CME E-mini Russell 2000 Index Futures September 2020

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Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary Previous Current 02-Jul-2020 06-Jul-2020 Change Change % Previous Week Open 1,423.7 1,424.2 0.5 0.0% 1,362.2 High 1,458.5 1,466.4 7.9 0.5% 1,458.5 Low 1,417.8 1,412.8 -5.0 -0.4% 1,359.6 Close 1,432.7 1,442.7 10.0 0.7% 1,432.7 Range 40.7 53.6 12.9 31.7% 98.9 ATR 54.3 54.3 -0.1 -0.1% 0.0 Volume 172,430 170,934 -1,496 -0.9% 831,432
Daily Pivots for day following 06-Jul-2020 Classic Woodie Camarilla DeMark R4 1,601.4 1,575.7 1,472.2 R3 1,547.8 1,522.1 1,457.4 R2 1,494.2 1,494.2 1,452.5 R1 1,468.5 1,468.5 1,447.6 1,481.4 PP 1,440.6 1,440.6 1,440.6 1,447.1 S1 1,414.9 1,414.9 1,437.8 1,427.8 S2 1,387.0 1,387.0 1,432.9 S3 1,333.4 1,361.3 1,428.0 S4 1,279.8 1,307.7 1,413.2	Weekly Pivots for week ending 03-Jul-2020 Classic Woodie Camarilla DeMark R4 1,713.6 1,672.1 1,487.1 R3 1,614.7 1,573.2 1,459.9 R2 1,515.8 1,515.8 1,450.8 R1 1,474.3 1,474.3 1,441.8 1,495.1 PP 1,416.9 1,416.9 1,416.9 1,427.3 S1 1,375.4 1,375.4 1,423.6 1,396.2 S2 1,318.0 1,318.0 1,414.6 S3 1,219.1 1,276.5 1,405.5 S4 1,120.2 1,177.6 1,378.3
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,466.4 1,359.6 106.8 7.4% 46.2 3.2% 78% True False 200,473 10 1,466.4 1,359.6 106.8 7.4% 50.9 3.5% 78% True False 195,368 20 1,536.2 1,314.5 221.7 15.4% 58.2 4.0% 58% False False 180,286 40 1,536.2 1,173.1 363.1 25.2% 55.0 3.8% 74% False False 90,481 60 1,536.2 1,148.0 388.2 26.9% 53.6 3.7% 76% False False 60,404
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 11.8 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,694.2 2.618 1,606.7 1.618 1,553.1 1.000 1,520.0 0.618 1,499.5 HIGH 1,466.4 0.618 1,445.9 0.500 1,439.6 0.382 1,433.3 LOW 1,412.8 0.618 1,379.7 1.000 1,359.2 1.618 1,326.1 2.618 1,272.5 4.250 1,185.0
Fisher Pivots for day following 06-Jul-2020 Pivot 1 day 3 day R1 1,441.7 1,441.7 PP 1,440.6 1,440.6 S1 1,439.6 1,439.6

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