CME E-mini Russell 2000 Index Futures December 2023

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Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary Previous Current 11-Sep-2023 12-Sep-2023 Change Change % Previous Week Open 1,870.3 1,876.0 5.7 0.3% 1,940.5 High 1,889.5 1,884.9 -4.6 -0.2% 1,943.0 Low 1,870.3 1,868.9 -1.4 -0.1% 1,866.8 Close 1,875.8 1,873.3 -2.5 -0.1% 1,872.3 Range 19.2 16.0 -3.2 -16.7% 76.2 ATR 28.8 27.9 -0.9 -3.2% 0.0 Volume 356,137 290,121 -66,016 -18.5% 163,080
Daily Pivots for day following 12-Sep-2023 Classic Woodie Camarilla DeMark R4 1,923.7 1,914.5 1,882.1 R3 1,907.7 1,898.5 1,877.7 R2 1,891.7 1,891.7 1,876.2 R1 1,882.5 1,882.5 1,874.8 1,879.1 PP 1,875.7 1,875.7 1,875.7 1,874.0 S1 1,866.5 1,866.5 1,871.8 1,863.1 S2 1,859.7 1,859.7 1,870.4 S3 1,843.7 1,850.5 1,868.9 S4 1,827.7 1,834.5 1,864.5	Weekly Pivots for week ending 08-Sep-2023 Classic Woodie Camarilla DeMark R4 2,122.6 2,073.7 1,914.2 R3 2,046.4 1,997.5 1,893.3 R2 1,970.2 1,970.2 1,886.3 R1 1,921.3 1,921.3 1,879.3 1,907.7 PP 1,894.0 1,894.0 1,894.0 1,887.2 S1 1,845.1 1,845.1 1,865.3 1,831.5 S2 1,817.8 1,817.8 1,858.3 S3 1,741.6 1,768.9 1,851.3 S4 1,665.4 1,692.7 1,830.4
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,915.0 1,866.8 48.2 2.6% 22.1 1.2% 13% False False 161,370 10 1,952.8 1,866.8 86.0 4.6% 26.1 1.4% 8% False False 81,262 20 1,953.3 1,852.3 101.0 5.4% 28.5 1.5% 21% False False 40,871 40 2,038.2 1,852.3 185.9 9.9% 29.4 1.6% 11% False False 20,513 60 2,038.2 1,844.0 194.2 10.4% 30.0 1.6% 15% False False 13,726 80 2,038.2 1,775.0 263.2 14.1% 28.8 1.5% 37% False False 10,296 100 2,038.2 1,739.6 298.6 15.9% 26.8 1.4% 45% False False 8,237 120 2,038.2 1,732.5 305.7 16.3% 26.0 1.4% 46% False False 6,864
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 True 3BNR True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 5.7 Narrowest range in 62 trading days	Fibonacci Retracements and Extensions 4.250 1,952.9 2.618 1,926.8 1.618 1,910.8 1.000 1,900.9 0.618 1,894.8 HIGH 1,884.9 0.618 1,878.8 0.500 1,876.9 0.382 1,875.0 LOW 1,868.9 0.618 1,859.0 1.000 1,852.9 1.618 1,843.0 2.618 1,827.0 4.250 1,800.9
Fisher Pivots for day following 12-Sep-2023 Pivot 1 day 3 day R1 1,876.9 1,878.2 PP 1,875.7 1,876.5 S1 1,874.5 1,874.9

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