CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 08-Jun-2018

Day Change Summary
	Previous	Current
	07-Jun-2018	08-Jun-2018	Change	Change %	Previous Week
Open	1,678.0	1,671.0	-7.0	-0.4%	1,648.7
High	1,681.2	1,673.7	-7.5	-0.4%	1,681.2
Low	1,659.9	1,661.0	1.1	0.1%	1,641.2
Close	1,670.2	1,671.1	0.9	0.1%	1,671.1
Range	21.3	12.7	-8.6	-40.4%	40.0
ATR	19.4	19.0	-0.5	-2.5%	0.0
Volume	173,620	182,483	8,863	5.1%	654,286

Daily Pivots for day following 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,706.7	1,701.6	1,678.1
R3	1,694.0	1,688.9	1,674.6
R2	1,681.3	1,681.3	1,673.4
R1	1,676.2	1,676.2	1,672.3	1,678.8
PP	1,668.6	1,668.6	1,668.6	1,669.9
S1	1,663.5	1,663.5	1,669.9	1,666.1
S2	1,655.9	1,655.9	1,668.8
S3	1,643.2	1,650.8	1,667.6
S4	1,630.5	1,638.1	1,664.1

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,784.5	1,767.8	1,693.1
R3	1,744.5	1,727.8	1,682.1
R2	1,704.5	1,704.5	1,678.4
R1	1,687.8	1,687.8	1,674.8	1,696.2
PP	1,664.5	1,664.5	1,664.5	1,668.7
S1	1,647.8	1,647.8	1,667.4	1,656.2
S2	1,624.5	1,624.5	1,663.8
S3	1,584.5	1,607.8	1,660.1
S4	1,544.5	1,567.8	1,649.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,681.2	1,641.2	40.0	2.4%	16.2	1.0%	75%	False	False	130,857
10	1,681.2	1,607.1	74.1	4.4%	18.9	1.1%	86%	False	False	125,191
20	1,681.2	1,591.0	90.2	5.4%	17.0	1.0%	89%	False	False	108,188
40	1,681.2	1,527.2	154.0	9.2%	19.1	1.1%	93%	False	False	103,509
60	1,681.2	1,482.5	198.7	11.9%	23.0	1.4%	95%	False	False	111,849
80	1,681.2	1,474.4	206.8	12.4%	24.4	1.5%	95%	False	False	94,837
100	1,681.2	1,421.3	259.9	15.6%	25.8	1.5%	96%	False	False	75,880

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,727.7
2.618	1,706.9
1.618	1,694.2
1.000	1,686.4
0.618	1,681.5
HIGH	1,673.7
0.618	1,668.8
0.500	1,667.4
0.382	1,665.9
LOW	1,661.0
0.618	1,653.2
1.000	1,648.3
1.618	1,640.5
2.618	1,627.8
4.250	1,607.0

Fisher Pivots for day following 08-Jun-2018
Pivot	1 day	3 day
R1	1,669.9	1,670.9
PP	1,668.6	1,670.7
S1	1,667.4	1,670.6

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

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