CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 1,888.9 1,866.2 -22.7 -1.2% 1,870.3
High 1,892.7 1,871.1 -21.6 -1.1% 1,892.7
Low 1,856.9 1,852.8 -4.1 -0.2% 1,854.1
Close 1,865.1 1,853.2 -11.9 -0.6% 1,865.1
Range 35.8 18.3 -17.5 -48.9% 38.6
ATR 28.7 27.9 -0.7 -2.6% 0.0
Volume 222,691 132,409 -90,282 -40.5% 1,329,347
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,913.9 1,901.9 1,863.3
R3 1,895.6 1,883.6 1,858.2
R2 1,877.3 1,877.3 1,856.6
R1 1,865.3 1,865.3 1,854.9 1,862.2
PP 1,859.0 1,859.0 1,859.0 1,857.5
S1 1,847.0 1,847.0 1,851.5 1,843.9
S2 1,840.7 1,840.7 1,849.8
S3 1,822.4 1,828.7 1,848.2
S4 1,804.1 1,810.4 1,843.1
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,986.4 1,964.4 1,886.3
R3 1,947.8 1,925.8 1,875.7
R2 1,909.2 1,909.2 1,872.2
R1 1,887.2 1,887.2 1,868.6 1,878.9
PP 1,870.6 1,870.6 1,870.6 1,866.5
S1 1,848.6 1,848.6 1,861.6 1,840.3
S2 1,832.0 1,832.0 1,858.0
S3 1,793.4 1,810.0 1,854.5
S4 1,754.8 1,771.4 1,843.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,892.7 1,852.8 39.9 2.2% 25.8 1.4% 1% False True 221,123
10 1,943.0 1,852.8 90.2 4.9% 26.5 1.4% 0% False True 162,483
20 1,952.8 1,852.3 100.5 5.4% 27.4 1.5% 1% False False 81,602
40 2,038.2 1,852.3 185.9 10.0% 29.4 1.6% 0% False False 40,894
60 2,038.2 1,844.0 194.2 10.5% 30.2 1.6% 5% False False 27,315
80 2,038.2 1,775.0 263.2 14.2% 28.9 1.6% 30% False False 20,489
100 2,038.2 1,739.6 298.6 16.1% 27.5 1.5% 38% False False 16,392
120 2,038.2 1,739.6 298.6 16.1% 25.9 1.4% 38% False False 13,660
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,948.9
2.618 1,919.0
1.618 1,900.7
1.000 1,889.4
0.618 1,882.4
HIGH 1,871.1
0.618 1,864.1
0.500 1,862.0
0.382 1,859.8
LOW 1,852.8
0.618 1,841.5
1.000 1,834.5
1.618 1,823.2
2.618 1,804.9
4.250 1,775.0
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 1,862.0 1,872.8
PP 1,859.0 1,866.2
S1 1,856.1 1,859.7

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

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