CME E-mini Russell 2000 Index Futures September 2020

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Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary Previous Current 19-Jun-2020 22-Jun-2020 Change Change % Previous Week Open 1,417.5 1,392.8 -24.7 -1.7% 1,355.7 High 1,451.2 1,435.6 -15.6 -1.1% 1,481.6 Low 1,400.5 1,383.4 -17.1 -1.2% 1,314.5 Close 1,401.9 1,433.8 31.9 2.3% 1,401.9 Range 50.7 52.2 1.5 3.0% 167.1 ATR 59.2 58.7 -0.5 -0.8% 0.0 Volume 194,158 142,904 -51,254 -26.4% 1,247,234
Daily Pivots for day following 22-Jun-2020 Classic Woodie Camarilla DeMark R4 1,574.2 1,556.2 1,462.5 R3 1,522.0 1,504.0 1,448.2 R2 1,469.8 1,469.8 1,443.4 R1 1,451.8 1,451.8 1,438.6 1,460.8 PP 1,417.6 1,417.6 1,417.6 1,422.1 S1 1,399.6 1,399.6 1,429.0 1,408.6 S2 1,365.4 1,365.4 1,424.2 S3 1,313.2 1,347.4 1,419.4 S4 1,261.0 1,295.2 1,405.1	Weekly Pivots for week ending 19-Jun-2020 Classic Woodie Camarilla DeMark R4 1,900.6 1,818.4 1,493.8 R3 1,733.5 1,651.3 1,447.9 R2 1,566.4 1,566.4 1,432.5 R1 1,484.2 1,484.2 1,417.2 1,525.3 PP 1,399.3 1,399.3 1,399.3 1,419.9 S1 1,317.1 1,317.1 1,386.6 1,358.2 S2 1,232.2 1,232.2 1,371.3 S3 1,065.1 1,150.0 1,355.9 S4 898.0 982.9 1,310.0
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,481.6 1,383.4 98.2 6.8% 52.1 3.6% 51% False True 200,070 10 1,536.2 1,314.5 221.7 15.5% 67.0 4.7% 54% False False 179,343 20 1,536.2 1,314.5 221.7 15.5% 58.4 4.1% 54% False False 90,332 40 1,536.2 1,173.1 363.1 25.3% 55.6 3.9% 72% False False 45,240 60 1,536.2 1,030.4 505.8 35.3% 55.0 3.8% 80% False False 30,251
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 14.9 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,657.5 2.618 1,572.3 1.618 1,520.1 1.000 1,487.8 0.618 1,467.9 HIGH 1,435.6 0.618 1,415.7 0.500 1,409.5 0.382 1,403.3 LOW 1,383.4 0.618 1,351.1 1.000 1,331.2 1.618 1,298.9 2.618 1,246.7 4.250 1,161.6
Fisher Pivots for day following 22-Jun-2020 Pivot 1 day 3 day R1 1,425.7 1,428.3 PP 1,417.6 1,422.8 S1 1,409.5 1,417.3

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