CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 1,875.2 1,858.9 -16.3 -0.9% 1,922.7
High 1,877.7 1,863.8 -13.9 -0.7% 1,924.7
Low 1,849.4 1,847.8 -1.6 -0.1% 1,847.8
Close 1,857.8 1,853.4 -4.4 -0.2% 1,853.4
Range 28.3 16.0 -12.3 -43.5% 76.9
ATR 31.4 30.3 -1.1 -3.5% 0.0
Volume 168,348 195,832 27,484 16.3% 765,016
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,903.0 1,894.2 1,862.2
R3 1,887.0 1,878.2 1,857.8
R2 1,871.0 1,871.0 1,856.3
R1 1,862.2 1,862.2 1,854.9 1,858.6
PP 1,855.0 1,855.0 1,855.0 1,853.2
S1 1,846.2 1,846.2 1,851.9 1,842.6
S2 1,839.0 1,839.0 1,850.5
S3 1,823.0 1,830.2 1,849.0
S4 1,807.0 1,814.2 1,844.6
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 2,106.0 2,056.6 1,895.7
R3 2,029.1 1,979.7 1,874.5
R2 1,952.2 1,952.2 1,867.5
R1 1,902.8 1,902.8 1,860.4 1,889.1
PP 1,875.3 1,875.3 1,875.3 1,868.4
S1 1,825.9 1,825.9 1,846.4 1,812.2
S2 1,798.4 1,798.4 1,839.3
S3 1,721.5 1,749.0 1,832.3
S4 1,644.6 1,672.1 1,811.1
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 1,847.8 86.2 4.7% 29.9 1.6% 6% False True 192,176
10 1,934.0 1,832.8 101.2 5.5% 29.2 1.6% 20% False False 179,116
20 1,939.3 1,832.8 106.5 5.7% 29.8 1.6% 19% False False 185,595
40 2,017.8 1,832.8 185.0 10.0% 31.1 1.7% 11% False False 177,473
60 2,017.8 1,825.1 192.7 10.4% 31.8 1.7% 15% False False 185,161
80 2,017.8 1,755.0 262.8 14.2% 32.8 1.8% 37% False False 151,262
100 2,017.8 1,723.4 294.4 15.9% 32.6 1.8% 44% False False 121,044
120 2,017.8 1,718.4 299.4 16.2% 32.6 1.8% 45% False False 100,916
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 7.0
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 1,931.8
2.618 1,905.7
1.618 1,889.7
1.000 1,879.8
0.618 1,873.7
HIGH 1,863.8
0.618 1,857.7
0.500 1,855.8
0.382 1,853.9
LOW 1,847.8
0.618 1,837.9
1.000 1,831.8
1.618 1,821.9
2.618 1,805.9
4.250 1,779.8
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 1,855.8 1,871.8
PP 1,855.0 1,865.6
S1 1,854.2 1,859.5

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

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