CME E-mini Russell 2000 Index Futures September 2023

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Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary Previous Current 01-Sep-2023 05-Sep-2023 Change Change % Previous Week Open 1,902.8 1,922.7 19.9 1.0% 1,857.7 High 1,934.0 1,924.7 -9.3 -0.5% 1,934.0 Low 1,902.1 1,882.2 -19.9 -1.0% 1,856.1 Close 1,922.7 1,883.1 -39.6 -2.1% 1,922.7 Range 31.9 42.5 10.6 33.2% 77.9 ATR 30.8 31.7 0.8 2.7% 0.0 Volume 195,866 226,585 30,719 15.7% 814,339
Daily Pivots for day following 05-Sep-2023 Classic Woodie Camarilla DeMark R4 2,024.2 1,996.1 1,906.5 R3 1,981.7 1,953.6 1,894.8 R2 1,939.2 1,939.2 1,890.9 R1 1,911.1 1,911.1 1,887.0 1,903.9 PP 1,896.7 1,896.7 1,896.7 1,893.1 S1 1,868.6 1,868.6 1,879.2 1,861.4 S2 1,854.2 1,854.2 1,875.3 S3 1,811.7 1,826.1 1,871.4 S4 1,769.2 1,783.6 1,859.7	Weekly Pivots for week ending 01-Sep-2023 Classic Woodie Camarilla DeMark R4 2,138.0 2,108.2 1,965.5 R3 2,060.1 2,030.3 1,944.1 R2 1,982.2 1,982.2 1,937.0 R1 1,952.4 1,952.4 1,929.8 1,967.3 PP 1,904.3 1,904.3 1,904.3 1,911.7 S1 1,874.5 1,874.5 1,915.6 1,889.4 S2 1,826.4 1,826.4 1,908.4 S3 1,748.5 1,796.6 1,901.3 S4 1,670.6 1,718.7 1,879.9
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,934.0 1,862.1 71.9 3.8% 30.8 1.6% 29% False False 178,852 10 1,934.0 1,832.8 101.2 5.4% 30.5 1.6% 50% False False 183,353 20 1,969.0 1,832.8 136.2 7.2% 31.9 1.7% 37% False False 185,756 40 2,017.8 1,832.8 185.0 9.8% 31.3 1.7% 27% False False 178,334 60 2,017.8 1,825.1 192.7 10.2% 31.9 1.7% 30% False False 191,769 80 2,017.8 1,750.0 267.8 14.2% 33.1 1.8% 50% False False 144,539 100 2,017.8 1,723.4 294.4 15.6% 32.7 1.7% 54% False False 115,663 120 2,017.8 1,718.4 299.4 15.9% 33.5 1.8% 55% False False 96,429
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 7.2 Widest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 2,105.3 2.618 2,036.0 1.618 1,993.5 1.000 1,967.2 0.618 1,951.0 HIGH 1,924.7 0.618 1,908.5 0.500 1,903.5 0.382 1,898.4 LOW 1,882.2 0.618 1,855.9 1.000 1,839.7 1.618 1,813.4 2.618 1,770.9 4.250 1,701.6
Fisher Pivots for day following 05-Sep-2023 Pivot 1 day 3 day R1 1,903.5 1,908.1 PP 1,896.7 1,899.8 S1 1,889.9 1,891.4

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