CME E-mini Russell 2000 Index Futures December 2023

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Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary Previous Current 20-Sep-2023 21-Sep-2023 Change Change % Previous Week Open 1,846.1 1,826.0 -20.1 -1.1% 1,870.3 High 1,863.9 1,826.8 -37.1 -2.0% 1,892.7 Low 1,824.3 1,795.6 -28.7 -1.6% 1,854.1 Close 1,826.3 1,797.9 -28.4 -1.6% 1,865.1 Range 39.6 31.2 -8.4 -21.2% 38.6 ATR 28.5 28.7 0.2 0.7% 0.0 Volume 183,878 219,042 35,164 19.1% 1,329,347
Daily Pivots for day following 21-Sep-2023 Classic Woodie Camarilla DeMark R4 1,900.4 1,880.3 1,815.1 R3 1,869.2 1,849.1 1,806.5 R2 1,838.0 1,838.0 1,803.6 R1 1,817.9 1,817.9 1,800.8 1,812.4 PP 1,806.8 1,806.8 1,806.8 1,804.0 S1 1,786.7 1,786.7 1,795.0 1,781.2 S2 1,775.6 1,775.6 1,792.2 S3 1,744.4 1,755.5 1,789.3 S4 1,713.2 1,724.3 1,780.7	Weekly Pivots for week ending 15-Sep-2023 Classic Woodie Camarilla DeMark R4 1,986.4 1,964.4 1,886.3 R3 1,947.8 1,925.8 1,875.7 R2 1,909.2 1,909.2 1,872.2 R1 1,887.2 1,887.2 1,868.6 1,878.9 PP 1,870.6 1,870.6 1,870.6 1,866.5 S1 1,848.6 1,848.6 1,861.6 1,840.3 S2 1,832.0 1,832.0 1,858.0 S3 1,793.4 1,810.0 1,854.5 S4 1,754.8 1,771.4 1,843.9
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,892.7 1,795.6 97.1 5.4% 29.6 1.6% 2% False True 187,563 10 1,892.7 1,795.6 97.1 5.4% 25.8 1.4% 2% False True 218,404 20 1,952.8 1,795.6 157.2 8.7% 28.3 1.6% 1% False True 110,640 40 2,038.2 1,795.6 242.6 13.5% 30.1 1.7% 1% False True 55,455 60 2,038.2 1,795.6 242.6 13.5% 30.0 1.7% 1% False True 36,997 80 2,038.2 1,775.0 263.2 14.6% 29.2 1.6% 9% False False 27,773 100 2,038.2 1,739.6 298.6 16.6% 27.8 1.5% 20% False False 22,219 120 2,038.2 1,739.6 298.6 16.6% 26.2 1.5% 20% False False 18,516
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 5.6 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,959.4 2.618 1,908.5 1.618 1,877.3 1.000 1,858.0 0.618 1,846.1 HIGH 1,826.8 0.618 1,814.9 0.500 1,811.2 0.382 1,807.5 LOW 1,795.6 0.618 1,776.3 1.000 1,764.4 1.618 1,745.1 2.618 1,713.9 4.250 1,663.0
Fisher Pivots for day following 21-Sep-2023 Pivot 1 day 3 day R1 1,811.2 1,829.8 PP 1,806.8 1,819.1 S1 1,802.3 1,808.5

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