CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 09-Aug-2018

Day Change Summary
	Previous	Current
	08-Aug-2018	09-Aug-2018	Change	Change %	Previous Week
Open	1,692.2	1,685.7	-6.5	-0.4%	1,661.6
High	1,692.3	1,699.2	6.9	0.4%	1,689.5
Low	1,676.6	1,685.1	8.5	0.5%	1,653.3
Close	1,687.1	1,693.0	5.9	0.3%	1,675.3
Range	15.7	14.1	-1.6	-10.2%	36.2
ATR	20.2	19.8	-0.4	-2.2%	0.0
Volume	87,229	71,711	-15,518	-17.8%	592,742

Daily Pivots for day following 09-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,734.7	1,728.0	1,700.8
R3	1,720.6	1,713.9	1,696.9
R2	1,706.5	1,706.5	1,695.6
R1	1,699.8	1,699.8	1,694.3	1,703.2
PP	1,692.4	1,692.4	1,692.4	1,694.1
S1	1,685.7	1,685.7	1,691.7	1,689.1
S2	1,678.3	1,678.3	1,690.4
S3	1,664.2	1,671.6	1,689.1
S4	1,650.1	1,657.5	1,685.2

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,781.3	1,764.5	1,695.2
R3	1,745.1	1,728.3	1,685.3
R2	1,708.9	1,708.9	1,681.9
R1	1,692.1	1,692.1	1,678.6	1,700.5
PP	1,672.7	1,672.7	1,672.7	1,676.9
S1	1,655.9	1,655.9	1,672.0	1,664.3
S2	1,636.5	1,636.5	1,668.7
S3	1,600.3	1,619.7	1,665.3
S4	1,564.1	1,583.5	1,655.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,699.2	1,668.2	31.0	1.8%	15.8	0.9%	80%	True	False	89,289
10	1,703.3	1,653.3	50.0	3.0%	21.6	1.3%	79%	False	False	106,869
20	1,711.8	1,653.3	58.5	3.5%	19.9	1.2%	68%	False	False	104,043
40	1,720.8	1,632.5	88.3	5.2%	20.8	1.2%	69%	False	False	117,206
60	1,720.8	1,604.4	116.4	6.9%	19.0	1.1%	76%	False	False	93,498
80	1,720.8	1,532.2	188.6	11.1%	19.0	1.1%	85%	False	False	70,128
100	1,720.8	1,488.2	232.6	13.7%	20.5	1.2%	88%	False	False	56,111

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	4.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,759.1
2.618	1,736.1
1.618	1,722.0
1.000	1,713.3
0.618	1,707.9
HIGH	1,699.2
0.618	1,693.8
0.500	1,692.2
0.382	1,690.5
LOW	1,685.1
0.618	1,676.4
1.000	1,671.0
1.618	1,662.3
2.618	1,648.2
4.250	1,625.2

Fisher Pivots for day following 09-Aug-2018
Pivot	1 day	3 day
R1	1,692.7	1,691.3
PP	1,692.4	1,689.6
S1	1,692.2	1,687.9

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

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