CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 1,739.1 1,710.4 -28.7 -1.7% 1,729.9
High 1,748.1 1,714.5 -33.6 -1.9% 1,792.9
Low 1,709.2 1,688.1 -21.1 -1.2% 1,688.1
Close 1,712.7 1,689.8 -22.9 -1.3% 1,689.8
Range 38.9 26.4 -12.5 -32.1% 104.8
ATR 35.5 34.8 -0.6 -1.8% 0.0
Volume 284,132 284,058 -74 0.0% 1,220,304
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,776.7 1,759.6 1,704.3
R3 1,750.3 1,733.2 1,697.1
R2 1,723.9 1,723.9 1,694.6
R1 1,706.8 1,706.8 1,692.2 1,702.2
PP 1,697.5 1,697.5 1,697.5 1,695.1
S1 1,680.4 1,680.4 1,687.4 1,675.8
S2 1,671.1 1,671.1 1,685.0
S3 1,644.7 1,654.0 1,682.5
S4 1,618.3 1,627.6 1,675.3
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 2,038.0 1,968.7 1,747.4
R3 1,933.2 1,863.9 1,718.6
R2 1,828.4 1,828.4 1,709.0
R1 1,759.1 1,759.1 1,699.4 1,741.4
PP 1,723.6 1,723.6 1,723.6 1,714.7
S1 1,654.3 1,654.3 1,680.2 1,636.6
S2 1,618.8 1,618.8 1,670.6
S3 1,514.0 1,549.5 1,661.0
S4 1,409.2 1,444.7 1,632.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,792.9 1,688.1 104.8 6.2% 37.3 2.2% 2% False True 244,060
10 1,802.7 1,688.1 114.6 6.8% 38.6 2.3% 1% False True 225,109
20 1,824.8 1,688.1 136.7 8.1% 35.9 2.1% 1% False True 232,091
40 1,952.8 1,688.1 264.7 15.7% 31.7 1.9% 1% False True 175,764
60 2,038.2 1,688.1 350.1 20.7% 31.5 1.9% 0% False True 117,264
80 2,038.2 1,688.1 350.1 20.7% 31.4 1.9% 0% False True 87,971
100 2,038.2 1,688.1 350.1 20.7% 30.5 1.8% 0% False True 70,398
120 2,038.2 1,688.1 350.1 20.7% 29.2 1.7% 0% False True 58,665
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.9
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,826.7
2.618 1,783.6
1.618 1,757.2
1.000 1,740.9
0.618 1,730.8
HIGH 1,714.5
0.618 1,704.4
0.500 1,701.3
0.382 1,698.2
LOW 1,688.1
0.618 1,671.8
1.000 1,661.7
1.618 1,645.4
2.618 1,619.0
4.250 1,575.9
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 1,701.3 1,733.7
PP 1,697.5 1,719.1
S1 1,693.6 1,704.4

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

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