CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 1,995.3 1,997.3 2.0 0.1% 1,957.4
High 2,009.6 2,009.2 -0.4 0.0% 2,026.3
Low 1,987.9 1,991.2 3.3 0.2% 1,957.4
Close 1,996.6 1,997.7 1.1 0.1% 1,991.7
Range 21.7 18.0 -3.7 -17.1% 68.9
ATR 30.1 29.3 -0.9 -2.9% 0.0
Volume 49 96 47 95.9% 286
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 2,053.4 2,043.5 2,007.6
R3 2,035.4 2,025.5 2,002.7
R2 2,017.4 2,017.4 2,001.0
R1 2,007.5 2,007.5 1,999.4 2,012.5
PP 1,999.4 1,999.4 1,999.4 2,001.8
S1 1,989.5 1,989.5 1,996.1 1,994.5
S2 1,981.4 1,981.4 1,994.4
S3 1,963.4 1,971.5 1,992.8
S4 1,945.4 1,953.5 1,987.8
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 2,198.5 2,164.0 2,029.6
R3 2,129.6 2,095.1 2,010.6
R2 2,060.7 2,060.7 2,004.3
R1 2,026.2 2,026.2 1,998.0 2,043.5
PP 1,991.8 1,991.8 1,991.8 2,000.4
S1 1,957.3 1,957.3 1,985.4 1,974.6
S2 1,922.9 1,922.9 1,979.1
S3 1,854.0 1,888.4 1,972.8
S4 1,785.1 1,819.5 1,953.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,026.3 1,987.9 38.4 1.9% 24.2 1.2% 26% False False 59
10 2,026.3 1,945.9 80.4 4.0% 27.6 1.4% 64% False False 59
20 2,026.3 1,853.4 172.9 8.7% 30.1 1.5% 83% False False 77
40 2,026.3 1,775.0 251.3 12.6% 28.2 1.4% 89% False False 88
60 2,026.3 1,739.6 286.7 14.4% 26.5 1.3% 90% False False 59
80 2,026.3 1,739.6 286.7 14.4% 24.3 1.2% 90% False False 44
100 2,026.3 1,732.5 293.8 14.7% 22.2 1.1% 90% False False 35
120 2,051.8 1,732.5 319.3 16.0% 18.5 0.9% 83% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,085.7
2.618 2,056.3
1.618 2,038.3
1.000 2,027.2
0.618 2,020.3
HIGH 2,009.2
0.618 2,002.3
0.500 2,000.2
0.382 1,998.1
LOW 1,991.2
0.618 1,980.1
1.000 1,973.2
1.618 1,962.1
2.618 1,944.1
4.250 1,914.7
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 2,000.2 2,001.4
PP 1,999.4 2,000.2
S1 1,998.5 1,998.9

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

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