CME E-mini Russell 2000 Index Futures September 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	1,583.0	1,569.7	-13.3	-0.8%	1,568.6
High	1,589.6	1,586.5	-3.1	-0.2%	1,605.7
Low	1,563.1	1,566.0	2.9	0.2%	1,560.9
Close	1,569.3	1,569.5	0.2	0.0%	1,573.2
Range	26.5	20.5	-6.0	-22.6%	44.8
ATR	32.3	31.5	-0.8	-2.6%	0.0
Volume	97,438	113,080	15,642	16.1%	782,674

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,635.5	1,623.0	1,580.8
R3	1,615.0	1,602.5	1,575.1
R2	1,594.5	1,594.5	1,573.3
R1	1,582.0	1,582.0	1,571.4	1,578.0
PP	1,574.0	1,574.0	1,574.0	1,572.0
S1	1,561.5	1,561.5	1,567.6	1,557.5
S2	1,553.5	1,553.5	1,565.7
S3	1,533.0	1,541.0	1,563.9
S4	1,512.5	1,520.5	1,558.2

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,714.3	1,688.6	1,597.8
R3	1,669.5	1,643.8	1,585.5
R2	1,624.7	1,624.7	1,581.4
R1	1,599.0	1,599.0	1,577.3	1,611.9
PP	1,579.9	1,579.9	1,579.9	1,586.4
S1	1,554.2	1,554.2	1,569.1	1,567.1
S2	1,535.1	1,535.1	1,565.0
S3	1,490.3	1,509.4	1,560.9
S4	1,445.5	1,464.6	1,548.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,591.4	1,560.9	30.5	1.9%	21.4	1.4%	28%	False	False	103,925
10	1,605.7	1,531.3	74.4	4.7%	26.0	1.7%	51%	False	False	141,357
20	1,605.7	1,451.1	154.6	9.9%	29.4	1.9%	77%	False	False	150,027
40	1,605.7	1,359.6	246.1	15.7%	36.0	2.3%	85%	False	False	173,108
60	1,605.7	1,314.5	291.2	18.6%	43.5	2.8%	88%	False	False	147,901
80	1,605.7	1,173.1	432.6	27.6%	45.7	2.9%	92%	False	False	110,967
100	1,605.7	1,030.4	575.3	36.7%	47.4	3.0%	94%	False	False	88,829

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,673.6
2.618	1,640.2
1.618	1,619.7
1.000	1,607.0
0.618	1,599.2
HIGH	1,586.5
0.618	1,578.7
0.500	1,576.3
0.382	1,573.8
LOW	1,566.0
0.618	1,553.3
1.000	1,545.5
1.618	1,532.8
2.618	1,512.3
4.250	1,478.9

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	1,576.3	1,576.4
PP	1,574.0	1,574.1
S1	1,571.8	1,571.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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