CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 1,876.4 1,896.6 20.2 1.1% 1,954.0
High 1,898.6 1,901.6 3.0 0.2% 1,958.7
Low 1,871.2 1,866.4 -4.8 -0.3% 1,857.1
Close 1,894.1 1,869.2 -24.9 -1.3% 1,883.8
Range 27.4 35.2 7.8 28.5% 101.6
ATR 30.6 30.9 0.3 1.1% 0.0
Volume 243 138 -105 -43.2% 1,027
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 1,984.7 1,962.1 1,888.6
R3 1,949.5 1,926.9 1,878.9
R2 1,914.3 1,914.3 1,875.7
R1 1,891.7 1,891.7 1,872.4 1,885.4
PP 1,879.1 1,879.1 1,879.1 1,875.9
S1 1,856.5 1,856.5 1,866.0 1,850.2
S2 1,843.9 1,843.9 1,862.7
S3 1,808.7 1,821.3 1,859.5
S4 1,773.5 1,786.1 1,849.8
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 1,901.6 1,857.1 44.5 2.4% 29.0 1.6% 27% True False 459
10 1,958.7 1,857.1 101.6 5.4% 29.6 1.6% 12% False False 318
20 2,038.2 1,857.1 181.1 9.7% 31.1 1.7% 7% False False 264
40 2,038.2 1,854.0 184.2 9.9% 31.1 1.7% 8% False False 178
60 2,038.2 1,775.0 263.2 14.1% 29.8 1.6% 36% False False 153
80 2,038.2 1,739.6 298.6 16.0% 27.9 1.5% 43% False False 115
100 2,038.2 1,739.6 298.6 16.0% 25.8 1.4% 43% False False 92
120 2,038.2 1,732.5 305.7 16.4% 24.3 1.3% 45% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,051.2
2.618 1,993.8
1.618 1,958.6
1.000 1,936.8
0.618 1,923.4
HIGH 1,901.6
0.618 1,888.2
0.500 1,884.0
0.382 1,879.8
LOW 1,866.4
0.618 1,844.6
1.000 1,831.2
1.618 1,809.4
2.618 1,774.2
4.250 1,716.8
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 1,884.0 1,884.0
PP 1,879.1 1,879.1
S1 1,874.1 1,874.1

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

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