CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 25-Jul-2023

Day Change Summary
	Previous	Current
	24-Jul-2023	25-Jul-2023	Change	Change %	Previous Week
Open	1,995.3	1,997.3	2.0	0.1%	1,957.4
High	2,009.6	2,009.2	-0.4	0.0%	2,026.3
Low	1,987.9	1,991.2	3.3	0.2%	1,957.4
Close	1,996.6	1,997.7	1.1	0.1%	1,991.7
Range	21.7	18.0	-3.7	-17.1%	68.9
ATR	30.1	29.3	-0.9	-2.9%	0.0
Volume	49	96	47	95.9%	286

Daily Pivots for day following 25-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,053.4	2,043.5	2,007.6
R3	2,035.4	2,025.5	2,002.7
R2	2,017.4	2,017.4	2,001.0
R1	2,007.5	2,007.5	1,999.4	2,012.5
PP	1,999.4	1,999.4	1,999.4	2,001.8
S1	1,989.5	1,989.5	1,996.1	1,994.5
S2	1,981.4	1,981.4	1,994.4
S3	1,963.4	1,971.5	1,992.8
S4	1,945.4	1,953.5	1,987.8

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,198.5	2,164.0	2,029.6
R3	2,129.6	2,095.1	2,010.6
R2	2,060.7	2,060.7	2,004.3
R1	2,026.2	2,026.2	1,998.0	2,043.5
PP	1,991.8	1,991.8	1,991.8	2,000.4
S1	1,957.3	1,957.3	1,985.4	1,974.6
S2	1,922.9	1,922.9	1,979.1
S3	1,854.0	1,888.4	1,972.8
S4	1,785.1	1,819.5	1,953.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,026.3	1,987.9	38.4	1.9%	24.2	1.2%	26%	False	False	59
10	2,026.3	1,945.9	80.4	4.0%	27.6	1.4%	64%	False	False	59
20	2,026.3	1,853.4	172.9	8.7%	30.1	1.5%	83%	False	False	77
40	2,026.3	1,775.0	251.3	12.6%	28.2	1.4%	89%	False	False	88
60	2,026.3	1,739.6	286.7	14.4%	26.5	1.3%	90%	False	False	59
80	2,026.3	1,739.6	286.7	14.4%	24.3	1.2%	90%	False	False	44
100	2,026.3	1,732.5	293.8	14.7%	22.2	1.1%	90%	False	False	35
120	2,051.8	1,732.5	319.3	16.0%	18.5	0.9%	83%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.4
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,085.7
2.618	2,056.3
1.618	2,038.3
1.000	2,027.2
0.618	2,020.3
HIGH	2,009.2
0.618	2,002.3
0.500	2,000.2
0.382	1,998.1
LOW	1,991.2
0.618	1,980.1
1.000	1,973.2
1.618	1,962.1
2.618	1,944.1
4.250	1,914.7

Fisher Pivots for day following 25-Jul-2023
Pivot	1 day	3 day
R1	2,000.2	2,001.4
PP	1,999.4	2,000.2
S1	1,998.5	1,998.9

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

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