CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 1,709.0 1,712.2 3.2 0.2% 1,767.3
High 1,717.4 1,808.2 90.8 5.3% 1,772.3
Low 1,694.5 1,707.1 12.6 0.7% 1,687.4
Close 1,711.5 1,805.2 93.7 5.5% 1,711.5
Range 22.9 101.1 78.2 341.5% 84.9
ATR 33.6 38.5 4.8 14.3% 0.0
Volume 170,047 399,970 229,923 135.2% 1,046,154
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 2,076.8 2,042.1 1,860.8
R3 1,975.7 1,941.0 1,833.0
R2 1,874.6 1,874.6 1,823.7
R1 1,839.9 1,839.9 1,814.5 1,857.3
PP 1,773.5 1,773.5 1,773.5 1,782.2
S1 1,738.8 1,738.8 1,795.9 1,756.2
S2 1,672.4 1,672.4 1,786.7
S3 1,571.3 1,637.7 1,777.4
S4 1,470.2 1,536.6 1,749.6
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 1,808.2 1,687.4 120.8 6.7% 45.4 2.5% 98% True False 244,944
10 1,808.2 1,652.4 155.8 8.6% 41.7 2.3% 98% True False 248,096
20 1,808.2 1,638.8 169.4 9.4% 36.8 2.0% 98% True False 245,191
40 1,863.9 1,638.8 225.1 12.5% 35.9 2.0% 74% False False 233,046
60 1,952.8 1,638.8 314.0 17.4% 33.0 1.8% 53% False False 185,538
80 2,038.2 1,638.8 399.4 22.1% 32.7 1.8% 42% False False 139,217
100 2,038.2 1,638.8 399.4 22.1% 32.3 1.8% 42% False False 111,392
120 2,038.2 1,638.8 399.4 22.1% 31.2 1.7% 42% False False 92,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 211 trading days
Fibonacci Retracements and Extensions
4.250 2,237.9
2.618 2,072.9
1.618 1,971.8
1.000 1,909.3
0.618 1,870.7
HIGH 1,808.2
0.618 1,769.6
0.500 1,757.7
0.382 1,745.7
LOW 1,707.1
0.618 1,644.6
1.000 1,606.0
1.618 1,543.5
2.618 1,442.4
4.250 1,277.4
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 1,789.4 1,786.1
PP 1,773.5 1,766.9
S1 1,757.7 1,747.8

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

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