CME E-mini Russell 2000 Index Futures September 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	1,910.9	1,886.6	-24.3	-1.3%	1,835.1
High	1,913.4	1,887.2	-26.2	-1.4%	1,916.4
Low	1,884.4	1,835.0	-49.4	-2.6%	1,825.1
Close	1,888.0	1,856.3	-31.7	-1.7%	1,903.7
Range	29.0	52.2	23.2	80.0%	91.3
ATR	31.9	33.4	1.5	4.7%	0.0
Volume	192,920	253,243	60,323	31.3%	950,866

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,016.1	1,988.4	1,885.0
R3	1,963.9	1,936.2	1,870.7
R2	1,911.7	1,911.7	1,865.9
R1	1,884.0	1,884.0	1,861.1	1,871.8
PP	1,859.5	1,859.5	1,859.5	1,853.4
S1	1,831.8	1,831.8	1,851.5	1,819.6
S2	1,807.3	1,807.3	1,846.7
S3	1,755.1	1,779.6	1,841.9
S4	1,702.9	1,727.4	1,827.6

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,155.6	2,121.0	1,953.9
R3	2,064.3	2,029.7	1,928.8
R2	1,973.0	1,973.0	1,920.4
R1	1,938.4	1,938.4	1,912.1	1,955.7
PP	1,881.7	1,881.7	1,881.7	1,890.4
S1	1,847.1	1,847.1	1,895.3	1,864.4
S2	1,790.4	1,790.4	1,887.0
S3	1,699.1	1,755.8	1,878.6
S4	1,607.8	1,664.5	1,853.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,919.6	1,835.0	84.6	4.6%	30.8	1.7%	25%	False	True	195,251
10	1,919.6	1,825.1	94.5	5.1%	31.4	1.7%	33%	False	False	194,015
20	1,929.1	1,825.1	104.0	5.6%	32.1	1.7%	30%	False	False	201,908
40	1,929.1	1,750.0	179.1	9.6%	33.9	1.8%	59%	False	False	101,351
60	1,929.1	1,723.4	205.7	11.1%	33.0	1.8%	65%	False	False	67,621

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.7
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	2,109.1
2.618	2,023.9
1.618	1,971.7
1.000	1,939.4
0.618	1,919.5
HIGH	1,887.2
0.618	1,867.3
0.500	1,861.1
0.382	1,854.9
LOW	1,835.0
0.618	1,802.7
1.000	1,782.8
1.618	1,750.5
2.618	1,698.3
4.250	1,613.2

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	1,861.1	1,877.3
PP	1,859.5	1,870.3
S1	1,857.9	1,863.3

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

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