CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 1,805.6 1,810.9 5.3 0.3% 1,810.2
High 1,822.2 1,869.6 47.4 2.6% 1,869.6
Low 1,800.8 1,797.0 -3.8 -0.2% 1,788.6
Close 1,812.2 1,865.7 53.5 3.0% 1,865.7
Range 21.4 72.6 51.2 239.3% 81.0
ATR 32.1 35.0 2.9 9.0% 0.0
Volume 217,482 316,025 98,543 45.3% 1,064,789
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 2,061.9 2,036.4 1,905.6
R3 1,989.3 1,963.8 1,885.7
R2 1,916.7 1,916.7 1,879.0
R1 1,891.2 1,891.2 1,872.4 1,904.0
PP 1,844.1 1,844.1 1,844.1 1,850.5
S1 1,818.6 1,818.6 1,859.0 1,831.4
S2 1,771.5 1,771.5 1,852.4
S3 1,698.9 1,746.0 1,845.7
S4 1,626.3 1,673.4 1,825.8
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 2,084.3 2,056.0 1,910.3
R3 2,003.3 1,975.0 1,888.0
R2 1,922.3 1,922.3 1,880.6
R1 1,894.0 1,894.0 1,873.1 1,908.2
PP 1,841.3 1,841.3 1,841.3 1,848.4
S1 1,813.0 1,813.0 1,858.3 1,827.2
S2 1,760.3 1,760.3 1,850.9
S3 1,679.3 1,732.0 1,843.4
S4 1,598.3 1,651.0 1,821.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,869.6 1,788.6 81.0 4.3% 34.8 1.9% 95% True False 212,957
10 1,869.6 1,780.4 89.2 4.8% 29.7 1.6% 96% True False 198,831
20 1,869.6 1,687.4 182.2 9.8% 36.0 1.9% 98% True False 227,286
40 1,869.6 1,638.8 230.8 12.4% 35.9 1.9% 98% True False 231,405
60 1,892.7 1,638.8 253.9 13.6% 33.3 1.8% 89% False False 228,539
80 1,983.0 1,638.8 344.2 18.4% 32.6 1.7% 66% False False 171,805
100 2,038.2 1,638.8 399.4 21.4% 32.1 1.7% 57% False False 137,471
120 2,038.2 1,638.8 399.4 21.4% 31.9 1.7% 57% False False 114,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,178.2
2.618 2,059.7
1.618 1,987.1
1.000 1,942.2
0.618 1,914.5
HIGH 1,869.6
0.618 1,841.9
0.500 1,833.3
0.382 1,824.7
LOW 1,797.0
0.618 1,752.1
1.000 1,724.4
1.618 1,679.5
2.618 1,606.9
4.250 1,488.5
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 1,854.9 1,854.9
PP 1,844.1 1,844.1
S1 1,833.3 1,833.3

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

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