CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 2,012.5 1,998.2 -14.3 -0.7% 1,995.3
High 2,019.3 2,002.5 -16.8 -0.8% 2,032.1
Low 1,987.3 1,976.1 -11.2 -0.6% 1,978.4
Close 1,997.1 1,991.2 -5.9 -0.3% 2,011.4
Range 32.0 26.4 -5.6 -17.5% 53.7
ATR 31.7 31.3 -0.4 -1.2% 0.0
Volume 241 342 101 41.9% 745
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,069.1 2,056.6 2,005.7
R3 2,042.7 2,030.2 1,998.5
R2 2,016.3 2,016.3 1,996.0
R1 2,003.8 2,003.8 1,993.6 1,996.9
PP 1,989.9 1,989.9 1,989.9 1,986.5
S1 1,977.4 1,977.4 1,988.8 1,970.5
S2 1,963.5 1,963.5 1,986.4
S3 1,937.1 1,951.0 1,983.9
S4 1,910.7 1,924.6 1,976.7
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 2,168.4 2,143.6 2,040.9
R3 2,114.7 2,089.9 2,026.2
R2 2,061.0 2,061.0 2,021.2
R1 2,036.2 2,036.2 2,016.3 2,048.6
PP 2,007.3 2,007.3 2,007.3 2,013.5
S1 1,982.5 1,982.5 2,006.5 1,994.9
S2 1,953.6 1,953.6 2,001.6
S3 1,899.9 1,928.8 1,996.6
S4 1,846.2 1,875.1 1,981.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,038.2 1,976.1 62.1 3.1% 31.6 1.6% 24% False True 257
10 2,038.2 1,976.1 62.1 3.1% 30.3 1.5% 24% False True 190
20 2,038.2 1,865.7 172.5 8.7% 31.6 1.6% 73% False False 128
40 2,038.2 1,844.0 194.2 9.8% 29.5 1.5% 76% False False 129
60 2,038.2 1,766.6 271.6 13.6% 28.0 1.4% 83% False False 87
80 2,038.2 1,739.6 298.6 15.0% 25.3 1.3% 84% False False 65
100 2,038.2 1,732.5 305.7 15.4% 24.5 1.2% 85% False False 52
120 2,038.2 1,732.5 305.7 15.4% 20.5 1.0% 85% False False 43
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 9.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,114.7
2.618 2,071.6
1.618 2,045.2
1.000 2,028.9
0.618 2,018.8
HIGH 2,002.5
0.618 1,992.4
0.500 1,989.3
0.382 1,986.2
LOW 1,976.1
0.618 1,959.8
1.000 1,949.7
1.618 1,933.4
2.618 1,907.0
4.250 1,863.9
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 1,990.6 2,007.2
PP 1,989.9 2,001.8
S1 1,989.3 1,996.5

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

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