CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 05-Apr-2023
Day Change Summary
Previous Current
04-Apr-2023 05-Apr-2023 Change Change % Previous Week
Open 1,835.0 1,794.0 -41.0 -2.2% 1,770.6
High 1,836.5 1,798.4 -38.1 -2.1% 1,831.3
Low 1,787.0 1,767.5 -19.5 -1.1% 1,760.8
Close 1,795.5 1,778.1 -17.4 -1.0% 1,828.7
Range 49.5 30.9 -18.6 -37.6% 70.5
ATR 45.5 44.5 -1.0 -2.3% 0.0
Volume 215 64 -151 -70.2% 1,086
Daily Pivots for day following 05-Apr-2023
Classic Woodie Camarilla DeMark
R4 1,874.0 1,857.0 1,795.1
R3 1,843.1 1,826.1 1,786.6
R2 1,812.2 1,812.2 1,783.8
R1 1,795.2 1,795.2 1,780.9 1,788.3
PP 1,781.3 1,781.3 1,781.3 1,777.9
S1 1,764.3 1,764.3 1,775.3 1,757.4
S2 1,750.4 1,750.4 1,772.4
S3 1,719.5 1,733.4 1,769.6
S4 1,688.6 1,702.5 1,761.1
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,018.4 1,994.1 1,867.5
R3 1,947.9 1,923.6 1,848.1
R2 1,877.4 1,877.4 1,841.6
R1 1,853.1 1,853.1 1,835.2 1,865.3
PP 1,806.9 1,806.9 1,806.9 1,813.0
S1 1,782.6 1,782.6 1,822.2 1,794.8
S2 1,736.4 1,736.4 1,815.8
S3 1,665.9 1,712.1 1,809.3
S4 1,595.4 1,641.6 1,789.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,841.0 1,767.5 73.5 4.1% 35.6 2.0% 14% False True 249
10 1,841.0 1,718.4 122.6 6.9% 34.7 1.9% 49% False False 182
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 10.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,929.7
2.618 1,879.3
1.618 1,848.4
1.000 1,829.3
0.618 1,817.5
HIGH 1,798.4
0.618 1,786.6
0.500 1,783.0
0.382 1,779.3
LOW 1,767.5
0.618 1,748.4
1.000 1,736.6
1.618 1,717.5
2.618 1,686.6
4.250 1,636.2
Fisher Pivots for day following 05-Apr-2023
Pivot 1 day 3 day
R1 1,783.0 1,804.3
PP 1,781.3 1,795.5
S1 1,779.7 1,786.8

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

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