CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 1,865.0 1,879.7 14.7 0.8% 1,907.0
High 1,889.2 1,895.5 6.3 0.3% 1,914.7
Low 1,853.4 1,871.3 17.9 1.0% 1,849.2
Close 1,883.8 1,892.3 8.5 0.5% 1,852.6
Range 35.8 24.2 -11.6 -32.4% 65.5
ATR 30.3 29.9 -0.4 -1.4% 0.0
Volume 52 30 -22 -42.3% 1,476
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,959.0 1,949.8 1,905.6
R3 1,934.8 1,925.6 1,899.0
R2 1,910.6 1,910.6 1,896.7
R1 1,901.4 1,901.4 1,894.5 1,906.0
PP 1,886.4 1,886.4 1,886.4 1,888.7
S1 1,877.2 1,877.2 1,890.1 1,881.8
S2 1,862.2 1,862.2 1,887.9
S3 1,838.0 1,853.0 1,885.6
S4 1,813.8 1,828.8 1,879.0
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 1,901.4 1,844.0 57.4 3.0% 31.0 1.6% 84% False False 365
10 1,945.0 1,844.0 101.0 5.3% 30.7 1.6% 48% False False 199
20 1,945.0 1,775.0 170.0 9.0% 27.1 1.4% 69% False False 103
40 1,945.0 1,739.6 205.4 10.9% 24.8 1.3% 74% False False 53
60 1,945.0 1,739.6 205.4 10.9% 22.3 1.2% 74% False False 35
80 1,945.0 1,732.5 212.5 11.2% 20.9 1.1% 75% False False 26
100 2,022.8 1,732.5 290.3 15.3% 16.7 0.9% 55% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 7.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,998.4
2.618 1,958.9
1.618 1,934.7
1.000 1,919.7
0.618 1,910.5
HIGH 1,895.5
0.618 1,886.3
0.500 1,883.4
0.382 1,880.5
LOW 1,871.3
0.618 1,856.3
1.000 1,847.1
1.618 1,832.1
2.618 1,807.9
4.250 1,768.5
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 1,889.3 1,884.8
PP 1,886.4 1,877.3
S1 1,883.4 1,869.8

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

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