CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	1,694.7	1,704.3	9.6	0.6%	1,692.4
High	1,707.2	1,707.6	0.4	0.0%	1,707.6
Low	1,687.0	1,697.5	10.5	0.6%	1,674.4
Close	1,705.5	1,698.9	-6.6	-0.4%	1,698.9
Range	20.2	10.1	-10.1	-50.0%	33.2
ATR	19.2	18.5	-0.6	-3.4%	0.0
Volume	106,212	101,530	-4,682	-4.4%	487,701

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,731.6	1,725.4	1,704.5
R3	1,721.5	1,715.3	1,701.7
R2	1,711.4	1,711.4	1,700.8
R1	1,705.2	1,705.2	1,699.8	1,703.3
PP	1,701.3	1,701.3	1,701.3	1,700.4
S1	1,695.1	1,695.1	1,698.0	1,693.2
S2	1,691.2	1,691.2	1,697.0
S3	1,681.1	1,685.0	1,696.1
S4	1,671.0	1,674.9	1,693.3

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,793.2	1,779.3	1,717.2
R3	1,760.0	1,746.1	1,708.0
R2	1,726.8	1,726.8	1,705.0
R1	1,712.9	1,712.9	1,701.9	1,719.9
PP	1,693.6	1,693.6	1,693.6	1,697.1
S1	1,679.7	1,679.7	1,695.9	1,686.7
S2	1,660.4	1,660.4	1,692.8
S3	1,627.2	1,646.5	1,689.8
S4	1,594.0	1,613.3	1,680.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,707.6	1,674.4	33.2	2.0%	16.3	1.0%	74%	True	False	97,540
10	1,715.0	1,674.4	40.6	2.4%	16.6	1.0%	60%	False	False	97,756
20	1,715.0	1,632.5	82.5	4.9%	20.0	1.2%	80%	False	False	121,964
40	1,720.8	1,614.0	106.8	6.3%	19.1	1.1%	79%	False	False	102,727
60	1,720.8	1,532.2	188.6	11.1%	18.4	1.1%	88%	False	False	68,491
80	1,720.8	1,488.2	232.6	13.7%	19.5	1.1%	91%	False	False	51,379
100	1,720.8	1,488.2	232.6	13.7%	17.8	1.0%	91%	False	False	41,105

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.7
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1,750.5
2.618	1,734.0
1.618	1,723.9
1.000	1,717.7
0.618	1,713.8
HIGH	1,707.6
0.618	1,703.7
0.500	1,702.6
0.382	1,701.4
LOW	1,697.5
0.618	1,691.3
1.000	1,687.4
1.618	1,681.2
2.618	1,671.1
4.250	1,654.6

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	1,702.6	1,697.2
PP	1,701.3	1,695.5
S1	1,700.1	1,693.9

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

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