CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 1,720.8 1,767.3 46.5 2.7% 1,648.3
High 1,779.6 1,772.3 -7.3 -0.4% 1,779.6
Low 1,719.9 1,735.4 15.5 0.9% 1,641.7
Close 1,767.7 1,745.6 -22.1 -1.3% 1,767.7
Range 59.7 36.9 -22.8 -38.2% 137.9
ATR 35.5 35.6 0.1 0.3% 0.0
Volume 320,195 202,402 -117,793 -36.8% 1,271,614
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,861.8 1,840.6 1,765.9
R3 1,824.9 1,803.7 1,755.7
R2 1,788.0 1,788.0 1,752.4
R1 1,766.8 1,766.8 1,749.0 1,759.0
PP 1,751.1 1,751.1 1,751.1 1,747.2
S1 1,729.9 1,729.9 1,742.2 1,722.1
S2 1,714.2 1,714.2 1,738.8
S3 1,677.3 1,693.0 1,735.5
S4 1,640.4 1,656.1 1,725.3
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 2,143.4 2,093.4 1,843.5
R3 2,005.5 1,955.5 1,805.6
R2 1,867.6 1,867.6 1,793.0
R1 1,817.6 1,817.6 1,780.3 1,842.6
PP 1,729.7 1,729.7 1,729.7 1,742.2
S1 1,679.7 1,679.7 1,755.1 1,704.7
S2 1,591.8 1,591.8 1,742.4
S3 1,453.9 1,541.8 1,729.8
S4 1,316.0 1,403.9 1,691.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,779.6 1,644.2 135.4 7.8% 39.8 2.3% 75% False False 255,047
10 1,779.6 1,638.8 140.8 8.1% 35.3 2.0% 76% False False 244,460
20 1,802.7 1,638.8 163.9 9.4% 36.4 2.1% 65% False False 237,709
40 1,892.7 1,638.8 253.9 14.5% 33.5 1.9% 42% False False 229,838
60 1,958.7 1,638.8 319.9 18.3% 32.1 1.8% 33% False False 162,016
80 2,038.2 1,638.8 399.4 22.9% 31.7 1.8% 27% False False 121,549
100 2,038.2 1,638.8 399.4 22.9% 31.5 1.8% 27% False False 97,270
120 2,038.2 1,638.8 399.4 22.9% 30.5 1.8% 27% False False 81,059
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,929.1
2.618 1,868.9
1.618 1,832.0
1.000 1,809.2
0.618 1,795.1
HIGH 1,772.3
0.618 1,758.2
0.500 1,753.9
0.382 1,749.5
LOW 1,735.4
0.618 1,712.6
1.000 1,698.5
1.618 1,675.7
2.618 1,638.8
4.250 1,578.6
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 1,753.9 1,739.6
PP 1,751.1 1,733.5
S1 1,748.4 1,727.5

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

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