CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 08-Nov-2023
Day Change Summary
Previous Current
07-Nov-2023 08-Nov-2023 Change Change % Previous Week
Open 1,744.3 1,739.5 -4.8 -0.3% 1,648.3
High 1,746.8 1,743.0 -3.8 -0.2% 1,779.6
Low 1,727.1 1,713.7 -13.4 -0.8% 1,641.7
Close 1,740.1 1,720.2 -19.9 -1.1% 1,767.7
Range 19.7 29.3 9.6 48.7% 137.9
ATR 34.5 34.1 -0.4 -1.1% 0.0
Volume 189,048 195,602 6,554 3.5% 1,271,614
Daily Pivots for day following 08-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,813.5 1,796.2 1,736.3
R3 1,784.2 1,766.9 1,728.3
R2 1,754.9 1,754.9 1,725.6
R1 1,737.6 1,737.6 1,722.9 1,731.6
PP 1,725.6 1,725.6 1,725.6 1,722.7
S1 1,708.3 1,708.3 1,717.5 1,702.3
S2 1,696.3 1,696.3 1,714.8
S3 1,667.0 1,679.0 1,712.1
S4 1,637.7 1,649.7 1,704.1
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 1,675.4 104.2 6.1% 38.8 2.3% 43% False False 235,765
10 1,779.6 1,638.8 140.8 8.2% 34.7 2.0% 58% False False 241,301
20 1,800.9 1,638.8 162.1 9.4% 35.7 2.1% 50% False False 237,672
40 1,892.7 1,638.8 253.9 14.8% 33.7 2.0% 32% False False 226,192
60 1,952.8 1,638.8 314.0 18.3% 31.8 1.9% 26% False False 168,422
80 2,038.2 1,638.8 399.4 23.2% 31.5 1.8% 20% False False 126,356
100 2,038.2 1,638.8 399.4 23.2% 31.4 1.8% 20% False False 101,115
120 2,038.2 1,638.8 399.4 23.2% 30.5 1.8% 20% False False 84,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,867.5
2.618 1,819.7
1.618 1,790.4
1.000 1,772.3
0.618 1,761.1
HIGH 1,743.0
0.618 1,731.8
0.500 1,728.4
0.382 1,724.9
LOW 1,713.7
0.618 1,695.6
1.000 1,684.4
1.618 1,666.3
2.618 1,637.0
4.250 1,589.2
Fisher Pivots for day following 08-Nov-2023
Pivot 1 day 3 day
R1 1,728.4 1,743.0
PP 1,725.6 1,735.4
S1 1,722.9 1,727.8

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

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