CME E-mini Russell 2000 Index Futures September 2023


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 1,856.8 1,855.2 -1.6 -0.1% 1,922.7
High 1,866.3 1,863.0 -3.3 -0.2% 1,924.7
Low 1,850.2 1,835.7 -14.5 -0.8% 1,847.8
Close 1,854.9 1,842.2 -12.7 -0.7% 1,853.4
Range 16.1 27.3 11.2 69.6% 76.9
ATR 28.5 28.4 -0.1 -0.3% 0.0
Volume 190,799 94,883 -95,916 -50.3% 765,016
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,928.9 1,912.8 1,857.2
R3 1,901.6 1,885.5 1,849.7
R2 1,874.3 1,874.3 1,847.2
R1 1,858.2 1,858.2 1,844.7 1,852.6
PP 1,847.0 1,847.0 1,847.0 1,844.2
S1 1,830.9 1,830.9 1,839.7 1,825.3
S2 1,819.7 1,819.7 1,837.2
S3 1,792.4 1,803.6 1,834.7
S4 1,765.1 1,776.3 1,827.2
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 1,877.7 1,835.7 42.0 2.3% 21.3 1.2% 15% False True 188,042
10 1,934.0 1,835.7 98.3 5.3% 25.3 1.4% 7% False True 184,342
20 1,934.0 1,832.8 101.2 5.5% 28.6 1.6% 9% False False 188,247
40 2,017.8 1,832.8 185.0 10.0% 30.1 1.6% 5% False False 179,194
60 2,017.8 1,825.1 192.7 10.5% 30.9 1.7% 9% False False 181,741
80 2,017.8 1,755.0 262.8 14.3% 32.5 1.8% 33% False False 158,453
100 2,017.8 1,723.4 294.4 16.0% 32.5 1.8% 40% False False 126,803
120 2,017.8 1,718.4 299.4 16.3% 31.9 1.7% 41% False False 105,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,979.0
2.618 1,934.5
1.618 1,907.2
1.000 1,890.3
0.618 1,879.9
HIGH 1,863.0
0.618 1,852.6
0.500 1,849.4
0.382 1,846.1
LOW 1,835.7
0.618 1,818.8
1.000 1,808.4
1.618 1,791.5
2.618 1,764.2
4.250 1,719.7
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 1,849.4 1,853.1
PP 1,847.0 1,849.4
S1 1,844.6 1,845.8

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

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