CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	1,876.4	1,896.6	20.2	1.1%	1,954.0
High	1,898.6	1,901.6	3.0	0.2%	1,958.7
Low	1,871.2	1,866.4	-4.8	-0.3%	1,857.1
Close	1,894.1	1,869.2	-24.9	-1.3%	1,883.8
Range	27.4	35.2	7.8	28.5%	101.6
ATR	30.6	30.9	0.3	1.1%	0.0
Volume	243	138	-105	-43.2%	1,027

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,984.7	1,962.1	1,888.6
R3	1,949.5	1,926.9	1,878.9
R2	1,914.3	1,914.3	1,875.7
R1	1,891.7	1,891.7	1,872.4	1,885.4
PP	1,879.1	1,879.1	1,879.1	1,875.9
S1	1,856.5	1,856.5	1,866.0	1,850.2
S2	1,843.9	1,843.9	1,862.7
S3	1,808.7	1,821.3	1,859.5
S4	1,773.5	1,786.1	1,849.8

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,204.7	2,145.8	1,939.7
R3	2,103.1	2,044.2	1,911.7
R2	2,001.5	2,001.5	1,902.4
R1	1,942.6	1,942.6	1,893.1	1,921.3
PP	1,899.9	1,899.9	1,899.9	1,889.2
S1	1,841.0	1,841.0	1,874.5	1,819.7
S2	1,798.3	1,798.3	1,865.2
S3	1,696.7	1,739.4	1,855.9
S4	1,595.1	1,637.8	1,827.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,901.6	1,857.1	44.5	2.4%	29.0	1.6%	27%	True	False	459
10	1,958.7	1,857.1	101.6	5.4%	29.6	1.6%	12%	False	False	318
20	2,038.2	1,857.1	181.1	9.7%	31.1	1.7%	7%	False	False	264
40	2,038.2	1,854.0	184.2	9.9%	31.1	1.7%	8%	False	False	178
60	2,038.2	1,775.0	263.2	14.1%	29.8	1.6%	36%	False	False	153
80	2,038.2	1,739.6	298.6	16.0%	27.9	1.5%	43%	False	False	115
100	2,038.2	1,739.6	298.6	16.0%	25.8	1.4%	43%	False	False	92
120	2,038.2	1,732.5	305.7	16.4%	24.3	1.3%	45%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.1
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2,051.2
2.618	1,993.8
1.618	1,958.6
1.000	1,936.8
0.618	1,923.4
HIGH	1,901.6
0.618	1,888.2
0.500	1,884.0
0.382	1,879.8
LOW	1,866.4
0.618	1,844.6
1.000	1,831.2
1.618	1,809.4
2.618	1,774.2
4.250	1,716.8

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	1,884.0	1,884.0
PP	1,879.1	1,879.1
S1	1,874.1	1,874.1

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

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