CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 1,855.1 1,864.6 9.5 0.5% 1,932.3
High 1,871.3 1,874.1 2.8 0.1% 1,939.3
Low 1,837.8 1,848.8 11.0 0.6% 1,837.8
Close 1,865.0 1,861.6 -3.4 -0.2% 1,865.0
Range 33.5 25.3 -8.2 -24.5% 101.5
ATR 33.1 32.5 -0.6 -1.7% 0.0
Volume 241,583 184,558 -57,025 -23.6% 999,918
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 1,937.4 1,924.8 1,875.5
R3 1,912.1 1,899.5 1,868.6
R2 1,886.8 1,886.8 1,866.2
R1 1,874.2 1,874.2 1,863.9 1,867.9
PP 1,861.5 1,861.5 1,861.5 1,858.3
S1 1,848.9 1,848.9 1,859.3 1,842.6
S2 1,836.2 1,836.2 1,857.0
S3 1,810.9 1,823.6 1,854.6
S4 1,785.6 1,798.3 1,847.7
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,185.2 2,126.6 1,920.8
R3 2,083.7 2,025.1 1,892.9
R2 1,982.2 1,982.2 1,883.6
R1 1,923.6 1,923.6 1,874.3 1,902.2
PP 1,880.7 1,880.7 1,880.7 1,870.0
S1 1,822.1 1,822.1 1,855.7 1,800.7
S2 1,779.2 1,779.2 1,846.4
S3 1,677.7 1,720.6 1,837.1
S4 1,576.2 1,619.1 1,809.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,933.9 1,837.8 96.1 5.2% 32.5 1.7% 25% False False 201,580
10 1,969.0 1,837.8 131.2 7.0% 33.3 1.8% 18% False False 188,159
20 2,017.8 1,837.8 180.0 9.7% 32.6 1.8% 13% False False 179,654
40 2,017.8 1,825.1 192.7 10.4% 32.4 1.7% 19% False False 179,742
60 2,017.8 1,755.0 262.8 14.1% 33.6 1.8% 41% False False 162,123
80 2,017.8 1,723.4 294.4 15.8% 33.8 1.8% 47% False False 121,648
100 2,017.8 1,723.4 294.4 15.8% 32.8 1.8% 47% False False 97,350
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 9.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,981.6
2.618 1,940.3
1.618 1,915.0
1.000 1,899.4
0.618 1,889.7
HIGH 1,874.1
0.618 1,864.4
0.500 1,861.5
0.382 1,858.5
LOW 1,848.8
0.618 1,833.2
1.000 1,823.5
1.618 1,807.9
2.618 1,782.6
4.250 1,741.3
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 1,861.6 1,863.4
PP 1,861.5 1,862.8
S1 1,861.5 1,862.2

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

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