CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 1,692.4 1,681.6 -10.8 -0.6% 1,729.9
High 1,699.7 1,701.2 1.5 0.1% 1,792.9
Low 1,670.9 1,677.7 6.8 0.4% 1,688.1
Close 1,676.1 1,688.9 12.8 0.8% 1,689.8
Range 28.8 23.5 -5.3 -18.4% 104.8
ATR 34.4 33.7 -0.7 -1.9% 0.0
Volume 242,690 194,532 -48,158 -19.8% 1,220,304
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,759.8 1,747.8 1,701.8
R3 1,736.3 1,724.3 1,695.4
R2 1,712.8 1,712.8 1,693.2
R1 1,700.8 1,700.8 1,691.1 1,706.8
PP 1,689.3 1,689.3 1,689.3 1,692.3
S1 1,677.3 1,677.3 1,686.7 1,683.3
S2 1,665.8 1,665.8 1,684.6
S3 1,642.3 1,653.8 1,682.4
S4 1,618.8 1,630.3 1,676.0
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 1,779.3 1,670.9 108.4 6.4% 32.0 1.9% 17% False False 247,998
10 1,802.7 1,670.9 131.8 7.8% 36.4 2.2% 14% False False 229,405
20 1,824.8 1,670.9 153.9 9.1% 35.9 2.1% 12% False False 234,915
40 1,952.8 1,670.9 281.9 16.7% 31.4 1.9% 6% False False 186,649
60 2,038.2 1,670.9 367.3 21.7% 31.2 1.8% 5% False False 124,545
80 2,038.2 1,670.9 367.3 21.7% 31.4 1.9% 5% False False 93,430
100 2,038.2 1,670.9 367.3 21.7% 30.5 1.8% 5% False False 74,770
120 2,038.2 1,670.9 367.3 21.7% 29.2 1.7% 5% False False 62,308
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 7.1
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,801.1
2.618 1,762.7
1.618 1,739.2
1.000 1,724.7
0.618 1,715.7
HIGH 1,701.2
0.618 1,692.2
0.500 1,689.5
0.382 1,686.7
LOW 1,677.7
0.618 1,663.2
1.000 1,654.2
1.618 1,639.7
2.618 1,616.2
4.250 1,577.8
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 1,689.5 1,692.7
PP 1,689.3 1,691.4
S1 1,689.1 1,690.2

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

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