CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 1,666.3 1,648.3 -18.0 -1.1% 1,692.4
High 1,676.3 1,670.8 -5.5 -0.3% 1,701.2
Low 1,638.8 1,641.7 2.9 0.2% 1,638.8
Close 1,645.1 1,653.6 8.5 0.5% 1,645.1
Range 37.5 29.1 -8.4 -22.4% 62.4
ATR 33.8 33.4 -0.3 -1.0% 0.0
Volume 253,281 198,779 -54,502 -21.5% 1,213,275
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,742.7 1,727.2 1,669.6
R3 1,713.6 1,698.1 1,661.6
R2 1,684.5 1,684.5 1,658.9
R1 1,669.0 1,669.0 1,656.3 1,676.8
PP 1,655.4 1,655.4 1,655.4 1,659.2
S1 1,639.9 1,639.9 1,650.9 1,647.7
S2 1,626.3 1,626.3 1,648.3
S3 1,597.2 1,610.8 1,645.6
S4 1,568.1 1,581.7 1,637.6
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,848.9 1,809.4 1,679.4
R3 1,786.5 1,747.0 1,662.3
R2 1,724.1 1,724.1 1,656.5
R1 1,684.6 1,684.6 1,650.8 1,673.2
PP 1,661.7 1,661.7 1,661.7 1,656.0
S1 1,622.2 1,622.2 1,639.4 1,610.8
S2 1,599.3 1,599.3 1,633.7
S3 1,536.9 1,559.8 1,627.9
S4 1,474.5 1,497.4 1,610.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,701.2 1,638.8 62.4 3.8% 30.8 1.9% 24% False False 233,872
10 1,792.9 1,638.8 154.1 9.3% 33.7 2.0% 10% False False 245,863
20 1,802.7 1,638.8 163.9 9.9% 35.2 2.1% 9% False False 236,288
40 1,943.0 1,638.8 304.2 18.4% 32.0 1.9% 5% False False 210,937
60 1,996.6 1,638.8 357.8 21.6% 31.4 1.9% 4% False False 140,771
80 2,038.2 1,638.8 399.4 24.2% 31.2 1.9% 4% False False 105,612
100 2,038.2 1,638.8 399.4 24.2% 30.5 1.8% 4% False False 84,518
120 2,038.2 1,638.8 399.4 24.2% 29.8 1.8% 4% False False 70,432
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,794.5
2.618 1,747.0
1.618 1,717.9
1.000 1,699.9
0.618 1,688.8
HIGH 1,670.8
0.618 1,659.7
0.500 1,656.3
0.382 1,652.8
LOW 1,641.7
0.618 1,623.7
1.000 1,612.6
1.618 1,594.6
2.618 1,565.5
4.250 1,518.0
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 1,656.3 1,660.0
PP 1,655.4 1,657.9
S1 1,654.5 1,655.7

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

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