CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 1,652.2 1,665.6 13.4 0.8% 1,692.4
High 1,672.4 1,678.2 5.8 0.3% 1,701.2
Low 1,644.2 1,652.4 8.2 0.5% 1,638.8
Close 1,668.4 1,676.4 8.0 0.5% 1,645.1
Range 28.2 25.8 -2.4 -8.5% 62.4
ATR 33.1 32.5 -0.5 -1.6% 0.0
Volume 208,044 273,017 64,973 31.2% 1,213,275
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,746.4 1,737.2 1,690.6
R3 1,720.6 1,711.4 1,683.5
R2 1,694.8 1,694.8 1,681.1
R1 1,685.6 1,685.6 1,678.8 1,690.2
PP 1,669.0 1,669.0 1,669.0 1,671.3
S1 1,659.8 1,659.8 1,674.0 1,664.4
S2 1,643.2 1,643.2 1,671.7
S3 1,617.4 1,634.0 1,669.3
S4 1,591.6 1,608.2 1,662.2
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 1,681.2 1,638.8 42.4 2.5% 30.6 1.8% 89% False False 246,838
10 1,748.1 1,638.8 109.3 6.5% 30.2 1.8% 34% False False 246,130
20 1,802.7 1,638.8 163.9 9.8% 34.5 2.1% 23% False False 233,408
40 1,896.8 1,638.8 258.0 15.4% 31.5 1.9% 15% False False 222,861
60 1,984.1 1,638.8 345.3 20.6% 31.2 1.9% 11% False False 148,786
80 2,038.2 1,638.8 399.4 23.8% 31.0 1.8% 9% False False 111,624
100 2,038.2 1,638.8 399.4 23.8% 30.8 1.8% 9% False False 89,328
120 2,038.2 1,638.8 399.4 23.8% 29.8 1.8% 9% False False 74,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,787.9
2.618 1,745.7
1.618 1,719.9
1.000 1,704.0
0.618 1,694.1
HIGH 1,678.2
0.618 1,668.3
0.500 1,665.3
0.382 1,662.3
LOW 1,652.4
0.618 1,636.5
1.000 1,626.6
1.618 1,610.7
2.618 1,584.9
4.250 1,542.8
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 1,672.7 1,670.9
PP 1,669.0 1,665.4
S1 1,665.3 1,660.0

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

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