CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 1,874.3 1,898.9 24.6 1.3% 1,864.6
High 1,900.7 1,912.8 12.1 0.6% 1,883.7
Low 1,862.1 1,889.6 27.5 1.5% 1,832.8
Close 1,898.8 1,906.6 7.8 0.4% 1,857.4
Range 38.6 23.2 -15.4 -39.9% 50.9
ATR 32.4 31.7 -0.7 -2.0% 0.0
Volume 165,301 156,458 -8,843 -5.3% 977,164
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 1,972.6 1,962.8 1,919.4
R3 1,949.4 1,939.6 1,913.0
R2 1,926.2 1,926.2 1,910.9
R1 1,916.4 1,916.4 1,908.7 1,921.3
PP 1,903.0 1,903.0 1,903.0 1,905.5
S1 1,893.2 1,893.2 1,904.5 1,898.1
S2 1,879.8 1,879.8 1,902.3
S3 1,856.6 1,870.0 1,900.2
S4 1,833.4 1,846.8 1,893.8
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,010.7 1,984.9 1,885.4
R3 1,959.8 1,934.0 1,871.4
R2 1,908.9 1,908.9 1,866.7
R1 1,883.1 1,883.1 1,862.1 1,870.6
PP 1,858.0 1,858.0 1,858.0 1,851.7
S1 1,832.2 1,832.2 1,852.7 1,819.7
S2 1,807.1 1,807.1 1,848.1
S3 1,756.2 1,781.3 1,843.4
S4 1,705.3 1,730.4 1,829.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,912.8 1,832.8 80.0 4.2% 32.1 1.7% 92% True False 184,482
10 1,912.8 1,832.8 80.0 4.2% 30.7 1.6% 92% True False 189,141
20 1,987.7 1,832.8 154.9 8.1% 31.5 1.7% 48% False False 182,306
40 2,017.8 1,832.8 185.0 9.7% 32.8 1.7% 40% False False 179,750
60 2,017.8 1,820.1 197.7 10.4% 32.7 1.7% 44% False False 182,980
80 2,017.8 1,750.0 267.8 14.0% 33.0 1.7% 58% False False 137,386
100 2,017.8 1,723.4 294.4 15.4% 32.7 1.7% 62% False False 109,948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.9
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,011.4
2.618 1,973.5
1.618 1,950.3
1.000 1,936.0
0.618 1,927.1
HIGH 1,912.8
0.618 1,903.9
0.500 1,901.2
0.382 1,898.5
LOW 1,889.6
0.618 1,875.3
1.000 1,866.4
1.618 1,852.1
2.618 1,828.9
4.250 1,791.0
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 1,904.8 1,899.2
PP 1,903.0 1,891.8
S1 1,901.2 1,884.5

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

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