CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary
Previous Current
23-Jun-2023 26-Jun-2023 Change Change % Previous Week
Open 1,886.7 1,854.0 -32.7 -1.7% 1,907.0
High 1,886.7 1,876.4 -10.3 -0.5% 1,914.7
Low 1,849.2 1,844.0 -5.2 -0.3% 1,849.2
Close 1,852.6 1,856.7 4.1 0.2% 1,852.6
Range 37.5 32.4 -5.1 -13.6% 65.5
ATR 29.7 29.9 0.2 0.6% 0.0
Volume 1,362 347 -1,015 -74.5% 1,476
Daily Pivots for day following 26-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,956.2 1,938.9 1,874.5
R3 1,923.8 1,906.5 1,865.6
R2 1,891.4 1,891.4 1,862.6
R1 1,874.1 1,874.1 1,859.7 1,882.8
PP 1,859.0 1,859.0 1,859.0 1,863.4
S1 1,841.7 1,841.7 1,853.7 1,850.4
S2 1,826.6 1,826.6 1,850.8
S3 1,794.2 1,809.3 1,847.8
S4 1,761.8 1,776.9 1,838.9
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 2,068.7 2,026.1 1,888.6
R3 2,003.2 1,960.6 1,870.6
R2 1,937.7 1,937.7 1,864.6
R1 1,895.1 1,895.1 1,858.6 1,883.7
PP 1,872.2 1,872.2 1,872.2 1,866.4
S1 1,829.6 1,829.6 1,846.6 1,818.2
S2 1,806.7 1,806.7 1,840.6
S3 1,741.2 1,764.1 1,834.6
S4 1,675.7 1,698.6 1,816.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,914.7 1,844.0 70.7 3.8% 28.2 1.5% 18% False True 364
10 1,945.0 1,844.0 101.0 5.4% 27.0 1.5% 13% False True 194
20 1,945.0 1,775.0 170.0 9.2% 26.2 1.4% 48% False False 99
40 1,945.0 1,739.6 205.4 11.1% 24.6 1.3% 57% False False 50
60 1,945.0 1,739.6 205.4 11.1% 22.4 1.2% 57% False False 33
80 1,974.3 1,732.5 241.8 13.0% 20.2 1.1% 51% False False 25
100 2,051.8 1,732.5 319.3 17.2% 16.1 0.9% 39% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,014.1
2.618 1,961.2
1.618 1,928.8
1.000 1,908.8
0.618 1,896.4
HIGH 1,876.4
0.618 1,864.0
0.500 1,860.2
0.382 1,856.4
LOW 1,844.0
0.618 1,824.0
1.000 1,811.6
1.618 1,791.6
2.618 1,759.2
4.250 1,706.3
Fisher Pivots for day following 26-Jun-2023
Pivot 1 day 3 day
R1 1,860.2 1,872.7
PP 1,859.0 1,867.4
S1 1,857.9 1,862.0

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

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