CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 1,789.8 1,791.2 1.4 0.1% 1,814.9
High 1,802.7 1,800.9 -1.8 -0.1% 1,818.2
Low 1,773.2 1,736.0 -37.2 -2.1% 1,720.7
Close 1,786.0 1,746.2 -39.8 -2.2% 1,759.7
Range 29.5 64.9 35.4 120.0% 97.5
ATR 31.7 34.1 2.4 7.5% 0.0
Volume 175,325 242,308 66,983 38.2% 1,320,303
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,955.7 1,915.9 1,781.9
R3 1,890.8 1,851.0 1,764.0
R2 1,825.9 1,825.9 1,758.1
R1 1,786.1 1,786.1 1,752.1 1,773.6
PP 1,761.0 1,761.0 1,761.0 1,754.8
S1 1,721.2 1,721.2 1,740.3 1,708.7
S2 1,696.1 1,696.1 1,734.3
S3 1,631.2 1,656.3 1,728.4
S4 1,566.3 1,591.4 1,710.5
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 4.6% 42.9 2.5% 29% False False 221,323
10 1,824.8 1,720.7 104.1 6.0% 39.0 2.2% 24% False False 236,784
20 1,892.7 1,720.7 172.0 9.8% 33.3 1.9% 15% False False 215,825
40 1,952.8 1,720.7 232.1 13.3% 30.7 1.8% 11% False False 139,852
60 2,038.2 1,720.7 317.5 18.2% 30.8 1.8% 8% False False 93,288
80 2,038.2 1,720.7 317.5 18.2% 30.8 1.8% 8% False False 70,005
100 2,038.2 1,720.7 317.5 18.2% 29.8 1.7% 8% False False 56,006
120 2,038.2 1,720.7 317.5 18.2% 28.2 1.6% 8% False False 46,672
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 8.7
Widest range in 188 trading days
Fibonacci Retracements and Extensions
4.250 2,076.7
2.618 1,970.8
1.618 1,905.9
1.000 1,865.8
0.618 1,841.0
HIGH 1,800.9
0.618 1,776.1
0.500 1,768.5
0.382 1,760.8
LOW 1,736.0
0.618 1,695.9
1.000 1,671.1
1.618 1,631.0
2.618 1,566.1
4.250 1,460.2
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 1,768.5 1,769.4
PP 1,761.0 1,761.6
S1 1,753.6 1,753.9

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

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