CME E-mini Russell 2000 Index Futures September 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	1,960.2	1,943.1	-17.1	-0.9%	1,876.7
High	1,964.7	1,973.2	8.5	0.4%	1,967.0
Low	1,932.0	1,938.0	6.0	0.3%	1,861.6
Close	1,944.2	1,965.3	21.1	1.1%	1,944.2
Range	32.7	35.2	2.5	7.6%	105.4
ATR	33.9	34.0	0.1	0.3%	0.0
Volume	197,469	140,290	-57,179	-29.0%	942,891

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,064.4	2,050.1	1,984.7
R3	2,029.2	2,014.9	1,975.0
R2	1,994.0	1,994.0	1,971.8
R1	1,979.7	1,979.7	1,968.5	1,986.9
PP	1,958.8	1,958.8	1,958.8	1,962.4
S1	1,944.5	1,944.5	1,962.1	1,951.7
S2	1,923.6	1,923.6	1,958.8
S3	1,888.4	1,909.3	1,955.6
S4	1,853.2	1,874.1	1,945.9

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,240.5	2,197.7	2,002.2
R3	2,135.1	2,092.3	1,973.2
R2	2,029.7	2,029.7	1,963.5
R1	1,986.9	1,986.9	1,953.9	2,008.3
PP	1,924.3	1,924.3	1,924.3	1,935.0
S1	1,881.5	1,881.5	1,934.5	1,902.9
S2	1,818.9	1,818.9	1,924.9
S3	1,713.5	1,776.1	1,915.2
S4	1,608.1	1,670.7	1,886.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,973.2	1,906.0	67.2	3.4%	30.4	1.5%	88%	True	False	182,127
10	1,973.2	1,835.0	138.2	7.0%	35.1	1.8%	94%	True	False	184,964
20	1,973.2	1,825.1	148.1	7.5%	32.4	1.6%	95%	True	False	189,819
40	1,973.2	1,755.0	218.2	11.1%	34.6	1.8%	96%	True	False	133,482
60	1,973.2	1,723.4	249.8	12.7%	33.9	1.7%	97%	True	False	89,053
80	1,973.2	1,718.4	254.8	13.0%	33.1	1.7%	97%	True	False	66,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,122.8
2.618	2,065.4
1.618	2,030.2
1.000	2,008.4
0.618	1,995.0
HIGH	1,973.2
0.618	1,959.8
0.500	1,955.6
0.382	1,951.4
LOW	1,938.0
0.618	1,916.2
1.000	1,902.8
1.618	1,881.0
2.618	1,845.8
4.250	1,788.4

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	1,962.1	1,961.1
PP	1,958.8	1,956.8
S1	1,955.6	1,952.6

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

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