CME E-mini Russell 2000 Index Futures September 2021

Trading Metrics calculated at close of trading on 15-Sep-2021

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	2,244.1	2,210.6	-33.5	-1.5%	2,289.5
High	2,258.3	2,239.0	-19.3	-0.9%	2,302.0
Low	2,202.1	2,205.3	3.2	0.1%	2,225.0
Close	2,211.4	2,235.0	23.6	1.1%	2,227.8
Range	56.2	33.7	-22.5	-40.0%	77.0
ATR	40.4	39.9	-0.5	-1.2%	0.0
Volume	263,933	165,317	-98,616	-37.4%	826,913

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	2,327.5	2,315.0	2,253.5
R3	2,293.8	2,281.3	2,244.3
R2	2,260.1	2,260.1	2,241.2
R1	2,247.6	2,247.6	2,238.1	2,253.9
PP	2,226.4	2,226.4	2,226.4	2,229.6
S1	2,213.9	2,213.9	2,231.9	2,220.2
S2	2,192.7	2,192.7	2,228.8
S3	2,159.0	2,180.2	2,225.7
S4	2,125.3	2,146.5	2,216.5

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	2,274.5	2,202.1	72.4	3.2%	43.8	2.0%	45%	False	False	230,380
10	2,312.4	2,202.1	110.3	4.9%	38.3	1.7%	30%	False	False	196,808
20	2,312.4	2,108.7	203.7	9.1%	40.1	1.8%	62%	False	False	190,766
40	2,312.4	2,108.7	203.7	9.1%	40.4	1.8%	62%	False	False	175,517
60	2,346.7	2,100.1	246.6	11.0%	41.9	1.9%	55%	False	False	171,525
80	2,346.9	2,100.1	246.8	11.0%	41.3	1.8%	55%	False	False	148,065
100	2,346.9	2,100.1	246.8	11.0%	42.1	1.9%	55%	False	False	118,493
120	2,346.9	2,100.1	246.8	11.0%	42.4	1.9%	55%	False	False	98,752

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,382.2
2.618	2,327.2
1.618	2,293.5
1.000	2,272.7
0.618	2,259.8
HIGH	2,239.0
0.618	2,226.1
0.500	2,222.2
0.382	2,218.2
LOW	2,205.3
0.618	2,184.5
1.000	2,171.6
1.618	2,150.8
2.618	2,117.1
4.250	2,062.1

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	2,230.7	2,233.4
PP	2,226.4	2,231.8
S1	2,222.2	2,230.2

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

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