CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 1,950.0 1,954.0 4.0 0.2% 1,987.0
High 1,957.9 1,958.7 0.8 0.0% 1,996.6
Low 1,938.8 1,927.9 -10.9 -0.6% 1,938.8
Close 1,951.2 1,948.0 -3.2 -0.2% 1,951.2
Range 19.1 30.8 11.7 61.3% 57.8
ATR 31.2 31.2 0.0 -0.1% 0.0
Volume 64 156 92 143.8% 559
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,037.3 2,023.4 1,964.9
R3 2,006.5 1,992.6 1,956.5
R2 1,975.7 1,975.7 1,953.6
R1 1,961.8 1,961.8 1,950.8 1,953.4
PP 1,944.9 1,944.9 1,944.9 1,940.6
S1 1,931.0 1,931.0 1,945.2 1,922.6
S2 1,914.1 1,914.1 1,942.4
S3 1,883.3 1,900.2 1,939.5
S4 1,852.5 1,869.4 1,931.1
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,135.6 2,101.2 1,983.0
R3 2,077.8 2,043.4 1,967.1
R2 2,020.0 2,020.0 1,961.8
R1 1,985.6 1,985.6 1,956.5 1,973.9
PP 1,962.2 1,962.2 1,962.2 1,956.4
S1 1,927.8 1,927.8 1,945.9 1,916.1
S2 1,904.4 1,904.4 1,940.6
S3 1,846.6 1,870.0 1,935.3
S4 1,788.8 1,812.2 1,919.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,988.3 1,927.9 60.4 3.1% 32.8 1.7% 33% False True 129
10 2,038.2 1,927.9 110.3 5.7% 30.9 1.6% 18% False True 197
20 2,038.2 1,927.9 110.3 5.7% 30.4 1.6% 18% False True 156
40 2,038.2 1,844.0 194.2 10.0% 30.7 1.6% 54% False False 153
60 2,038.2 1,775.0 263.2 13.5% 28.9 1.5% 66% False False 104
80 2,038.2 1,739.6 298.6 15.3% 26.4 1.4% 70% False False 78
100 2,038.2 1,732.5 305.7 15.7% 25.5 1.3% 70% False False 63
120 2,038.2 1,732.5 305.7 15.7% 22.3 1.1% 70% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,089.6
2.618 2,039.3
1.618 2,008.5
1.000 1,989.5
0.618 1,977.7
HIGH 1,958.7
0.618 1,946.9
0.500 1,943.3
0.382 1,939.7
LOW 1,927.9
0.618 1,908.9
1.000 1,897.1
1.618 1,878.1
2.618 1,847.3
4.250 1,797.0
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 1,946.4 1,955.5
PP 1,944.9 1,953.0
S1 1,943.3 1,950.5

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

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