CME E-mini Russell 2000 Index Futures September 2021

Trading Metrics calculated at close of trading on 13-Sep-2021

Day Change Summary
	Previous	Current
	10-Sep-2021	13-Sep-2021	Change	Change %	Previous Week
Open	2,250.0	2,230.1	-19.9	-0.9%	2,289.5
High	2,270.8	2,249.1	-21.7	-1.0%	2,302.0
Low	2,226.6	2,213.9	-12.7	-0.6%	2,225.0
Close	2,227.8	2,241.1	13.3	0.6%	2,227.8
Range	44.2	35.2	-9.0	-20.4%	77.0
ATR	39.5	39.2	-0.3	-0.8%	0.0
Volume	230,492	261,670	31,178	13.5%	826,913

Daily Pivots for day following 13-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	2,340.3	2,325.9	2,260.5
R3	2,305.1	2,290.7	2,250.8
R2	2,269.9	2,269.9	2,247.6
R1	2,255.5	2,255.5	2,244.3	2,262.7
PP	2,234.7	2,234.7	2,234.7	2,238.3
S1	2,220.3	2,220.3	2,237.9	2,227.5
S2	2,199.5	2,199.5	2,234.6
S3	2,164.3	2,185.1	2,231.4
S4	2,129.1	2,149.9	2,221.7

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	2,482.6	2,432.2	2,270.2
R3	2,405.6	2,355.2	2,249.0
R2	2,328.6	2,328.6	2,241.9
R1	2,278.2	2,278.2	2,234.9	2,264.9
PP	2,251.6	2,251.6	2,251.6	2,245.0
S1	2,201.2	2,201.2	2,220.7	2,187.9
S2	2,174.6	2,174.6	2,213.7
S3	2,097.6	2,124.2	2,206.6
S4	2,020.6	2,047.2	2,185.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,302.0	2,213.9	88.1	3.9%	40.1	1.8%	31%	False	True	217,716
10	2,312.4	2,213.9	98.5	4.4%	34.2	1.5%	28%	False	True	186,220
20	2,312.4	2,108.7	203.7	9.1%	40.0	1.8%	65%	False	False	189,975
40	2,312.4	2,100.1	212.3	9.5%	41.7	1.9%	66%	False	False	178,858
60	2,346.7	2,100.1	246.6	11.0%	42.8	1.9%	57%	False	False	171,409
80	2,346.9	2,100.1	246.8	11.0%	41.1	1.8%	57%	False	False	142,704
100	2,346.9	2,100.1	246.8	11.0%	42.0	1.9%	57%	False	False	114,201
120	2,346.9	2,088.9	258.0	11.5%	43.3	1.9%	59%	False	False	95,176

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	False
Bear Hook	False
Bull Hook	False
Stretch	12.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,398.7
2.618	2,341.3
1.618	2,306.1
1.000	2,284.3
0.618	2,270.9
HIGH	2,249.1
0.618	2,235.7
0.500	2,231.5
0.382	2,227.3
LOW	2,213.9
0.618	2,192.1
1.000	2,178.7
1.618	2,156.9
2.618	2,121.7
4.250	2,064.3

Fisher Pivots for day following 13-Sep-2021
Pivot	1 day	3 day
R1	2,237.9	2,244.2
PP	2,234.7	2,243.2
S1	2,231.5	2,242.1

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

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