CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 17-Sep-2018

Day Change Summary
	Previous	Current
	14-Sep-2018	17-Sep-2018	Change	Change %	Previous Week
Open	1,715.3	1,720.3	5.0	0.3%	1,715.2
High	1,728.2	1,723.9	-4.3	-0.2%	1,728.2
Low	1,712.6	1,701.7	-10.9	-0.6%	1,702.1
Close	1,723.7	1,704.3	-19.4	-1.1%	1,723.7
Range	15.6	22.2	6.6	42.3%	26.1
ATR	17.9	18.2	0.3	1.7%	0.0
Volume	175,152	223,129	47,977	27.4%	692,143

Daily Pivots for day following 17-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,776.6	1,762.6	1,716.5
R3	1,754.4	1,740.4	1,710.4
R2	1,732.2	1,732.2	1,708.4
R1	1,718.2	1,718.2	1,706.3	1,714.1
PP	1,710.0	1,710.0	1,710.0	1,707.9
S1	1,696.0	1,696.0	1,702.3	1,691.9
S2	1,687.8	1,687.8	1,700.2
S3	1,665.6	1,673.8	1,698.2
S4	1,643.4	1,651.6	1,692.1

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,796.3	1,786.1	1,738.1
R3	1,770.2	1,760.0	1,730.9
R2	1,744.1	1,744.1	1,728.5
R1	1,733.9	1,733.9	1,726.1	1,739.0
PP	1,718.0	1,718.0	1,718.0	1,720.6
S1	1,707.8	1,707.8	1,721.3	1,712.9
S2	1,691.9	1,691.9	1,718.9
S3	1,665.8	1,681.7	1,716.5
S4	1,639.7	1,655.6	1,709.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,728.2	1,701.7	26.5	1.6%	17.6	1.0%	10%	False	True	161,461
10	1,746.3	1,701.7	44.6	2.6%	18.9	1.1%	6%	False	True	143,157
20	1,746.3	1,689.2	57.1	3.4%	17.2	1.0%	26%	False	False	116,661
40	1,746.3	1,653.3	93.0	5.5%	19.5	1.1%	55%	False	False	112,059
60	1,746.3	1,632.5	113.8	6.7%	19.7	1.2%	63%	False	False	115,361
80	1,746.3	1,614.0	132.3	7.8%	19.3	1.1%	68%	False	False	107,393
100	1,746.3	1,532.2	214.1	12.6%	18.8	1.1%	80%	False	False	85,918
120	1,746.3	1,488.2	258.1	15.1%	19.5	1.1%	84%	False	False	71,605

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	3.9
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,818.3
2.618	1,782.0
1.618	1,759.8
1.000	1,746.1
0.618	1,737.6
HIGH	1,723.9
0.618	1,715.4
0.500	1,712.8
0.382	1,710.2
LOW	1,701.7
0.618	1,688.0
1.000	1,679.5
1.618	1,665.8
2.618	1,643.6
4.250	1,607.4

Fisher Pivots for day following 17-Sep-2018
Pivot	1 day	3 day
R1	1,712.8	1,715.0
PP	1,710.0	1,711.4
S1	1,707.1	1,707.9

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

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