CME E-mini Russell 2000 Index Futures September 2020

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Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary Previous Current 09-Jul-2020 10-Jul-2020 Change Change % Previous Week Open 1,427.1 1,394.2 -32.9 -2.3% 1,424.2 High 1,428.1 1,423.8 -4.3 -0.3% 1,466.4 Low 1,376.1 1,373.6 -2.5 -0.2% 1,373.6 Close 1,394.0 1,419.6 25.6 1.8% 1,419.6 Range 52.0 50.2 -1.8 -3.5% 92.8 ATR 51.9 51.8 -0.1 -0.2% 0.0 Volume 213,721 178,808 -34,913 -16.3% 922,675
Daily Pivots for day following 10-Jul-2020 Classic Woodie Camarilla DeMark R4 1,556.3 1,538.1 1,447.2 R3 1,506.1 1,487.9 1,433.4 R2 1,455.9 1,455.9 1,428.8 R1 1,437.7 1,437.7 1,424.2 1,446.8 PP 1,405.7 1,405.7 1,405.7 1,410.2 S1 1,387.5 1,387.5 1,415.0 1,396.6 S2 1,355.5 1,355.5 1,410.4 S3 1,305.3 1,337.3 1,405.8 S4 1,255.1 1,287.1 1,392.0	Weekly Pivots for week ending 10-Jul-2020 Classic Woodie Camarilla DeMark R4 1,698.3 1,651.7 1,470.6 R3 1,605.5 1,558.9 1,445.1 R2 1,512.7 1,512.7 1,436.6 R1 1,466.1 1,466.1 1,428.1 1,443.0 PP 1,419.9 1,419.9 1,419.9 1,408.3 S1 1,373.3 1,373.3 1,411.1 1,350.2 S2 1,327.1 1,327.1 1,402.6 S3 1,234.3 1,280.5 1,394.1 S4 1,141.5 1,187.7 1,368.6
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 1,373.6 92.8 6.5% 46.2 3.3% 50% False True 184,535 10 1,466.4 1,359.6 106.8 7.5% 45.2 3.2% 56% False False 200,033 20 1,481.6 1,314.5 167.1 11.8% 53.8 3.8% 63% False False 213,241 40 1,536.2 1,173.1 363.1 25.6% 53.6 3.8% 68% False False 109,266 60 1,536.2 1,148.0 388.2 27.3% 52.8 3.7% 70% False False 72,906
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 True Bear Hook False Bull Hook False Stretch 10.1 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,637.2 2.618 1,555.2 1.618 1,505.0 1.000 1,474.0 0.618 1,454.8 HIGH 1,423.8 0.618 1,404.6 0.500 1,398.7 0.382 1,392.8 LOW 1,373.6 0.618 1,342.6 1.000 1,323.4 1.618 1,292.4 2.618 1,242.2 4.250 1,160.3
Fisher Pivots for day following 10-Jul-2020 Pivot 1 day 3 day R1 1,412.6 1,413.6 PP 1,405.7 1,407.6 S1 1,398.7 1,401.6

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