CME E-mini Russell 2000 Index Futures September 2023

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Trading Metrics calculated at close of trading on 06-Jul-2023
Day Change Summary Previous Current 05-Jul-2023 06-Jul-2023 Change Change % Previous Week Open 1,910.9 1,886.6 -24.3 -1.3% 1,835.1 High 1,913.4 1,887.2 -26.2 -1.4% 1,916.4 Low 1,884.4 1,835.0 -49.4 -2.6% 1,825.1 Close 1,888.0 1,856.3 -31.7 -1.7% 1,903.7 Range 29.0 52.2 23.2 80.0% 91.3 ATR 31.9 33.4 1.5 4.7% 0.0 Volume 192,920 253,243 60,323 31.3% 950,866
Daily Pivots for day following 06-Jul-2023 Classic Woodie Camarilla DeMark R4 2,016.1 1,988.4 1,885.0 R3 1,963.9 1,936.2 1,870.7 R2 1,911.7 1,911.7 1,865.9 R1 1,884.0 1,884.0 1,861.1 1,871.8 PP 1,859.5 1,859.5 1,859.5 1,853.4 S1 1,831.8 1,831.8 1,851.5 1,819.6 S2 1,807.3 1,807.3 1,846.7 S3 1,755.1 1,779.6 1,841.9 S4 1,702.9 1,727.4 1,827.6	Weekly Pivots for week ending 30-Jun-2023 Classic Woodie Camarilla DeMark R4 2,155.6 2,121.0 1,953.9 R3 2,064.3 2,029.7 1,928.8 R2 1,973.0 1,973.0 1,920.4 R1 1,938.4 1,938.4 1,912.1 1,955.7 PP 1,881.7 1,881.7 1,881.7 1,890.4 S1 1,847.1 1,847.1 1,895.3 1,864.4 S2 1,790.4 1,790.4 1,887.0 S3 1,699.1 1,755.8 1,878.6 S4 1,607.8 1,664.5 1,853.5
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,919.6 1,835.0 84.6 4.6% 30.8 1.7% 25% False True 195,251 10 1,919.6 1,825.1 94.5 5.1% 31.4 1.7% 33% False False 194,015 20 1,929.1 1,825.1 104.0 5.6% 32.1 1.7% 30% False False 201,908 40 1,929.1 1,750.0 179.1 9.6% 33.9 1.8% 59% False False 101,351 60 1,929.1 1,723.4 205.7 11.1% 33.0 1.8% 65% False False 67,621
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.7 Widest range in 20 trading days	Fibonacci Retracements and Extensions 4.250 2,109.1 2.618 2,023.9 1.618 1,971.7 1.000 1,939.4 0.618 1,919.5 HIGH 1,887.2 0.618 1,867.3 0.500 1,861.1 0.382 1,854.9 LOW 1,835.0 0.618 1,802.7 1.000 1,782.8 1.618 1,750.5 2.618 1,698.3 4.250 1,613.2
Fisher Pivots for day following 06-Jul-2023 Pivot 1 day 3 day R1 1,861.1 1,877.3 PP 1,859.5 1,870.3 S1 1,857.9 1,863.3

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