CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 1,767.8 1,751.6 -16.2 -0.9% 1,816.8
High 1,772.5 1,777.4 4.9 0.3% 1,841.1
Low 1,749.1 1,747.9 -1.2 -0.1% 1,799.6
Close 1,753.1 1,776.1 23.0 1.3% 1,818.0
Range 23.4 29.5 6.1 26.1% 41.5
ATR 33.7 33.4 -0.3 -0.9% 0.0
Volume 199 83 -116 -58.3% 311
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 1,855.6 1,845.4 1,792.3
R3 1,826.1 1,815.9 1,784.2
R2 1,796.6 1,796.6 1,781.5
R1 1,786.4 1,786.4 1,778.8 1,791.5
PP 1,767.1 1,767.1 1,767.1 1,769.7
S1 1,756.9 1,756.9 1,773.4 1,762.0
S2 1,737.6 1,737.6 1,770.7
S3 1,708.1 1,727.4 1,768.0
S4 1,678.6 1,697.9 1,759.9
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1,944.1 1,922.5 1,840.8
R3 1,902.6 1,881.0 1,829.4
R2 1,861.1 1,861.1 1,825.6
R1 1,839.5 1,839.5 1,821.8 1,850.3
PP 1,819.6 1,819.6 1,819.6 1,825.0
S1 1,798.0 1,798.0 1,814.2 1,808.8
S2 1,778.1 1,778.1 1,810.4
S3 1,736.6 1,756.5 1,806.6
S4 1,695.1 1,715.0 1,795.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,825.3 1,747.9 77.4 4.4% 27.8 1.6% 36% False True 119
10 1,841.1 1,747.9 93.2 5.2% 26.5 1.5% 30% False True 98
20 1,841.1 1,747.9 93.2 5.2% 29.0 1.6% 30% False True 146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 6.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,902.8
2.618 1,854.6
1.618 1,825.1
1.000 1,806.9
0.618 1,795.6
HIGH 1,777.4
0.618 1,766.1
0.500 1,762.7
0.382 1,759.2
LOW 1,747.9
0.618 1,729.7
1.000 1,718.4
1.618 1,700.2
2.618 1,670.7
4.250 1,622.5
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 1,771.6 1,776.7
PP 1,767.1 1,776.5
S1 1,762.7 1,776.3

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

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