CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 23-Jul-2018

Day Change Summary
	Previous	Current
	20-Jul-2018	23-Jul-2018	Change	Change %	Previous Week
Open	1,704.3	1,699.7	-4.6	-0.3%	1,692.4
High	1,707.6	1,705.7	-1.9	-0.1%	1,707.6
Low	1,697.5	1,691.9	-5.6	-0.3%	1,674.4
Close	1,698.9	1,702.7	3.8	0.2%	1,698.9
Range	10.1	13.8	3.7	36.6%	33.2
ATR	18.5	18.2	-0.3	-1.8%	0.0
Volume	101,530	77,532	-23,998	-23.6%	487,701

Daily Pivots for day following 23-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,741.5	1,735.9	1,710.3
R3	1,727.7	1,722.1	1,706.5
R2	1,713.9	1,713.9	1,705.2
R1	1,708.3	1,708.3	1,704.0	1,711.1
PP	1,700.1	1,700.1	1,700.1	1,701.5
S1	1,694.5	1,694.5	1,701.4	1,697.3
S2	1,686.3	1,686.3	1,700.2
S3	1,672.5	1,680.7	1,698.9
S4	1,658.7	1,666.9	1,695.1

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	1,680.1	27.5	1.6%	14.8	0.9%	82%	False	False	93,133
10	1,715.0	1,674.4	40.6	2.4%	16.9	1.0%	70%	False	False	97,946
20	1,715.0	1,632.5	82.5	4.8%	19.7	1.2%	85%	False	False	116,001
40	1,720.8	1,614.0	106.8	6.3%	19.0	1.1%	83%	False	False	104,664
60	1,720.8	1,532.2	188.6	11.1%	18.3	1.1%	90%	False	False	69,783
80	1,720.8	1,488.2	232.6	13.7%	19.5	1.1%	92%	False	False	52,348
100	1,720.8	1,488.2	232.6	13.7%	17.9	1.1%	92%	False	False	41,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,764.4
2.618	1,741.8
1.618	1,728.0
1.000	1,719.5
0.618	1,714.2
HIGH	1,705.7
0.618	1,700.4
0.500	1,698.8
0.382	1,697.2
LOW	1,691.9
0.618	1,683.4
1.000	1,678.1
1.618	1,669.6
2.618	1,655.8
4.250	1,633.3

Fisher Pivots for day following 23-Jul-2018
Pivot	1 day	3 day
R1	1,701.4	1,700.9
PP	1,700.1	1,699.1
S1	1,698.8	1,697.3

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

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