CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 14-Jun-2018

Day Change Summary
	Previous	Current
	13-Jun-2018	14-Jun-2018	Change	Change %	Previous Week
Open	1,682.9	1,676.0	-6.9	-0.4%	1,648.7
High	1,686.2	1,687.5	1.3	0.1%	1,681.2
Low	1,673.7	1,671.0	-2.7	-0.2%	1,641.2
Close	1,675.6	1,686.2	10.6	0.6%	1,671.1
Range	12.5	16.5	4.0	32.0%	40.0
ATR	17.8	17.7	-0.1	-0.5%	0.0
Volume	73,446	33,028	-40,418	-55.0%	654,286

Daily Pivots for day following 14-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,731.1	1,725.1	1,695.3
R3	1,714.6	1,708.6	1,690.7
R2	1,698.1	1,698.1	1,689.2
R1	1,692.1	1,692.1	1,687.7	1,695.1
PP	1,681.6	1,681.6	1,681.6	1,683.1
S1	1,675.6	1,675.6	1,684.7	1,678.6
S2	1,665.1	1,665.1	1,683.2
S3	1,648.6	1,659.1	1,681.7
S4	1,632.1	1,642.6	1,677.1

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	1,687.5	1,661.0	26.5	1.6%	13.8	0.8%	95%	True	False	132,728
10	1,687.5	1,636.9	50.6	3.0%	15.2	0.9%	97%	True	False	124,934
20	1,687.5	1,607.1	80.4	4.8%	16.4	1.0%	98%	True	False	112,450
40	1,687.5	1,527.2	160.3	9.5%	18.7	1.1%	99%	True	False	106,412
60	1,687.5	1,482.5	205.0	12.2%	22.5	1.3%	99%	True	False	112,759
80	1,687.5	1,482.5	205.0	12.2%	23.6	1.4%	99%	True	False	100,851
100	1,687.5	1,421.3	266.2	15.8%	25.6	1.5%	100%	True	False	80,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,757.6
2.618	1,730.7
1.618	1,714.2
1.000	1,704.0
0.618	1,697.7
HIGH	1,687.5
0.618	1,681.2
0.500	1,679.3
0.382	1,677.3
LOW	1,671.0
0.618	1,660.8
1.000	1,654.5
1.618	1,644.3
2.618	1,627.8
4.250	1,600.9

Fisher Pivots for day following 14-Jun-2018
Pivot	1 day	3 day
R1	1,683.9	1,683.9
PP	1,681.6	1,681.6
S1	1,679.3	1,679.3

Download as Excel Spreadsheet

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

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