CME E-mini Russell 2000 Index Futures September 2020

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Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary Previous Current 27-May-2020 28-May-2020 Change Change % Previous Week Open 1,388.0 1,430.7 42.7 3.1% 1,269.7 High 1,438.1 1,449.6 11.5 0.8% 1,354.3 Low 1,374.5 1,390.6 16.1 1.2% 1,264.5 Close 1,433.1 1,403.7 -29.4 -2.1% 1,351.6 Range 63.6 59.0 -4.6 -7.2% 89.8 ATR 55.8 56.1 0.2 0.4% 0.0 Volume 350 553 203 58.0% 983
Daily Pivots for day following 28-May-2020 Classic Woodie Camarilla DeMark R4 1,591.6 1,556.7 1,436.2 R3 1,532.6 1,497.7 1,419.9 R2 1,473.6 1,473.6 1,414.5 R1 1,438.7 1,438.7 1,409.1 1,426.7 PP 1,414.6 1,414.6 1,414.6 1,408.6 S1 1,379.7 1,379.7 1,398.3 1,367.7 S2 1,355.6 1,355.6 1,392.9 S3 1,296.6 1,320.7 1,387.5 S4 1,237.6 1,261.7 1,371.3	Weekly Pivots for week ending 22-May-2020 Classic Woodie Camarilla DeMark R4 1,592.9 1,562.0 1,401.0 R3 1,503.1 1,472.2 1,376.3 R2 1,413.3 1,413.3 1,368.1 R1 1,382.4 1,382.4 1,359.8 1,397.9 PP 1,323.5 1,323.5 1,323.5 1,331.2 S1 1,292.6 1,292.6 1,343.4 1,308.1 S2 1,233.7 1,233.7 1,335.1 S3 1,143.9 1,202.8 1,326.9 S4 1,054.1 1,113.0 1,302.2
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,449.6 1,315.1 134.5 9.6% 49.5 3.5% 66% True False 296 10 1,449.6 1,173.1 276.5 19.7% 52.6 3.7% 83% True False 284 20 1,449.6 1,173.1 276.5 19.7% 51.9 3.7% 83% True False 204 40 1,449.6 1,030.4 419.2 29.9% 53.9 3.8% 89% True False 243
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 10.9 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,700.4 2.618 1,604.1 1.618 1,545.1 1.000 1,508.6 0.618 1,486.1 HIGH 1,449.6 0.618 1,427.1 0.500 1,420.1 0.382 1,413.1 LOW 1,390.6 0.618 1,354.1 1.000 1,331.6 1.618 1,295.1 2.618 1,236.1 4.250 1,139.9
Fisher Pivots for day following 28-May-2020 Pivot 1 day 3 day R1 1,420.1 1,401.9 PP 1,414.6 1,400.1 S1 1,409.2 1,398.3

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