CME E-mini Russell 2000 Index Futures September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	1,861.3	1,857.0	-4.3	-0.2%	1,932.3
High	1,875.0	1,879.3	4.3	0.2%	1,939.3
Low	1,850.0	1,852.0	2.0	0.1%	1,837.8
Close	1,856.6	1,875.2	18.6	1.0%	1,865.0
Range	25.0	27.3	2.3	9.2%	101.5
ATR	32.0	31.6	-0.3	-1.0%	0.0
Volume	164,525	174,091	9,566	5.8%	999,918

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,950.7	1,940.3	1,890.2
R3	1,923.4	1,913.0	1,882.7
R2	1,896.1	1,896.1	1,880.2
R1	1,885.7	1,885.7	1,877.7	1,890.9
PP	1,868.8	1,868.8	1,868.8	1,871.5
S1	1,858.4	1,858.4	1,872.7	1,863.6
S2	1,841.5	1,841.5	1,870.2
S3	1,814.2	1,831.1	1,867.7
S4	1,786.9	1,803.8	1,860.2

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,185.2	2,126.6	1,920.8
R3	2,083.7	2,025.1	1,892.9
R2	1,982.2	1,982.2	1,883.6
R1	1,923.6	1,923.6	1,874.3	1,902.2
PP	1,880.7	1,880.7	1,880.7	1,870.0
S1	1,822.1	1,822.1	1,855.7	1,800.7
S2	1,779.2	1,779.2	1,846.4
S3	1,677.7	1,720.6	1,837.1
S4	1,576.2	1,619.1	1,809.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,889.0	1,837.8	51.2	2.7%	29.3	1.6%	73%	False	False	193,801
10	1,963.6	1,837.8	125.8	6.7%	31.0	1.7%	30%	False	False	188,202
20	2,017.8	1,837.8	180.0	9.6%	32.9	1.8%	21%	False	False	181,058
40	2,017.8	1,835.0	182.8	9.7%	31.9	1.7%	22%	False	False	178,956
60	2,017.8	1,755.0	262.8	14.0%	33.5	1.8%	46%	False	False	167,748
80	2,017.8	1,723.4	294.4	15.7%	33.6	1.8%	52%	False	False	125,878
100	2,017.8	1,723.4	294.4	15.7%	32.7	1.7%	52%	False	False	100,730

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,995.3
2.618	1,950.8
1.618	1,923.5
1.000	1,906.6
0.618	1,896.2
HIGH	1,879.3
0.618	1,868.9
0.500	1,865.7
0.382	1,862.4
LOW	1,852.0
0.618	1,835.1
1.000	1,824.7
1.618	1,807.8
2.618	1,780.5
4.250	1,736.0

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	1,872.0	1,871.5
PP	1,868.8	1,867.8
S1	1,865.7	1,864.1

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

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