CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 1,854.7 1,846.1 -8.6 -0.5% 1,870.3
High 1,862.0 1,863.9 1.9 0.1% 1,892.7
Low 1,838.9 1,824.3 -14.6 -0.8% 1,854.1
Close 1,845.6 1,826.3 -19.3 -1.0% 1,865.1
Range 23.1 39.6 16.5 71.4% 38.6
ATR 27.6 28.5 0.9 3.1% 0.0
Volume 179,799 183,878 4,079 2.3% 1,329,347
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,957.0 1,931.2 1,848.1
R3 1,917.4 1,891.6 1,837.2
R2 1,877.8 1,877.8 1,833.6
R1 1,852.0 1,852.0 1,829.9 1,845.1
PP 1,838.2 1,838.2 1,838.2 1,834.7
S1 1,812.4 1,812.4 1,822.7 1,805.5
S2 1,798.6 1,798.6 1,819.0
S3 1,759.0 1,772.8 1,815.4
S4 1,719.4 1,733.2 1,804.5
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 1,824.3 68.4 3.7% 29.7 1.6% 3% False True 187,764
10 1,896.8 1,824.3 72.5 4.0% 25.6 1.4% 3% False True 198,439
20 1,952.8 1,824.3 128.5 7.0% 28.1 1.5% 2% False True 99,700
40 2,038.2 1,824.3 213.9 11.7% 30.0 1.6% 1% False True 49,983
60 2,038.2 1,824.3 213.9 11.7% 30.0 1.6% 1% False True 33,347
80 2,038.2 1,775.0 263.2 14.4% 29.1 1.6% 19% False False 25,035
100 2,038.2 1,739.6 298.6 16.3% 27.9 1.5% 29% False False 20,029
120 2,038.2 1,739.6 298.6 16.3% 26.2 1.4% 29% False False 16,690
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 5.7
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,032.2
2.618 1,967.6
1.618 1,928.0
1.000 1,903.5
0.618 1,888.4
HIGH 1,863.9
0.618 1,848.8
0.500 1,844.1
0.382 1,839.4
LOW 1,824.3
0.618 1,799.8
1.000 1,784.7
1.618 1,760.2
2.618 1,720.6
4.250 1,656.0
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 1,844.1 1,847.7
PP 1,838.2 1,840.6
S1 1,832.2 1,833.4

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

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