CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 1,797.0 1,812.0 15.0 0.8% 1,758.0
High 1,809.3 1,820.5 11.2 0.6% 1,820.5
Low 1,784.4 1,787.0 2.6 0.1% 1,755.9
Close 1,807.0 1,794.9 -12.1 -0.7% 1,794.9
Range 24.9 33.5 8.6 34.5% 64.6
ATR 33.8 33.8 0.0 -0.1% 0.0
Volume 178 240 62 34.8% 1,394
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 1,901.3 1,881.6 1,813.3
R3 1,867.8 1,848.1 1,804.1
R2 1,834.3 1,834.3 1,801.0
R1 1,814.6 1,814.6 1,798.0 1,807.7
PP 1,800.8 1,800.8 1,800.8 1,797.4
S1 1,781.1 1,781.1 1,791.8 1,774.2
S2 1,767.3 1,767.3 1,788.8
S3 1,733.8 1,747.6 1,785.7
S4 1,700.3 1,714.1 1,776.5
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1,984.2 1,954.2 1,830.4
R3 1,919.6 1,889.6 1,812.7
R2 1,855.0 1,855.0 1,806.7
R1 1,825.0 1,825.0 1,800.8 1,840.0
PP 1,790.4 1,790.4 1,790.4 1,798.0
S1 1,760.4 1,760.4 1,789.0 1,775.4
S2 1,725.8 1,725.8 1,783.1
S3 1,661.2 1,695.8 1,777.1
S4 1,596.6 1,631.2 1,759.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,820.5 1,755.9 64.6 3.6% 32.4 1.8% 60% True False 278
10 1,820.5 1,750.0 70.5 3.9% 30.6 1.7% 64% True False 185
20 1,825.3 1,723.4 101.9 5.7% 33.3 1.9% 70% False False 213
40 1,841.1 1,723.4 117.7 6.6% 30.6 1.7% 61% False False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,962.9
2.618 1,908.2
1.618 1,874.7
1.000 1,854.0
0.618 1,841.2
HIGH 1,820.5
0.618 1,807.7
0.500 1,803.8
0.382 1,799.8
LOW 1,787.0
0.618 1,766.3
1.000 1,753.5
1.618 1,732.8
2.618 1,699.3
4.250 1,644.6
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 1,803.8 1,792.7
PP 1,800.8 1,790.4
S1 1,797.9 1,788.2

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

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