CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 1,810.2 1,805.3 -4.9 -0.3% 1,801.9
High 1,811.3 1,809.3 -2.0 -0.1% 1,816.4
Low 1,789.0 1,788.6 -0.4 0.0% 1,784.7
Close 1,804.2 1,797.0 -7.2 -0.4% 1,811.0
Range 22.3 20.7 -1.6 -7.2% 31.7
ATR 33.4 32.5 -0.9 -2.7% 0.0
Volume 152,196 163,808 11,612 7.6% 711,797
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,860.4 1,849.4 1,808.4
R3 1,839.7 1,828.7 1,802.7
R2 1,819.0 1,819.0 1,800.8
R1 1,808.0 1,808.0 1,798.9 1,803.2
PP 1,798.3 1,798.3 1,798.3 1,795.9
S1 1,787.3 1,787.3 1,795.1 1,782.5
S2 1,777.6 1,777.6 1,793.2
S3 1,756.9 1,766.6 1,791.3
S4 1,736.2 1,745.9 1,785.6
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,899.1 1,886.8 1,828.4
R3 1,867.4 1,855.1 1,819.7
R2 1,835.7 1,835.7 1,816.8
R1 1,823.4 1,823.4 1,813.9 1,829.6
PP 1,804.0 1,804.0 1,804.0 1,807.1
S1 1,791.7 1,791.7 1,808.1 1,797.9
S2 1,772.3 1,772.3 1,805.2
S3 1,740.6 1,760.0 1,802.3
S4 1,708.9 1,728.3 1,793.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,816.4 1,784.7 31.7 1.8% 23.8 1.3% 39% False False 174,007
10 1,838.5 1,707.1 131.4 7.3% 34.7 1.9% 68% False False 226,054
20 1,838.5 1,644.2 194.3 10.8% 34.6 1.9% 79% False False 227,478
40 1,838.5 1,638.8 199.7 11.1% 34.9 1.9% 79% False False 231,883
60 1,943.0 1,638.8 304.2 16.9% 32.8 1.8% 52% False False 216,451
80 1,996.6 1,638.8 357.8 19.9% 32.2 1.8% 44% False False 162,448
100 2,038.2 1,638.8 399.4 22.2% 31.9 1.8% 40% False False 129,985
120 2,038.2 1,638.8 399.4 22.2% 31.2 1.7% 40% False False 108,344
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,897.3
2.618 1,863.5
1.618 1,842.8
1.000 1,830.0
0.618 1,822.1
HIGH 1,809.3
0.618 1,801.4
0.500 1,799.0
0.382 1,796.5
LOW 1,788.6
0.618 1,775.8
1.000 1,767.9
1.618 1,755.1
2.618 1,734.4
4.250 1,700.6
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 1,799.0 1,801.8
PP 1,798.3 1,800.2
S1 1,797.7 1,798.6

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

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