CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 13-Oct-2023
Day Change Summary
Previous Current
12-Oct-2023 13-Oct-2023 Change Change % Previous Week
Open 1,791.2 1,746.3 -44.9 -2.5% 1,743.5
High 1,800.9 1,755.2 -45.7 -2.5% 1,802.7
Low 1,736.0 1,724.3 -11.7 -0.7% 1,724.3
Close 1,746.2 1,729.9 -16.3 -0.9% 1,729.9
Range 64.9 30.9 -34.0 -52.4% 78.4
ATR 34.1 33.8 -0.2 -0.7% 0.0
Volume 242,308 218,898 -23,410 -9.7% 1,030,786
Daily Pivots for day following 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,829.2 1,810.4 1,746.9
R3 1,798.3 1,779.5 1,738.4
R2 1,767.4 1,767.4 1,735.6
R1 1,748.6 1,748.6 1,732.7 1,742.6
PP 1,736.5 1,736.5 1,736.5 1,733.4
S1 1,717.7 1,717.7 1,727.1 1,711.7
S2 1,705.6 1,705.6 1,724.2
S3 1,674.7 1,686.8 1,721.4
S4 1,643.8 1,655.9 1,712.9
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,987.5 1,937.1 1,773.0
R3 1,909.1 1,858.7 1,751.5
R2 1,830.7 1,830.7 1,744.3
R1 1,780.3 1,780.3 1,737.1 1,766.3
PP 1,752.3 1,752.3 1,752.3 1,745.3
S1 1,701.9 1,701.9 1,722.7 1,687.9
S2 1,673.9 1,673.9 1,715.5
S3 1,595.5 1,623.5 1,708.3
S4 1,517.1 1,545.1 1,686.8
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 1,724.3 78.4 4.5% 39.9 2.3% 7% False True 206,157
10 1,818.2 1,720.7 97.5 5.6% 39.0 2.3% 9% False False 235,108
20 1,871.1 1,720.7 150.4 8.7% 33.1 1.9% 6% False False 215,636
40 1,952.8 1,720.7 232.1 13.4% 30.6 1.8% 4% False False 145,314
60 2,038.2 1,720.7 317.5 18.4% 30.8 1.8% 3% False False 96,936
80 2,038.2 1,720.7 317.5 18.4% 31.0 1.8% 3% False False 72,740
100 2,038.2 1,720.7 317.5 18.4% 29.9 1.7% 3% False False 58,195
120 2,038.2 1,720.7 317.5 18.4% 28.3 1.6% 3% False False 48,496
Crabel Price Patterns
NR True
NR4 False
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 8.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,886.5
2.618 1,836.1
1.618 1,805.2
1.000 1,786.1
0.618 1,774.3
HIGH 1,755.2
0.618 1,743.4
0.500 1,739.8
0.382 1,736.1
LOW 1,724.3
0.618 1,705.2
1.000 1,693.4
1.618 1,674.3
2.618 1,643.4
4.250 1,593.0
Fisher Pivots for day following 13-Oct-2023
Pivot 1 day 3 day
R1 1,739.8 1,763.5
PP 1,736.5 1,752.3
S1 1,733.2 1,741.1

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

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