CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 03-Apr-2018

Day Change Summary
	Previous	Current
	02-Apr-2018	03-Apr-2018	Change	Change %	Previous Week
Open	1,516.7	1,518.0	1.3	0.1%	1,523.0
High	1,536.8	1,520.7	-16.1	-1.0%	1,561.0
Low	1,488.2	1,518.0	29.8	2.0%	1,512.0
Close	1,495.9	1,518.0	22.1	1.5%	1,535.7
Range	48.6	2.7	-45.9	-94.4%	49.0
ATR	22.8	23.0	0.1	0.6%	0.0
Volume	151	5	-146	-96.7%	103

Daily Pivots for day following 03-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,527.0	1,525.2	1,519.5
R3	1,524.3	1,522.5	1,518.7
R2	1,521.6	1,521.6	1,518.5
R1	1,519.8	1,519.8	1,518.2	1,519.4
PP	1,518.9	1,518.9	1,518.9	1,518.7
S1	1,517.1	1,517.1	1,517.8	1,516.7
S2	1,516.2	1,516.2	1,517.5
S3	1,513.5	1,514.4	1,517.3
S4	1,510.8	1,511.7	1,516.5

Weekly Pivots for week ending 30-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,683.2	1,658.5	1,562.7
R3	1,634.2	1,609.5	1,549.2
R2	1,585.2	1,585.2	1,544.7
R1	1,560.5	1,560.5	1,540.2	1,572.9
PP	1,536.2	1,536.2	1,536.2	1,542.4
S1	1,511.5	1,511.5	1,531.2	1,523.9
S2	1,487.2	1,487.2	1,526.7
S3	1,438.2	1,462.5	1,522.2
S4	1,389.2	1,413.5	1,508.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,561.0	1,488.2	72.8	4.8%	28.7	1.9%	41%	False	False	37
10	1,595.7	1,488.2	107.5	7.1%	28.2	1.9%	28%	False	False	36
20	1,610.7	1,488.2	122.5	8.1%	15.8	1.0%	24%	False	False	18

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	6.6
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,532.2
2.618	1,527.8
1.618	1,525.1
1.000	1,523.4
0.618	1,522.4
HIGH	1,520.7
0.618	1,519.7
0.500	1,519.4
0.382	1,519.0
LOW	1,518.0
0.618	1,516.3
1.000	1,515.3
1.618	1,513.6
2.618	1,510.9
4.250	1,506.5

Fisher Pivots for day following 03-Apr-2018
Pivot	1 day	3 day
R1	1,519.4	1,517.9
PP	1,518.9	1,517.9
S1	1,518.5	1,517.8

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

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