CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 30-May-2018

Day Change Summary
	Previous	Current
	29-May-2018	30-May-2018	Change	Change %	Previous Week
Open	1,634.0	1,630.3	-3.7	-0.2%	1,636.9
High	1,635.0	1,658.0	23.0	1.4%	1,648.0
Low	1,614.0	1,628.0	14.0	0.9%	1,619.8
Close	1,629.7	1,654.3	24.6	1.5%	1,629.9
Range	21.0	30.0	9.0	42.9%	28.2
ATR	17.2	18.1	0.9	5.3%	0.0
Volume	430	319	-111	-25.8%	123

Daily Pivots for day following 30-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,736.8	1,725.5	1,670.8
R3	1,706.8	1,695.5	1,662.6
R2	1,676.8	1,676.8	1,659.8
R1	1,665.5	1,665.5	1,657.1	1,671.2
PP	1,646.8	1,646.8	1,646.8	1,649.6
S1	1,635.5	1,635.5	1,651.6	1,641.2
S2	1,616.8	1,616.8	1,648.8
S3	1,586.8	1,605.5	1,646.1
S4	1,556.8	1,575.5	1,637.8

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,717.2	1,701.7	1,645.4
R3	1,689.0	1,673.5	1,637.7
R2	1,660.8	1,660.8	1,635.1
R1	1,645.3	1,645.3	1,632.5	1,639.0
PP	1,632.6	1,632.6	1,632.6	1,629.4
S1	1,617.1	1,617.1	1,627.3	1,610.8
S2	1,604.4	1,604.4	1,624.7
S3	1,576.2	1,588.9	1,622.1
S4	1,548.0	1,560.7	1,614.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,658.0	1,614.0	44.0	2.7%	17.9	1.1%	92%	True	False	167
10	1,658.0	1,604.4	53.6	3.2%	15.5	0.9%	93%	True	False	95
20	1,658.0	1,536.2	121.8	7.4%	16.8	1.0%	97%	True	False	58
40	1,658.0	1,490.0	168.0	10.2%	19.5	1.2%	98%	True	False	47
60	1,658.0	1,488.2	169.8	10.3%	18.3	1.1%	98%	True	False	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,785.5
2.618	1,736.5
1.618	1,706.5
1.000	1,688.0
0.618	1,676.5
HIGH	1,658.0
0.618	1,646.5
0.500	1,643.0
0.382	1,639.5
LOW	1,628.0
0.618	1,609.5
1.000	1,598.0
1.618	1,579.5
2.618	1,549.5
4.250	1,500.5

Fisher Pivots for day following 30-May-2018
Pivot	1 day	3 day
R1	1,650.5	1,648.2
PP	1,646.8	1,642.1
S1	1,643.0	1,636.0

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

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