CME E-mini Russell 2000 Index Futures September 2020

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Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary Previous Current 12-Jun-2020 15-Jun-2020 Change Change % Previous Week Open 1,355.6 1,355.7 0.1 0.0% 1,505.5 High 1,411.5 1,425.5 14.0 1.0% 1,536.2 Low 1,341.8 1,314.5 -27.3 -2.0% 1,341.8 Close 1,379.2 1,418.2 39.0 2.8% 1,379.2 Range 69.7 111.0 41.3 59.3% 194.4 ATR 58.1 61.8 3.8 6.5% 0.0 Volume 312,184 389,786 77,602 24.9% 404,816
Daily Pivots for day following 15-Jun-2020 Classic Woodie Camarilla DeMark R4 1,719.1 1,679.6 1,479.3 R3 1,608.1 1,568.6 1,448.7 R2 1,497.1 1,497.1 1,438.6 R1 1,457.6 1,457.6 1,428.4 1,477.4 PP 1,386.1 1,386.1 1,386.1 1,395.9 S1 1,346.6 1,346.6 1,408.0 1,366.4 S2 1,275.1 1,275.1 1,397.9 S3 1,164.1 1,235.6 1,387.7 S4 1,053.1 1,124.6 1,357.2	Weekly Pivots for week ending 12-Jun-2020 Classic Woodie Camarilla DeMark R4 2,002.3 1,885.1 1,486.1 R3 1,807.9 1,690.7 1,432.7 R2 1,613.5 1,613.5 1,414.8 R1 1,496.3 1,496.3 1,397.0 1,457.7 PP 1,419.1 1,419.1 1,419.1 1,399.8 S1 1,301.9 1,301.9 1,361.4 1,263.3 S2 1,224.7 1,224.7 1,343.6 S3 1,030.3 1,107.5 1,325.7 S4 835.9 913.1 1,272.3
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 1,314.5 221.7 15.6% 81.8 5.8% 47% False True 158,615 10 1,536.2 1,314.5 221.7 15.6% 63.8 4.5% 47% False True 80,418 20 1,536.2 1,264.5 271.7 19.2% 57.1 4.0% 57% False False 40,363 40 1,536.2 1,164.5 371.7 26.2% 54.7 3.9% 68% False False 20,265
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 11.7 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,897.3 2.618 1,716.1 1.618 1,605.1 1.000 1,536.5 0.618 1,494.1 HIGH 1,425.5 0.618 1,383.1 0.500 1,370.0 0.382 1,356.9 LOW 1,314.5 0.618 1,245.9 1.000 1,203.5 1.618 1,134.9 2.618 1,023.9 4.250 842.8
Fisher Pivots for day following 15-Jun-2020 Pivot 1 day 3 day R1 1,402.1 1,408.1 PP 1,386.1 1,398.0 S1 1,370.0 1,387.9

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