CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 1,793.0 1,803.3 10.3 0.6% 1,866.2
High 1,804.6 1,804.1 -0.5 0.0% 1,871.1
Low 1,780.4 1,776.3 -4.1 -0.2% 1,791.9
Close 1,800.9 1,777.9 -23.0 -1.3% 1,792.7
Range 24.2 27.8 3.6 14.9% 79.2
ATR 27.6 27.6 0.0 0.0% 0.0
Volume 175,597 205,143 29,546 16.8% 891,198
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,869.5 1,851.5 1,793.2
R3 1,841.7 1,823.7 1,785.5
R2 1,813.9 1,813.9 1,783.0
R1 1,795.9 1,795.9 1,780.4 1,791.0
PP 1,786.1 1,786.1 1,786.1 1,783.7
S1 1,768.1 1,768.1 1,775.4 1,763.2
S2 1,758.3 1,758.3 1,772.8
S3 1,730.5 1,740.3 1,770.3
S4 1,702.7 1,712.5 1,762.6
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 1,863.9 1,776.3 87.6 4.9% 28.2 1.6% 2% False True 191,946
10 1,892.7 1,776.3 116.4 6.5% 27.7 1.6% 1% False True 195,502
20 1,952.8 1,776.3 176.5 9.9% 26.9 1.5% 1% False True 138,382
40 2,038.2 1,776.3 261.9 14.7% 28.9 1.6% 1% False True 69,360
60 2,038.2 1,776.3 261.9 14.7% 29.9 1.7% 1% False True 46,269
80 2,038.2 1,776.3 261.9 14.7% 29.1 1.6% 1% False True 34,733
100 2,038.2 1,739.6 298.6 16.8% 27.9 1.6% 13% False False 27,787
120 2,038.2 1,739.6 298.6 16.8% 26.1 1.5% 13% False False 23,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,922.3
2.618 1,876.9
1.618 1,849.1
1.000 1,831.9
0.618 1,821.3
HIGH 1,804.1
0.618 1,793.5
0.500 1,790.2
0.382 1,786.9
LOW 1,776.3
0.618 1,759.1
1.000 1,748.5
1.618 1,731.3
2.618 1,703.5
4.250 1,658.2
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 1,790.2 1,793.2
PP 1,786.1 1,788.1
S1 1,782.0 1,783.0

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

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