CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 1,826.0 1,798.3 -27.7 -1.5% 1,866.2
High 1,826.8 1,810.0 -16.8 -0.9% 1,871.1
Low 1,795.6 1,791.9 -3.7 -0.2% 1,791.9
Close 1,797.9 1,792.7 -5.2 -0.3% 1,792.7
Range 31.2 18.1 -13.1 -42.0% 79.2
ATR 28.7 27.9 -0.8 -2.6% 0.0
Volume 219,042 176,070 -42,972 -19.6% 891,198
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,852.5 1,840.7 1,802.7
R3 1,834.4 1,822.6 1,797.7
R2 1,816.3 1,816.3 1,796.0
R1 1,804.5 1,804.5 1,794.4 1,801.4
PP 1,798.2 1,798.2 1,798.2 1,796.6
S1 1,786.4 1,786.4 1,791.0 1,783.3
S2 1,780.1 1,780.1 1,789.4
S3 1,762.0 1,768.3 1,787.7
S4 1,743.9 1,750.2 1,782.7
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 2,056.2 2,003.6 1,836.3
R3 1,977.0 1,924.4 1,814.5
R2 1,897.8 1,897.8 1,807.2
R1 1,845.2 1,845.2 1,800.0 1,831.9
PP 1,818.6 1,818.6 1,818.6 1,811.9
S1 1,766.0 1,766.0 1,785.4 1,752.7
S2 1,739.4 1,739.4 1,778.2
S3 1,660.2 1,686.8 1,770.9
S4 1,581.0 1,607.6 1,749.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,871.1 1,791.9 79.2 4.4% 26.1 1.5% 1% False True 178,239
10 1,892.7 1,791.9 100.8 5.6% 26.0 1.5% 1% False True 222,054
20 1,952.8 1,791.9 160.9 9.0% 27.4 1.5% 0% False True 119,437
40 2,038.2 1,791.9 246.3 13.7% 29.2 1.6% 0% False True 59,850
60 2,038.2 1,791.9 246.3 13.7% 29.9 1.7% 0% False True 39,931
80 2,038.2 1,775.0 263.2 14.7% 29.2 1.6% 7% False False 29,974
100 2,038.2 1,739.6 298.6 16.7% 27.8 1.6% 18% False False 23,980
120 2,038.2 1,739.6 298.6 16.7% 26.1 1.5% 18% False False 19,983
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,886.9
2.618 1,857.4
1.618 1,839.3
1.000 1,828.1
0.618 1,821.2
HIGH 1,810.0
0.618 1,803.1
0.500 1,801.0
0.382 1,798.8
LOW 1,791.9
0.618 1,780.7
1.000 1,773.8
1.618 1,762.6
2.618 1,744.5
4.250 1,715.0
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 1,801.0 1,827.9
PP 1,798.2 1,816.2
S1 1,795.5 1,804.4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.