CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 1,811.9 1,814.9 3.0 0.2% 1,793.0
High 1,824.8 1,818.2 -6.6 -0.4% 1,824.8
Low 1,793.4 1,762.9 -30.5 -1.7% 1,776.3
Close 1,798.6 1,771.4 -27.2 -1.5% 1,798.6
Range 31.4 55.3 23.9 76.1% 48.5
ATR 28.1 30.1 1.9 6.9% 0.0
Volume 235,658 257,684 22,026 9.3% 1,070,434
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,950.1 1,916.0 1,801.8
R3 1,894.8 1,860.7 1,786.6
R2 1,839.5 1,839.5 1,781.5
R1 1,805.4 1,805.4 1,776.5 1,794.8
PP 1,784.2 1,784.2 1,784.2 1,778.9
S1 1,750.1 1,750.1 1,766.3 1,739.5
S2 1,728.9 1,728.9 1,761.3
S3 1,673.6 1,694.8 1,756.2
S4 1,618.3 1,639.5 1,741.0
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,945.4 1,920.5 1,825.3
R3 1,896.9 1,872.0 1,811.9
R2 1,848.4 1,848.4 1,807.5
R1 1,823.5 1,823.5 1,803.0 1,836.0
PP 1,799.9 1,799.9 1,799.9 1,806.1
S1 1,775.0 1,775.0 1,794.2 1,787.5
S2 1,751.4 1,751.4 1,789.7
S3 1,702.9 1,726.5 1,785.3
S4 1,654.4 1,678.0 1,771.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,824.8 1,762.9 61.9 3.5% 34.6 2.0% 14% False True 230,504
10 1,863.9 1,762.9 101.0 5.7% 30.9 1.7% 8% False True 208,690
20 1,943.0 1,762.9 180.1 10.2% 28.7 1.6% 5% False True 185,587
40 1,996.6 1,762.9 233.7 13.2% 29.5 1.7% 4% False True 93,013
60 2,038.2 1,762.9 275.3 15.5% 29.9 1.7% 3% False True 62,054
80 2,038.2 1,762.9 275.3 15.5% 29.4 1.7% 3% False True 46,575
100 2,038.2 1,762.9 275.3 15.5% 28.7 1.6% 3% False True 37,261
120 2,038.2 1,739.6 298.6 16.9% 26.9 1.5% 11% False False 31,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.8
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 2,053.2
2.618 1,963.0
1.618 1,907.7
1.000 1,873.5
0.618 1,852.4
HIGH 1,818.2
0.618 1,797.1
0.500 1,790.6
0.382 1,784.0
LOW 1,762.9
0.618 1,728.7
1.000 1,707.6
1.618 1,673.4
2.618 1,618.1
4.250 1,527.9
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 1,790.6 1,793.9
PP 1,784.2 1,786.4
S1 1,777.8 1,778.9

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

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