CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	1,661.6	1,656.2	-5.4	-0.3%	1,699.7
High	1,673.4	1,679.7	6.3	0.4%	1,711.8
Low	1,653.4	1,653.3	-0.1	0.0%	1,661.2
Close	1,655.0	1,672.4	17.4	1.1%	1,661.9
Range	20.0	26.4	6.4	32.0%	50.6
ATR	20.9	21.3	0.4	1.9%	0.0
Volume	122,938	140,980	18,042	14.7%	574,155

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,747.7	1,736.4	1,686.9
R3	1,721.3	1,710.0	1,679.7
R2	1,694.9	1,694.9	1,677.2
R1	1,683.6	1,683.6	1,674.8	1,689.3
PP	1,668.5	1,668.5	1,668.5	1,671.3
S1	1,657.2	1,657.2	1,670.0	1,662.9
S2	1,642.1	1,642.1	1,667.6
S3	1,615.7	1,630.8	1,665.1
S4	1,589.3	1,604.4	1,657.9

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	1,707.7	1,653.3	54.4	3.3%	25.0	1.5%	35%	False	True	127,409
10	1,711.8	1,653.3	58.5	3.5%	22.0	1.3%	33%	False	True	112,720
20	1,715.0	1,653.3	61.7	3.7%	20.1	1.2%	31%	False	True	106,445
40	1,720.8	1,632.5	88.3	5.3%	20.2	1.2%	45%	False	False	123,394
60	1,720.8	1,578.0	142.8	8.5%	18.5	1.1%	66%	False	False	82,456
80	1,720.8	1,518.8	202.0	12.1%	19.2	1.1%	76%	False	False	61,852
100	1,720.8	1,488.2	232.6	13.9%	19.6	1.2%	79%	False	False	49,486

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,791.9
2.618	1,748.8
1.618	1,722.4
1.000	1,706.1
0.618	1,696.0
HIGH	1,679.7
0.618	1,669.6
0.500	1,666.5
0.382	1,663.4
LOW	1,653.3
0.618	1,637.0
1.000	1,626.9
1.618	1,610.6
2.618	1,584.2
4.250	1,541.1

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	1,670.4	1,678.3
PP	1,668.5	1,676.3
S1	1,666.5	1,674.4

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

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