CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 1,895.0 1,917.9 22.9 1.2% 1,854.0
High 1,920.2 1,934.4 14.2 0.7% 1,934.4
Low 1,890.0 1,914.9 24.9 1.3% 1,844.0
Close 1,916.8 1,922.5 5.7 0.3% 1,922.5
Range 30.2 19.5 -10.7 -35.4% 90.4
ATR 29.9 29.2 -0.7 -2.5% 0.0
Volume 157 322 165 105.1% 908
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,982.4 1,972.0 1,933.2
R3 1,962.9 1,952.5 1,927.9
R2 1,943.4 1,943.4 1,926.1
R1 1,933.0 1,933.0 1,924.3 1,938.2
PP 1,923.9 1,923.9 1,923.9 1,926.6
S1 1,913.5 1,913.5 1,920.7 1,918.7
S2 1,904.4 1,904.4 1,918.9
S3 1,884.9 1,894.0 1,917.1
S4 1,865.4 1,874.5 1,911.8
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 2,171.5 2,137.4 1,972.2
R3 2,081.1 2,047.0 1,947.4
R2 1,990.7 1,990.7 1,939.1
R1 1,956.6 1,956.6 1,930.8 1,973.7
PP 1,900.3 1,900.3 1,900.3 1,908.8
S1 1,866.2 1,866.2 1,914.2 1,883.3
S2 1,809.9 1,809.9 1,905.9
S3 1,719.5 1,775.8 1,897.6
S4 1,629.1 1,685.4 1,872.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,934.4 1,844.0 90.4 4.7% 28.4 1.5% 87% True False 181
10 1,937.3 1,844.0 93.3 4.9% 28.2 1.5% 84% False False 243
20 1,945.0 1,829.0 116.0 6.0% 26.8 1.4% 81% False False 126
40 1,945.0 1,739.6 205.4 10.7% 24.9 1.3% 89% False False 64
60 1,945.0 1,739.6 205.4 10.7% 22.3 1.2% 89% False False 43
80 1,945.0 1,732.5 212.5 11.1% 21.6 1.1% 89% False False 32
100 2,009.5 1,732.5 277.0 14.4% 17.2 0.9% 69% False False 26
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 6.8
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,017.3
2.618 1,985.5
1.618 1,966.0
1.000 1,953.9
0.618 1,946.5
HIGH 1,934.4
0.618 1,927.0
0.500 1,924.7
0.382 1,922.3
LOW 1,914.9
0.618 1,902.8
1.000 1,895.4
1.618 1,883.3
2.618 1,863.8
4.250 1,832.0
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 1,924.7 1,916.0
PP 1,923.9 1,909.4
S1 1,923.2 1,902.9

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

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