CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 07-Jun-2018

Day Change Summary
	Previous	Current
	06-Jun-2018	07-Jun-2018	Change	Change %	Previous Week
Open	1,671.0	1,682.7	11.7	0.7%	1,634.0
High	1,684.4	1,686.2	1.8	0.1%	1,658.9
Low	1,668.8	1,664.6	-4.2	-0.3%	1,614.0
Close	1,683.3	1,674.8	-8.5	-0.5%	1,655.2
Range	15.6	21.6	6.0	38.5%	44.9
ATR	17.7	18.0	0.3	1.6%	0.0
Volume	11,069	79,749	68,680	620.5%	1,314

Daily Pivots for day following 07-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,740.0	1,729.0	1,686.7
R3	1,718.4	1,707.4	1,680.7
R2	1,696.8	1,696.8	1,678.8
R1	1,685.8	1,685.8	1,676.8	1,680.5
PP	1,675.2	1,675.2	1,675.2	1,672.6
S1	1,664.2	1,664.2	1,672.8	1,658.9
S2	1,653.6	1,653.6	1,670.8
S3	1,632.0	1,642.6	1,668.9
S4	1,610.4	1,621.0	1,662.9

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,777.4	1,761.2	1,679.9
R3	1,732.5	1,716.3	1,667.5
R2	1,687.6	1,687.6	1,663.4
R1	1,671.4	1,671.4	1,659.3	1,679.5
PP	1,642.7	1,642.7	1,642.7	1,646.8
S1	1,626.5	1,626.5	1,651.1	1,634.6
S2	1,597.8	1,597.8	1,647.0
S3	1,552.9	1,581.6	1,642.9
S4	1,508.0	1,536.7	1,630.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,686.2	1,642.8	43.4	2.6%	16.4	1.0%	74%	True	False	21,929
10	1,686.2	1,614.0	72.2	4.3%	18.2	1.1%	84%	True	False	11,067
20	1,686.2	1,596.6	89.6	5.3%	15.5	0.9%	87%	True	False	5,542
40	1,686.2	1,532.2	154.0	9.2%	17.5	1.0%	93%	True	False	2,781
60	1,686.2	1,488.2	198.0	11.8%	20.0	1.2%	94%	True	False	1,868

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,778.0
2.618	1,742.7
1.618	1,721.1
1.000	1,707.8
0.618	1,699.5
HIGH	1,686.2
0.618	1,677.9
0.500	1,675.4
0.382	1,672.9
LOW	1,664.6
0.618	1,651.3
1.000	1,643.0
1.618	1,629.7
2.618	1,608.1
4.250	1,572.8

Fisher Pivots for day following 07-Jun-2018
Pivot	1 day	3 day
R1	1,675.4	1,673.6
PP	1,675.2	1,672.4
S1	1,675.0	1,671.3

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

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