CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 1,805.3 1,798.7 -6.6 -0.4% 1,801.9
High 1,809.3 1,834.5 25.2 1.4% 1,816.4
Low 1,788.6 1,797.5 8.9 0.5% 1,784.7
Close 1,797.0 1,805.8 8.8 0.5% 1,811.0
Range 20.7 37.0 16.3 78.7% 31.7
ATR 32.5 32.9 0.4 1.1% 0.0
Volume 163,808 215,278 51,470 31.4% 711,797
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,923.6 1,901.7 1,826.2
R3 1,886.6 1,864.7 1,816.0
R2 1,849.6 1,849.6 1,812.6
R1 1,827.7 1,827.7 1,809.2 1,838.7
PP 1,812.6 1,812.6 1,812.6 1,818.1
S1 1,790.7 1,790.7 1,802.4 1,801.7
S2 1,775.6 1,775.6 1,799.0
S3 1,738.6 1,753.7 1,795.6
S4 1,701.6 1,716.7 1,785.5
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 1,834.5 1,787.1 47.4 2.6% 24.9 1.4% 39% True False 184,879
10 1,838.5 1,770.5 68.0 3.8% 28.2 1.6% 52% False False 207,585
20 1,838.5 1,652.4 186.1 10.3% 35.0 1.9% 82% False False 227,840
40 1,838.5 1,638.8 199.7 11.1% 34.8 1.9% 84% False False 230,747
60 1,915.0 1,638.8 276.2 15.3% 32.7 1.8% 60% False False 219,997
80 1,988.3 1,638.8 349.5 19.4% 32.3 1.8% 48% False False 165,138
100 2,038.2 1,638.8 399.4 22.1% 31.8 1.8% 42% False False 132,138
120 2,038.2 1,638.8 399.4 22.1% 31.3 1.7% 42% False False 110,138
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 4.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,991.8
2.618 1,931.4
1.618 1,894.4
1.000 1,871.5
0.618 1,857.4
HIGH 1,834.5
0.618 1,820.4
0.500 1,816.0
0.382 1,811.6
LOW 1,797.5
0.618 1,774.6
1.000 1,760.5
1.618 1,737.6
2.618 1,700.6
4.250 1,640.3
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 1,816.0 1,811.6
PP 1,812.6 1,809.6
S1 1,809.2 1,807.7

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

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