CME E-mini Russell 2000 Index Futures June 2018

Trading Metrics calculated at close of trading on 15-Jun-2018

Day Change Summary
	Previous	Current
	14-Jun-2018	15-Jun-2018	Change	Change %	Previous Week
Open	1,676.0	1,684.4	8.4	0.5%	1,668.5
High	1,687.5	1,687.5	0.0	0.0%	1,687.5
Low	1,671.0	1,676.0	5.0	0.3%	1,666.2
Close	1,686.2	1,677.8	-8.5	-0.5%	1,677.8
Range	16.5	11.5	-5.0	-30.3%	21.3
ATR	17.7	17.3	-0.4	-2.5%	0.0
Volume	33,028	693	-32,335	-97.9%	481,854

Daily Pivots for day following 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,714.9	1,707.8	1,684.1
R3	1,703.4	1,696.3	1,680.9
R2	1,691.9	1,691.9	1,679.9
R1	1,684.8	1,684.8	1,678.8	1,682.6
PP	1,680.4	1,680.4	1,680.4	1,679.3
S1	1,673.3	1,673.3	1,676.7	1,671.1
S2	1,668.9	1,668.9	1,675.6
S3	1,657.4	1,661.8	1,674.6
S4	1,645.9	1,650.3	1,671.4

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,741.1	1,730.7	1,689.5
R3	1,719.8	1,709.4	1,683.6
R2	1,698.5	1,698.5	1,681.7
R1	1,688.1	1,688.1	1,679.7	1,693.3
PP	1,677.2	1,677.2	1,677.2	1,679.7
S1	1,666.8	1,666.8	1,675.8	1,672.0
S2	1,655.9	1,655.9	1,673.8
S3	1,634.6	1,645.5	1,671.9
S4	1,613.3	1,624.2	1,666.0

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	1,666.2	21.3	1.3%	13.5	0.8%	54%	True	False	96,370
10	1,687.5	1,641.2	46.3	2.8%	14.8	0.9%	79%	True	False	113,614
20	1,687.5	1,607.1	80.4	4.8%	16.3	1.0%	88%	True	False	108,103
40	1,687.5	1,527.2	160.3	9.6%	18.4	1.1%	94%	True	False	104,202
60	1,687.5	1,482.5	205.0	12.2%	22.3	1.3%	95%	True	False	110,939
80	1,687.5	1,482.5	205.0	12.2%	23.4	1.4%	95%	True	False	100,860
100	1,687.5	1,421.3	266.2	15.9%	25.6	1.5%	96%	True	False	80,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.5
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1,736.4
2.618	1,717.6
1.618	1,706.1
1.000	1,699.0
0.618	1,694.6
HIGH	1,687.5
0.618	1,683.1
0.500	1,681.8
0.382	1,680.4
LOW	1,676.0
0.618	1,668.9
1.000	1,664.5
1.618	1,657.4
2.618	1,645.9
4.250	1,627.1

Fisher Pivots for day following 15-Jun-2018
Pivot	1 day	3 day
R1	1,681.8	1,679.3
PP	1,680.4	1,678.8
S1	1,679.1	1,678.3

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

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