CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 1,898.9 1,908.9 10.0 0.5% 1,864.6
High 1,912.8 1,918.3 5.5 0.3% 1,883.7
Low 1,889.6 1,900.3 10.7 0.6% 1,832.8
Close 1,906.6 1,901.6 -5.0 -0.3% 1,857.4
Range 23.2 18.0 -5.2 -22.4% 50.9
ATR 31.7 30.7 -1.0 -3.1% 0.0
Volume 156,458 150,051 -6,407 -4.1% 977,164
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 1,960.7 1,949.2 1,911.5
R3 1,942.7 1,931.2 1,906.6
R2 1,924.7 1,924.7 1,904.9
R1 1,913.2 1,913.2 1,903.3 1,910.0
PP 1,906.7 1,906.7 1,906.7 1,905.1
S1 1,895.2 1,895.2 1,900.0 1,892.0
S2 1,888.7 1,888.7 1,898.3
S3 1,870.7 1,877.2 1,896.7
S4 1,852.7 1,859.2 1,891.7
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 1,918.3 1,832.8 85.5 4.5% 28.5 1.5% 80% True False 166,056
10 1,918.3 1,832.8 85.5 4.5% 29.0 1.5% 80% True False 183,722
20 1,987.7 1,832.8 154.9 8.1% 31.0 1.6% 44% False False 181,581
40 2,017.8 1,832.8 185.0 9.7% 31.9 1.7% 37% False False 177,171
60 2,017.8 1,825.1 192.7 10.1% 32.0 1.7% 40% False False 185,416
80 2,017.8 1,750.0 267.8 14.1% 32.9 1.7% 57% False False 139,261
100 2,017.8 1,723.4 294.4 15.5% 32.6 1.7% 61% False False 111,441
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 9.5
Narrowest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 1,994.8
2.618 1,965.4
1.618 1,947.4
1.000 1,936.3
0.618 1,929.4
HIGH 1,918.3
0.618 1,911.4
0.500 1,909.3
0.382 1,907.2
LOW 1,900.3
0.618 1,889.2
1.000 1,882.3
1.618 1,871.2
2.618 1,853.2
4.250 1,823.8
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 1,909.3 1,897.8
PP 1,906.7 1,894.0
S1 1,904.2 1,890.2

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

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