CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	1,888.9	1,866.2	-22.7	-1.2%	1,870.3
High	1,892.7	1,871.1	-21.6	-1.1%	1,892.7
Low	1,856.9	1,852.8	-4.1	-0.2%	1,854.1
Close	1,865.1	1,853.2	-11.9	-0.6%	1,865.1
Range	35.8	18.3	-17.5	-48.9%	38.6
ATR	28.7	27.9	-0.7	-2.6%	0.0
Volume	222,691	132,409	-90,282	-40.5%	1,329,347

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,913.9	1,901.9	1,863.3
R3	1,895.6	1,883.6	1,858.2
R2	1,877.3	1,877.3	1,856.6
R1	1,865.3	1,865.3	1,854.9	1,862.2
PP	1,859.0	1,859.0	1,859.0	1,857.5
S1	1,847.0	1,847.0	1,851.5	1,843.9
S2	1,840.7	1,840.7	1,849.8
S3	1,822.4	1,828.7	1,848.2
S4	1,804.1	1,810.4	1,843.1

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	1,852.8	39.9	2.2%	25.8	1.4%	1%	False	True	221,123
10	1,943.0	1,852.8	90.2	4.9%	26.5	1.4%	0%	False	True	162,483
20	1,952.8	1,852.3	100.5	5.4%	27.4	1.5%	1%	False	False	81,602
40	2,038.2	1,852.3	185.9	10.0%	29.4	1.6%	0%	False	False	40,894
60	2,038.2	1,844.0	194.2	10.5%	30.2	1.6%	5%	False	False	27,315
80	2,038.2	1,775.0	263.2	14.2%	28.9	1.6%	30%	False	False	20,489
100	2,038.2	1,739.6	298.6	16.1%	27.5	1.5%	38%	False	False	16,392
120	2,038.2	1,739.6	298.6	16.1%	25.9	1.4%	38%	False	False	13,660

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	4.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,948.9
2.618	1,919.0
1.618	1,900.7
1.000	1,889.4
0.618	1,882.4
HIGH	1,871.1
0.618	1,864.1
0.500	1,862.0
0.382	1,859.8
LOW	1,852.8
0.618	1,841.5
1.000	1,834.5
1.618	1,823.2
2.618	1,804.9
4.250	1,775.0

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	1,862.0	1,872.8
PP	1,859.0	1,866.2
S1	1,856.1	1,859.7

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

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