CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 1,894.5 1,871.4 -23.1 -1.2% 1,954.0
High 1,907.3 1,890.0 -17.3 -0.9% 1,958.7
Low 1,872.4 1,857.1 -15.3 -0.8% 1,857.1
Close 1,875.4 1,883.8 8.4 0.4% 1,883.8
Range 34.9 32.9 -2.0 -5.7% 101.6
ATR 31.7 31.8 0.1 0.3% 0.0
Volume 411 209 -202 -49.1% 1,027
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1,975.7 1,962.6 1,901.9
R3 1,942.8 1,929.7 1,892.8
R2 1,909.9 1,909.9 1,889.8
R1 1,896.8 1,896.8 1,886.8 1,903.4
PP 1,877.0 1,877.0 1,877.0 1,880.2
S1 1,863.9 1,863.9 1,880.8 1,870.5
S2 1,844.1 1,844.1 1,877.8
S3 1,811.2 1,831.0 1,874.8
S4 1,778.3 1,798.1 1,865.7
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,204.7 2,145.8 1,939.7
R3 2,103.1 2,044.2 1,911.7
R2 2,001.5 2,001.5 1,902.4
R1 1,942.6 1,942.6 1,893.1 1,921.3
PP 1,899.9 1,899.9 1,899.9 1,889.2
S1 1,841.0 1,841.0 1,874.5 1,819.7
S2 1,798.3 1,798.3 1,865.2
S3 1,696.7 1,739.4 1,855.9
S4 1,595.1 1,637.8 1,827.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,958.7 1,857.1 101.6 5.4% 33.0 1.7% 26% False True 205
10 1,996.6 1,857.1 139.5 7.4% 32.3 1.7% 19% False True 158
20 2,038.2 1,857.1 181.1 9.6% 31.4 1.7% 15% False True 187
40 2,038.2 1,844.0 194.2 10.3% 31.5 1.7% 20% False False 171
60 2,038.2 1,775.0 263.2 14.0% 29.5 1.6% 41% False False 119
80 2,038.2 1,739.6 298.6 15.9% 27.6 1.5% 48% False False 89
100 2,038.2 1,739.6 298.6 15.9% 25.5 1.4% 48% False False 71
120 2,038.2 1,732.5 305.7 16.2% 23.4 1.2% 49% False False 59
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 9.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,029.8
2.618 1,976.1
1.618 1,943.2
1.000 1,922.9
0.618 1,910.3
HIGH 1,890.0
0.618 1,877.4
0.500 1,873.6
0.382 1,869.7
LOW 1,857.1
0.618 1,836.8
1.000 1,824.2
1.618 1,803.9
2.618 1,771.0
4.250 1,717.3
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 1,880.4 1,894.0
PP 1,877.0 1,890.6
S1 1,873.6 1,887.2

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

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