CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 1,746.3 1,729.9 -16.4 -0.9% 1,743.5
High 1,755.2 1,762.2 7.0 0.4% 1,802.7
Low 1,724.3 1,729.9 5.6 0.3% 1,724.3
Close 1,729.9 1,758.0 28.1 1.6% 1,729.9
Range 30.9 32.3 1.4 4.5% 78.4
ATR 33.8 33.7 -0.1 -0.3% 0.0
Volume 218,898 173,723 -45,175 -20.6% 1,030,786
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,846.9 1,834.8 1,775.8
R3 1,814.6 1,802.5 1,766.9
R2 1,782.3 1,782.3 1,763.9
R1 1,770.2 1,770.2 1,761.0 1,776.3
PP 1,750.0 1,750.0 1,750.0 1,753.1
S1 1,737.9 1,737.9 1,755.0 1,744.0
S2 1,717.7 1,717.7 1,752.1
S3 1,685.4 1,705.6 1,749.1
S4 1,653.1 1,673.3 1,740.2
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% 38.3 2.2% 43% False False 204,062
10 1,802.7 1,720.7 82.0 4.7% 36.7 2.1% 45% False False 226,712
20 1,863.9 1,720.7 143.2 8.1% 33.8 1.9% 26% False False 217,701
40 1,952.8 1,720.7 232.1 13.2% 30.6 1.7% 16% False False 149,652
60 2,038.2 1,720.7 317.5 18.1% 30.9 1.8% 12% False False 99,830
80 2,038.2 1,720.7 317.5 18.1% 31.1 1.8% 12% False False 74,911
100 2,038.2 1,720.7 317.5 18.1% 29.9 1.7% 12% False False 59,932
120 2,038.2 1,720.7 317.5 18.1% 28.6 1.6% 12% False False 49,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,899.5
2.618 1,846.8
1.618 1,814.5
1.000 1,794.5
0.618 1,782.2
HIGH 1,762.2
0.618 1,749.9
0.500 1,746.1
0.382 1,742.2
LOW 1,729.9
0.618 1,709.9
1.000 1,697.6
1.618 1,677.6
2.618 1,645.3
4.250 1,592.6
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 1,754.0 1,762.6
PP 1,750.0 1,761.1
S1 1,746.1 1,759.5

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

View Archives - Comment on this page... - Back to Index of Symbols