CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 1,739.5 1,716.6 -22.9 -1.3% 1,648.3
High 1,743.0 1,733.8 -9.2 -0.5% 1,779.6
Low 1,713.7 1,689.7 -24.0 -1.4% 1,641.7
Close 1,720.2 1,692.9 -27.3 -1.6% 1,767.7
Range 29.3 44.1 14.8 50.5% 137.9
ATR 34.1 34.8 0.7 2.1% 0.0
Volume 195,602 231,533 35,931 18.4% 1,271,614
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,837.8 1,809.4 1,717.2
R3 1,793.7 1,765.3 1,705.0
R2 1,749.6 1,749.6 1,701.0
R1 1,721.2 1,721.2 1,696.9 1,713.4
PP 1,705.5 1,705.5 1,705.5 1,701.5
S1 1,677.1 1,677.1 1,688.9 1,669.3
S2 1,661.4 1,661.4 1,684.8
S3 1,617.3 1,633.0 1,680.8
S4 1,573.2 1,588.9 1,668.6
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 1,689.7 89.9 5.3% 37.9 2.2% 4% False True 227,756
10 1,779.6 1,638.8 140.8 8.3% 35.9 2.1% 38% False False 234,348
20 1,792.9 1,638.8 154.1 9.1% 34.6 2.0% 35% False False 237,133
40 1,892.7 1,638.8 253.9 15.0% 34.0 2.0% 21% False False 226,479
60 1,952.8 1,638.8 314.0 18.5% 32.0 1.9% 17% False False 172,279
80 2,038.2 1,638.8 399.4 23.6% 31.8 1.9% 14% False False 129,250
100 2,038.2 1,638.8 399.4 23.6% 31.6 1.9% 14% False False 103,430
120 2,038.2 1,638.8 399.4 23.6% 30.6 1.8% 14% False False 86,194
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 6.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,921.2
2.618 1,849.3
1.618 1,805.2
1.000 1,777.9
0.618 1,761.1
HIGH 1,733.8
0.618 1,717.0
0.500 1,711.8
0.382 1,706.5
LOW 1,689.7
0.618 1,662.4
1.000 1,645.6
1.618 1,618.3
2.618 1,574.2
4.250 1,502.3
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 1,711.8 1,718.3
PP 1,705.5 1,709.8
S1 1,699.2 1,701.4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.