R1	1,644.6	1,644.6	1,641.7	1,646.5
PP	1,637.7	1,637.7	1,637.7	1,638.7
S1	1,633.9	1,633.9	1,639.7	1,635.8
S2	1,627.0	1,627.0	1,638.7
S3	1,616.3	1,623.2	1,637.8
S4	1,605.6	1,612.5	1,634.8

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,741.3	1,725.6	1,649.7
R3	1,699.8	1,684.1	1,638.3
R2	1,658.3	1,658.3	1,634.5
R1	1,642.6	1,642.6	1,630.7	1,650.5
PP	1,616.8	1,616.8	1,616.8	1,620.7
S1	1,601.1	1,601.1	1,623.1	1,609.0
S2	1,575.3	1,575.3	1,619.3
S3	1,533.8	1,559.6	1,615.5
S4	1,492.3	1,518.1	1,604.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,641.6	1,591.0	50.6	3.1%	14.3	0.9%	98%	True	False	92,527
10	1,641.6	1,575.1	66.5	4.1%	14.8	0.9%	99%	True	False	93,321
20	1,641.6	1,527.2	114.4	7.0%	19.9	1.2%	99%	True	False	100,755
40	1,641.6	1,482.5	159.1	9.7%	23.6	1.4%	99%	True	False	107,347
60	1,641.6	1,482.5	159.1	9.7%	25.2	1.5%	99%	True	False	101,261
80	1,641.6	1,421.3	220.3	13.4%	27.7	1.7%	100%	True	False	75,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,687.1
2.618	1,669.6
1.618	1,658.9
1.000	1,652.3
0.618	1,648.2
HIGH	1,641.6
0.618	1,637.5
0.500	1,636.3
0.382	1,635.0
LOW	1,630.9
0.618	1,624.3
1.000	1,620.2
1.618	1,613.6
2.618	1,602.9
4.250	1,585.4

Fisher Pivots for day following 21-May-2018
Pivot	1 day	3 day
R1	1,639.2	1,636.8
PP	1,637.7	1,632.9
S1	1,636.3	1,629.0

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

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