CME E-mini Russell 2000 Index Futures September 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	1,680.9	1,689.5	8.6	0.5%	1,675.1
High	1,692.1	1,691.8	-0.3	0.0%	1,692.3
Low	1,675.9	1,676.5	0.6	0.0%	1,671.7
Close	1,691.3	1,690.6	-0.7	0.0%	1,690.6
Range	16.2	15.3	-0.9	-5.6%	20.6
ATR	16.7	16.6	-0.1	-0.6%	0.0
Volume	114,355	128,066	13,711	12.0%	859,053

Daily Pivots for day following 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,732.2	1,726.7	1,699.0
R3	1,716.9	1,711.4	1,694.8
R2	1,701.6	1,701.6	1,693.4
R1	1,696.1	1,696.1	1,692.0	1,698.9
PP	1,686.3	1,686.3	1,686.3	1,687.7
S1	1,680.8	1,680.8	1,689.2	1,683.6
S2	1,671.0	1,671.0	1,687.8
S3	1,655.7	1,665.5	1,686.4
S4	1,640.4	1,650.2	1,682.2

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,746.7	1,739.2	1,701.9
R3	1,726.1	1,718.6	1,696.3
R2	1,705.5	1,705.5	1,694.4
R1	1,698.0	1,698.0	1,692.5	1,701.8
PP	1,684.9	1,684.9	1,684.9	1,686.7
S1	1,677.4	1,677.4	1,688.7	1,681.2
S2	1,664.3	1,664.3	1,686.8
S3	1,643.7	1,656.8	1,684.9
S4	1,623.1	1,636.2	1,679.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,692.3	1,671.7	20.6	1.2%	14.2	0.8%	92%	False	False	171,810
10	1,692.3	1,646.6	45.7	2.7%	15.2	0.9%	96%	False	False	116,255
20	1,692.3	1,614.0	78.3	4.6%	15.4	0.9%	98%	False	False	58,201
40	1,692.3	1,532.2	160.1	9.5%	17.2	1.0%	99%	False	False	29,109
60	1,692.3	1,488.2	204.1	12.1%	20.4	1.2%	99%	False	False	19,422

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,756.8
2.618	1,731.9
1.618	1,716.6
1.000	1,707.1
0.618	1,701.3
HIGH	1,691.8
0.618	1,686.0
0.500	1,684.2
0.382	1,682.3
LOW	1,676.5
0.618	1,667.0
1.000	1,661.2
1.618	1,651.7
2.618	1,636.4
4.250	1,611.5

Fisher Pivots for day following 15-Jun-2018
Pivot	1 day	3 day
R1	1,688.5	1,688.4
PP	1,686.3	1,686.2
S1	1,684.2	1,684.0

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

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