CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 1,812.0 1,789.5 -22.5 -1.2% 1,758.0
High 1,820.5 1,824.5 4.0 0.2% 1,820.5
Low 1,787.0 1,786.9 -0.1 0.0% 1,755.9
Close 1,794.9 1,817.5 22.6 1.3% 1,794.9
Range 33.5 37.6 4.1 12.2% 64.6
ATR 33.8 34.1 0.3 0.8% 0.0
Volume 240 176 -64 -26.7% 1,394
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 1,922.4 1,907.6 1,838.2
R3 1,884.8 1,870.0 1,827.8
R2 1,847.2 1,847.2 1,824.4
R1 1,832.4 1,832.4 1,820.9 1,839.8
PP 1,809.6 1,809.6 1,809.6 1,813.4
S1 1,794.8 1,794.8 1,814.1 1,802.2
S2 1,772.0 1,772.0 1,810.6
S3 1,734.4 1,757.2 1,807.2
S4 1,696.8 1,719.6 1,796.8
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 1,824.5 1,755.9 68.6 3.8% 32.9 1.8% 90% True False 222
10 1,824.5 1,750.0 74.5 4.1% 32.0 1.8% 91% True False 194
20 1,824.5 1,723.4 101.1 5.6% 34.2 1.9% 93% True False 214
40 1,841.1 1,723.4 117.7 6.5% 30.8 1.7% 80% False False 187
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,984.3
2.618 1,922.9
1.618 1,885.3
1.000 1,862.1
0.618 1,847.7
HIGH 1,824.5
0.618 1,810.1
0.500 1,805.7
0.382 1,801.3
LOW 1,786.9
0.618 1,763.7
1.000 1,749.3
1.618 1,726.1
2.618 1,688.5
4.250 1,627.1
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 1,813.6 1,813.2
PP 1,809.6 1,808.8
S1 1,805.7 1,804.5

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

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