CME E-mini Russell 2000 Index Futures September 2023

Trading Metrics calculated at close of trading on 30-Aug-2023

Day Change Summary
	Previous	Current
	29-Aug-2023	30-Aug-2023	Change	Change %	Previous Week
Open	1,874.3	1,898.9	24.6	1.3%	1,864.6
High	1,900.7	1,912.8	12.1	0.6%	1,883.7
Low	1,862.1	1,889.6	27.5	1.5%	1,832.8
Close	1,898.8	1,906.6	7.8	0.4%	1,857.4
Range	38.6	23.2	-15.4	-39.9%	50.9
ATR	32.4	31.7	-0.7	-2.0%	0.0
Volume	165,301	156,458	-8,843	-5.3%	977,164

Daily Pivots for day following 30-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,972.6	1,962.8	1,919.4
R3	1,949.4	1,939.6	1,913.0
R2	1,926.2	1,926.2	1,910.9
R1	1,916.4	1,916.4	1,908.7	1,921.3
PP	1,903.0	1,903.0	1,903.0	1,905.5
S1	1,893.2	1,893.2	1,904.5	1,898.1
S2	1,879.8	1,879.8	1,902.3
S3	1,856.6	1,870.0	1,900.2
S4	1,833.4	1,846.8	1,893.8

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,010.7	1,984.9	1,885.4
R3	1,959.8	1,934.0	1,871.4
R2	1,908.9	1,908.9	1,866.7
R1	1,883.1	1,883.1	1,862.1	1,870.6
PP	1,858.0	1,858.0	1,858.0	1,851.7
S1	1,832.2	1,832.2	1,852.7	1,819.7
S2	1,807.1	1,807.1	1,848.1
S3	1,756.2	1,781.3	1,843.4
S4	1,705.3	1,730.4	1,829.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,912.8	1,832.8	80.0	4.2%	32.1	1.7%	92%	True	False	184,482
10	1,912.8	1,832.8	80.0	4.2%	30.7	1.6%	92%	True	False	189,141
20	1,987.7	1,832.8	154.9	8.1%	31.5	1.7%	48%	False	False	182,306
40	2,017.8	1,832.8	185.0	9.7%	32.8	1.7%	40%	False	False	179,750
60	2,017.8	1,820.1	197.7	10.4%	32.7	1.7%	44%	False	False	182,980
80	2,017.8	1,750.0	267.8	14.0%	33.0	1.7%	58%	False	False	137,386
100	2,017.8	1,723.4	294.4	15.4%	32.7	1.7%	62%	False	False	109,948

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.9
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2,011.4
2.618	1,973.5
1.618	1,950.3
1.000	1,936.0
0.618	1,927.1
HIGH	1,912.8
0.618	1,903.9
0.500	1,901.2
0.382	1,898.5
LOW	1,889.6
0.618	1,875.3
1.000	1,866.4
1.618	1,852.1
2.618	1,828.9
4.250	1,791.0

Fisher Pivots for day following 30-Aug-2023
Pivot	1 day	3 day
R1	1,904.8	1,899.2
PP	1,903.0	1,891.8
S1	1,901.2	1,884.5

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

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