CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 1,768.9 1,789.8 20.9 1.2% 1,814.9
High 1,801.0 1,802.7 1.7 0.1% 1,818.2
Low 1,766.9 1,773.2 6.3 0.4% 1,720.7
Close 1,790.0 1,786.0 -4.0 -0.2% 1,759.7
Range 34.1 29.5 -4.6 -13.5% 97.5
ATR 31.9 31.7 -0.2 -0.5% 0.0
Volume 210,058 175,325 -34,733 -16.5% 1,320,303
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,875.8 1,860.4 1,802.2
R3 1,846.3 1,830.9 1,794.1
R2 1,816.8 1,816.8 1,791.4
R1 1,801.4 1,801.4 1,788.7 1,794.4
PP 1,787.3 1,787.3 1,787.3 1,783.8
S1 1,771.9 1,771.9 1,783.3 1,764.9
S2 1,757.8 1,757.8 1,780.6
S3 1,728.3 1,742.4 1,777.9
S4 1,698.8 1,712.9 1,769.8
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 2,058.7 2,006.7 1,813.3
R3 1,961.2 1,909.2 1,786.5
R2 1,863.7 1,863.7 1,777.6
R1 1,811.7 1,811.7 1,768.6 1,789.0
PP 1,766.2 1,766.2 1,766.2 1,754.8
S1 1,714.2 1,714.2 1,750.8 1,691.5
S2 1,668.7 1,668.7 1,741.8
S3 1,571.2 1,616.7 1,732.9
S4 1,473.7 1,519.2 1,706.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,802.7 1,723.1 79.6 4.5% 33.9 1.9% 79% True False 218,709
10 1,824.8 1,720.7 104.1 5.8% 35.8 2.0% 63% False False 234,309
20 1,892.7 1,720.7 172.0 9.6% 31.7 1.8% 38% False False 214,712
40 1,952.8 1,720.7 232.1 13.0% 29.9 1.7% 28% False False 133,797
60 2,038.2 1,720.7 317.5 17.8% 30.1 1.7% 21% False False 89,250
80 2,038.2 1,720.7 317.5 17.8% 30.3 1.7% 21% False False 66,976
100 2,038.2 1,720.7 317.5 17.8% 29.4 1.6% 21% False False 53,583
120 2,038.2 1,720.7 317.5 17.8% 27.8 1.6% 21% False False 44,652
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 9.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,928.1
2.618 1,879.9
1.618 1,850.4
1.000 1,832.2
0.618 1,820.9
HIGH 1,802.7
0.618 1,791.4
0.500 1,788.0
0.382 1,784.5
LOW 1,773.2
0.618 1,755.0
1.000 1,743.7
1.618 1,725.5
2.618 1,696.0
4.250 1,647.8
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 1,788.0 1,780.4
PP 1,787.3 1,774.8
S1 1,786.7 1,769.2

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

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