CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 1,773.7 1,739.5 -34.2 -1.9% 1,793.0
High 1,775.7 1,748.4 -27.3 -1.5% 1,824.8
Low 1,734.4 1,720.7 -13.7 -0.8% 1,776.3
Close 1,741.9 1,743.0 1.1 0.1% 1,798.6
Range 41.3 27.7 -13.6 -32.9% 48.5
ATR 30.9 30.6 -0.2 -0.7% 0.0
Volume 260,711 277,939 17,228 6.6% 1,070,434
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,820.5 1,809.4 1,758.2
R3 1,792.8 1,781.7 1,750.6
R2 1,765.1 1,765.1 1,748.1
R1 1,754.0 1,754.0 1,745.5 1,759.6
PP 1,737.4 1,737.4 1,737.4 1,740.1
S1 1,726.3 1,726.3 1,740.5 1,731.9
S2 1,709.7 1,709.7 1,737.9
S3 1,682.0 1,698.6 1,735.4
S4 1,654.3 1,670.9 1,727.8
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 1,720.7 104.1 6.0% 37.7 2.2% 21% False True 249,910
10 1,826.8 1,720.7 106.1 6.1% 31.5 1.8% 21% False True 226,188
20 1,896.8 1,720.7 176.1 10.1% 28.5 1.6% 13% False True 212,313
40 1,984.1 1,720.7 263.4 15.1% 29.6 1.7% 8% False True 106,475
60 2,038.2 1,720.7 317.5 18.2% 29.8 1.7% 7% False True 71,030
80 2,038.2 1,720.7 317.5 18.2% 29.8 1.7% 7% False True 53,308
100 2,038.2 1,720.7 317.5 18.2% 28.8 1.7% 7% False True 42,647
120 2,038.2 1,720.7 317.5 18.2% 27.0 1.6% 7% False True 35,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 6.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,866.1
2.618 1,820.9
1.618 1,793.2
1.000 1,776.1
0.618 1,765.5
HIGH 1,748.4
0.618 1,737.8
0.500 1,734.6
0.382 1,731.3
LOW 1,720.7
0.618 1,703.6
1.000 1,693.0
1.618 1,675.9
2.618 1,648.2
4.250 1,603.0
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 1,740.2 1,769.5
PP 1,737.4 1,760.6
S1 1,734.6 1,751.8

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.