CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 1,694.4 1,709.0 14.6 0.9% 1,767.3
High 1,717.1 1,717.4 0.3 0.0% 1,772.3
Low 1,687.4 1,694.5 7.1 0.4% 1,687.4
Close 1,711.5 1,711.5 0.0 0.0% 1,711.5
Range 29.7 22.9 -6.8 -22.9% 84.9
ATR 34.5 33.6 -0.8 -2.4% 0.0
Volume 227,569 170,047 -57,522 -25.3% 1,046,154
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,776.5 1,766.9 1,724.1
R3 1,753.6 1,744.0 1,717.8
R2 1,730.7 1,730.7 1,715.7
R1 1,721.1 1,721.1 1,713.6 1,725.9
PP 1,707.8 1,707.8 1,707.8 1,710.2
S1 1,698.2 1,698.2 1,709.4 1,703.0
S2 1,684.9 1,684.9 1,707.3
S3 1,662.0 1,675.3 1,705.2
S4 1,639.1 1,652.4 1,698.9
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,978.4 1,929.9 1,758.2
R3 1,893.5 1,845.0 1,734.8
R2 1,808.6 1,808.6 1,727.1
R1 1,760.1 1,760.1 1,719.3 1,741.9
PP 1,723.7 1,723.7 1,723.7 1,714.7
S1 1,675.2 1,675.2 1,703.7 1,657.0
S2 1,638.8 1,638.8 1,695.9
S3 1,553.9 1,590.3 1,688.2
S4 1,469.0 1,505.4 1,664.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,746.8 1,687.4 59.4 3.5% 29.1 1.7% 41% False False 202,759
10 1,779.6 1,644.2 135.4 7.9% 34.5 2.0% 50% False False 228,903
20 1,792.9 1,638.8 154.1 9.0% 34.1 2.0% 47% False False 237,383
40 1,863.9 1,638.8 225.1 13.2% 33.9 2.0% 32% False False 227,542
60 1,952.8 1,638.8 314.0 18.3% 31.8 1.9% 23% False False 178,895
80 2,038.2 1,638.8 399.4 23.3% 31.7 1.9% 18% False False 134,218
100 2,038.2 1,638.8 399.4 23.3% 31.7 1.9% 18% False False 107,406
120 2,038.2 1,638.8 399.4 23.3% 30.6 1.8% 18% False False 89,507
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,814.7
2.618 1,777.4
1.618 1,754.5
1.000 1,740.3
0.618 1,731.6
HIGH 1,717.4
0.618 1,708.7
0.500 1,706.0
0.382 1,703.2
LOW 1,694.5
0.618 1,680.3
1.000 1,671.6
1.618 1,657.4
2.618 1,634.5
4.250 1,597.2
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 1,709.7 1,711.2
PP 1,707.8 1,710.9
S1 1,706.0 1,710.6

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

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