CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 23-Aug-2023
Day Change Summary
Previous Current
22-Aug-2023 23-Aug-2023 Change Change % Previous Week
Open 1,861.3 1,857.0 -4.3 -0.2% 1,932.3
High 1,875.0 1,879.3 4.3 0.2% 1,939.3
Low 1,850.0 1,852.0 2.0 0.1% 1,837.8
Close 1,856.6 1,875.2 18.6 1.0% 1,865.0
Range 25.0 27.3 2.3 9.2% 101.5
ATR 32.0 31.6 -0.3 -1.0% 0.0
Volume 164,525 174,091 9,566 5.8% 999,918
Daily Pivots for day following 23-Aug-2023
Classic Woodie Camarilla DeMark
R4 1,950.7 1,940.3 1,890.2
R3 1,923.4 1,913.0 1,882.7
R2 1,896.1 1,896.1 1,880.2
R1 1,885.7 1,885.7 1,877.7 1,890.9
PP 1,868.8 1,868.8 1,868.8 1,871.5
S1 1,858.4 1,858.4 1,872.7 1,863.6
S2 1,841.5 1,841.5 1,870.2
S3 1,814.2 1,831.1 1,867.7
S4 1,786.9 1,803.8 1,860.2
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 1,889.0 1,837.8 51.2 2.7% 29.3 1.6% 73% False False 193,801
10 1,963.6 1,837.8 125.8 6.7% 31.0 1.7% 30% False False 188,202
20 2,017.8 1,837.8 180.0 9.6% 32.9 1.8% 21% False False 181,058
40 2,017.8 1,835.0 182.8 9.7% 31.9 1.7% 22% False False 178,956
60 2,017.8 1,755.0 262.8 14.0% 33.5 1.8% 46% False False 167,748
80 2,017.8 1,723.4 294.4 15.7% 33.6 1.8% 52% False False 125,878
100 2,017.8 1,723.4 294.4 15.7% 32.7 1.7% 52% False False 100,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,995.3
2.618 1,950.8
1.618 1,923.5
1.000 1,906.6
0.618 1,896.2
HIGH 1,879.3
0.618 1,868.9
0.500 1,865.7
0.382 1,862.4
LOW 1,852.0
0.618 1,835.1
1.000 1,824.7
1.618 1,807.8
2.618 1,780.5
4.250 1,736.0
Fisher Pivots for day following 23-Aug-2023
Pivot 1 day 3 day
R1 1,872.0 1,871.5
PP 1,868.8 1,867.8
S1 1,865.7 1,864.1

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

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