CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 1,681.6 1,688.5 6.9 0.4% 1,729.9
High 1,701.2 1,689.6 -11.6 -0.7% 1,792.9
Low 1,677.7 1,657.8 -19.9 -1.2% 1,688.1
Close 1,688.9 1,660.9 -28.0 -1.7% 1,689.8
Range 23.5 31.8 8.3 35.3% 104.8
ATR 33.7 33.6 -0.1 -0.4% 0.0
Volume 194,532 221,702 27,170 14.0% 1,220,304
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,764.8 1,744.7 1,678.4
R3 1,733.0 1,712.9 1,669.6
R2 1,701.2 1,701.2 1,666.7
R1 1,681.1 1,681.1 1,663.8 1,675.3
PP 1,669.4 1,669.4 1,669.4 1,666.5
S1 1,649.3 1,649.3 1,658.0 1,643.5
S2 1,637.6 1,637.6 1,655.1
S3 1,605.8 1,617.5 1,652.2
S4 1,574.0 1,585.7 1,643.4
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 1,748.1 1,657.8 90.3 5.4% 29.9 1.8% 3% False True 245,422
10 1,800.9 1,657.8 143.1 8.6% 36.7 2.2% 2% False True 234,043
20 1,824.8 1,657.8 167.0 10.1% 36.2 2.2% 2% False True 234,176
40 1,952.8 1,657.8 295.0 17.8% 31.3 1.9% 1% False True 192,152
60 2,019.3 1,657.8 361.5 21.8% 31.2 1.9% 1% False True 128,234
80 2,038.2 1,657.8 380.4 22.9% 31.5 1.9% 1% False True 96,202
100 2,038.2 1,657.8 380.4 22.9% 30.4 1.8% 1% False True 76,987
120 2,038.2 1,657.8 380.4 22.9% 29.3 1.8% 1% False True 64,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,824.8
2.618 1,772.9
1.618 1,741.1
1.000 1,721.4
0.618 1,709.3
HIGH 1,689.6
0.618 1,677.5
0.500 1,673.7
0.382 1,669.9
LOW 1,657.8
0.618 1,638.1
1.000 1,626.0
1.618 1,606.3
2.618 1,574.5
4.250 1,522.7
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 1,673.7 1,679.5
PP 1,669.4 1,673.3
S1 1,665.2 1,667.1

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

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