CME E-mini Russell 2000 Index Futures September 2023

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Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary Previous Current 02-Aug-2023 03-Aug-2023 Change Change % Previous Week Open 1,994.5 1,975.8 -18.7 -0.9% 1,971.2 High 1,999.3 1,982.9 -16.4 -0.8% 2,012.7 Low 1,966.0 1,955.2 -10.8 -0.5% 1,958.1 Close 1,976.6 1,970.8 -5.8 -0.3% 1,991.0 Range 33.3 27.7 -5.6 -16.8% 54.6 ATR 33.3 32.9 -0.4 -1.2% 0.0 Volume 185,261 164,561 -20,700 -11.2% 808,348
Daily Pivots for day following 03-Aug-2023 Classic Woodie Camarilla DeMark R4 2,052.7 2,039.5 1,986.0 R3 2,025.0 2,011.8 1,978.4 R2 1,997.3 1,997.3 1,975.9 R1 1,984.1 1,984.1 1,973.3 1,976.9 PP 1,969.6 1,969.6 1,969.6 1,966.0 S1 1,956.4 1,956.4 1,968.3 1,949.2 S2 1,941.9 1,941.9 1,965.7 S3 1,914.2 1,928.7 1,963.2 S4 1,886.5 1,901.0 1,955.6	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 2,017.8 1,955.2 62.6 3.2% 32.5 1.6% 25% False True 170,445 10 2,017.8 1,955.2 62.6 3.2% 31.4 1.6% 25% False True 166,434 20 2,017.8 1,847.1 170.7 8.7% 32.8 1.7% 72% False False 172,761 40 2,017.8 1,825.1 192.7 9.8% 32.4 1.6% 76% False False 187,334 60 2,017.8 1,750.0 267.8 13.6% 33.6 1.7% 82% False False 125,154 80 2,017.8 1,723.4 294.4 14.9% 33.0 1.7% 84% False False 93,906
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False 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 8.4 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 2,100.6 2.618 2,055.4 1.618 2,027.7 1.000 2,010.6 0.618 2,000.0 HIGH 1,982.9 0.618 1,972.3 0.500 1,969.1 0.382 1,965.8 LOW 1,955.2 0.618 1,938.1 1.000 1,927.5 1.618 1,910.4 2.618 1,882.7 4.250 1,837.5
Fisher Pivots for day following 03-Aug-2023 Pivot 1 day 3 day R1 1,970.2 1,986.5 PP 1,969.6 1,981.3 S1 1,969.1 1,976.0

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