CME E-mini Russell 2000 Index Futures September 2023

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Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary Previous Current 26-Jul-2023 27-Jul-2023 Change Change % Previous Week Open 1,980.2 1,987.6 7.4 0.4% 1,943.1 High 1,999.5 2,012.7 13.2 0.7% 2,007.0 Low 1,972.3 1,958.1 -14.2 -0.7% 1,938.0 Close 1,991.9 1,966.2 -25.7 -1.3% 1,971.7 Range 27.2 54.6 27.4 100.7% 69.0 ATR 31.0 32.7 1.7 5.4% 0.0 Volume 169,516 209,790 40,274 23.8% 806,860
Daily Pivots for day following 27-Jul-2023 Classic Woodie Camarilla DeMark R4 2,142.8 2,109.1 1,996.2 R3 2,088.2 2,054.5 1,981.2 R2 2,033.6 2,033.6 1,976.2 R1 1,999.9 1,999.9 1,971.2 1,989.5 PP 1,979.0 1,979.0 1,979.0 1,973.8 S1 1,945.3 1,945.3 1,961.2 1,934.9 S2 1,924.4 1,924.4 1,956.2 S3 1,869.8 1,890.7 1,951.2 S4 1,815.2 1,836.1 1,936.2	Weekly Pivots for week ending 21-Jul-2023 Classic Woodie Camarilla DeMark R4 2,179.2 2,144.5 2,009.7 R3 2,110.2 2,075.5 1,990.7 R2 2,041.2 2,041.2 1,984.4 R1 2,006.5 2,006.5 1,978.0 2,023.9 PP 1,972.2 1,972.2 1,972.2 1,980.9 S1 1,937.5 1,937.5 1,965.4 1,954.9 S2 1,903.2 1,903.2 1,959.1 S3 1,834.2 1,868.5 1,952.7 S4 1,765.2 1,799.5 1,933.8
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 2,012.7 1,958.1 54.6 2.8% 30.2 1.5% 15% True True 162,423 10 2,012.7 1,932.0 80.7 4.1% 31.3 1.6% 42% True False 165,419 20 2,012.7 1,835.0 177.7 9.0% 32.4 1.6% 74% True False 178,962 40 2,012.7 1,755.0 257.7 13.1% 34.4 1.8% 82% True False 166,287 60 2,012.7 1,723.4 289.3 14.7% 34.3 1.7% 84% True False 110,975 80 2,012.7 1,723.4 289.3 14.7% 32.9 1.7% 84% True False 83,266
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 8.4 Widest range in 35 trading days	Fibonacci Retracements and Extensions 4.250 2,244.8 2.618 2,155.6 1.618 2,101.0 1.000 2,067.3 0.618 2,046.4 HIGH 2,012.7 0.618 1,991.8 0.500 1,985.4 0.382 1,979.0 LOW 1,958.1 0.618 1,924.4 1.000 1,903.5 1.618 1,869.8 2.618 1,815.2 4.250 1,726.1
Fisher Pivots for day following 27-Jul-2023 Pivot 1 day 3 day R1 1,985.4 1,985.4 PP 1,979.0 1,979.0 S1 1,972.6 1,972.6

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