CME E-mini Russell 2000 Index Futures September 2020

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Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary Previous Current 10-Jun-2020 11-Jun-2020 Change Change % Previous Week Open 1,503.7 1,461.3 -42.4 -2.8% 1,383.0 High 1,522.1 1,461.3 -60.8 -4.0% 1,523.8 Low 1,452.1 1,347.4 -104.7 -7.2% 1,369.7 Close 1,463.0 1,353.7 -109.3 -7.5% 1,499.2 Range 70.0 113.9 43.9 62.7% 154.1 ATR 52.7 57.2 4.5 8.5% 0.0 Volume 9,151 77,630 68,479 748.3% 9,880
Daily Pivots for day following 11-Jun-2020 Classic Woodie Camarilla DeMark R4 1,729.2 1,655.3 1,416.3 R3 1,615.3 1,541.4 1,385.0 R2 1,501.4 1,501.4 1,374.6 R1 1,427.5 1,427.5 1,364.1 1,407.5 PP 1,387.5 1,387.5 1,387.5 1,377.5 S1 1,313.6 1,313.6 1,343.3 1,293.6 S2 1,273.6 1,273.6 1,332.8 S3 1,159.7 1,199.7 1,322.4 S4 1,045.8 1,085.8 1,291.1	Weekly Pivots for week ending 05-Jun-2020 Classic Woodie Camarilla DeMark R4 1,926.5 1,867.0 1,584.0 R3 1,772.4 1,712.9 1,541.6 R2 1,618.3 1,618.3 1,527.5 R1 1,558.8 1,558.8 1,513.3 1,588.6 PP 1,464.2 1,464.2 1,464.2 1,479.1 S1 1,404.7 1,404.7 1,485.1 1,434.5 S2 1,310.1 1,310.1 1,470.9 S3 1,156.0 1,250.6 1,456.8 S4 1,001.9 1,096.5 1,414.4
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,536.2 1,347.4 188.8 13.9% 68.8 5.1% 3% False True 19,222 10 1,536.2 1,347.4 188.8 13.9% 54.4 4.0% 3% False True 10,298 20 1,536.2 1,173.1 363.1 26.8% 53.5 4.0% 50% False False 5,291 40 1,536.2 1,148.0 388.2 28.7% 52.2 3.9% 53% False False 2,738
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 7.5 Widest range in 57 trading days	Fibonacci Retracements and Extensions 4.250 1,945.4 2.618 1,759.5 1.618 1,645.6 1.000 1,575.2 0.618 1,531.7 HIGH 1,461.3 0.618 1,417.8 0.500 1,404.4 0.382 1,390.9 LOW 1,347.4 0.618 1,277.0 1.000 1,233.5 1.618 1,163.1 2.618 1,049.2 4.250 863.3
Fisher Pivots for day following 11-Jun-2020 Pivot 1 day 3 day R1 1,404.4 1,441.8 PP 1,387.5 1,412.4 S1 1,370.6 1,383.1

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