CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	1,687.5	1,699.0	11.5	0.7%	1,699.7
High	1,707.7	1,703.3	-4.4	-0.3%	1,711.8
Low	1,687.5	1,661.2	-26.3	-1.6%	1,661.2
Close	1,701.1	1,661.9	-39.2	-2.3%	1,661.9
Range	20.2	42.1	21.9	108.4%	50.6
ATR	19.3	20.9	1.6	8.4%	0.0
Volume	114,870	142,190	27,320	23.8%	574,155

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,801.8	1,773.9	1,685.1
R3	1,759.7	1,731.8	1,673.5
R2	1,717.6	1,717.6	1,669.6
R1	1,689.7	1,689.7	1,665.8	1,682.6
PP	1,675.5	1,675.5	1,675.5	1,671.9
S1	1,647.6	1,647.6	1,658.0	1,640.5
S2	1,633.4	1,633.4	1,654.2
S3	1,591.3	1,605.5	1,650.3
S4	1,549.2	1,563.4	1,638.7

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,830.1	1,796.6	1,689.7
R3	1,779.5	1,746.0	1,675.8
R2	1,728.9	1,728.9	1,671.2
R1	1,695.4	1,695.4	1,666.5	1,686.9
PP	1,678.3	1,678.3	1,678.3	1,674.0
S1	1,644.8	1,644.8	1,657.3	1,636.3
S2	1,627.7	1,627.7	1,652.6
S3	1,577.1	1,594.2	1,648.0
S4	1,526.5	1,543.6	1,634.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,711.8	1,661.2	50.6	3.0%	25.6	1.5%	1%	False	True	114,831
10	1,711.8	1,661.2	50.6	3.0%	21.0	1.3%	1%	False	True	106,185
20	1,715.0	1,633.3	81.7	4.9%	19.9	1.2%	35%	False	False	106,740
40	1,720.8	1,632.5	88.3	5.3%	19.8	1.2%	33%	False	False	117,055
60	1,720.8	1,536.2	184.6	11.1%	18.8	1.1%	68%	False	False	78,058
80	1,720.8	1,506.9	213.9	12.9%	19.3	1.2%	72%	False	False	58,554
100	1,720.8	1,488.2	232.6	14.0%	19.1	1.1%	75%	False	False	46,846

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	4.6
Widest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	1,882.2
2.618	1,813.5
1.618	1,771.4
1.000	1,745.4
0.618	1,729.3
HIGH	1,703.3
0.618	1,687.2
0.500	1,682.3
0.382	1,677.3
LOW	1,661.2
0.618	1,635.2
1.000	1,619.1
1.618	1,593.1
2.618	1,551.0
4.250	1,482.3

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	1,682.3	1,684.5
PP	1,675.5	1,676.9
S1	1,668.7	1,669.4

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

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