CME E-mini Russell 2000 Index Futures September 2023

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Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary Previous Current 27-Jul-2023 28-Jul-2023 Change Change % Previous Week Open 1,987.6 1,966.3 -21.3 -1.1% 1,971.2 High 2,012.7 1,996.4 -16.3 -0.8% 2,012.7 Low 1,958.1 1,959.5 1.4 0.1% 1,958.1 Close 1,966.2 1,991.0 24.8 1.3% 1,991.0 Range 54.6 36.9 -17.7 -32.4% 54.6 ATR 32.7 33.0 0.3 0.9% 0.0 Volume 209,790 158,482 -51,308 -24.5% 808,348
Daily Pivots for day following 28-Jul-2023 Classic Woodie Camarilla DeMark R4 2,093.0 2,078.9 2,011.3 R3 2,056.1 2,042.0 2,001.1 R2 2,019.2 2,019.2 1,997.8 R1 2,005.1 2,005.1 1,994.4 2,012.2 PP 1,982.3 1,982.3 1,982.3 1,985.8 S1 1,968.2 1,968.2 1,987.6 1,975.3 S2 1,945.4 1,945.4 1,984.2 S3 1,908.5 1,931.3 1,980.9 S4 1,871.6 1,894.4 1,970.7	Weekly Pivots for week ending 28-Jul-2023 Classic Woodie Camarilla DeMark R4 2,151.1 2,125.6 2,021.0 R3 2,096.5 2,071.0 2,006.0 R2 2,041.9 2,041.9 2,001.0 R1 2,016.4 2,016.4 1,996.0 2,029.2 PP 1,987.3 1,987.3 1,987.3 1,993.6 S1 1,961.8 1,961.8 1,986.0 1,974.6 S2 1,932.7 1,932.7 1,981.0 S3 1,878.1 1,907.2 1,976.0 S4 1,823.5 1,852.6 1,961.0
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 2.7% 32.2 1.6% 60% False False 161,669 10 2,012.7 1,938.0 74.7 3.8% 31.7 1.6% 71% False False 161,520 20 2,012.7 1,835.0 177.7 8.9% 32.7 1.6% 88% False False 176,650 40 2,012.7 1,760.0 252.7 12.7% 34.4 1.7% 91% False False 170,229 60 2,012.7 1,723.4 289.3 14.5% 33.9 1.7% 92% False False 113,606 80 2,012.7 1,723.4 289.3 14.5% 32.7 1.6% 92% False False 85,244
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 8.6 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 2,153.2 2.618 2,093.0 1.618 2,056.1 1.000 2,033.3 0.618 2,019.2 HIGH 1,996.4 0.618 1,982.3 0.500 1,978.0 0.382 1,973.6 LOW 1,959.5 0.618 1,936.7 1.000 1,922.6 1.618 1,899.8 2.618 1,862.9 4.250 1,802.7
Fisher Pivots for day following 28-Jul-2023 Pivot 1 day 3 day R1 1,986.7 1,989.1 PP 1,982.3 1,987.3 S1 1,978.0 1,985.4

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