CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 1,867.9 1,883.9 16.0 0.9% 1,810.2
High 1,886.1 1,887.2 1.1 0.1% 1,869.6
Low 1,856.1 1,855.3 -0.8 0.0% 1,788.6
Close 1,884.9 1,859.8 -25.1 -1.3% 1,865.7
Range 30.0 31.9 1.9 6.3% 81.0
ATR 34.6 34.4 -0.2 -0.6% 0.0
Volume 266,118 226,568 -39,550 -14.9% 1,064,789
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 1,963.1 1,943.4 1,877.3
R3 1,931.2 1,911.5 1,868.6
R2 1,899.3 1,899.3 1,865.6
R1 1,879.6 1,879.6 1,862.7 1,873.5
PP 1,867.4 1,867.4 1,867.4 1,864.4
S1 1,847.7 1,847.7 1,856.9 1,841.6
S2 1,835.5 1,835.5 1,854.0
S3 1,803.6 1,815.8 1,851.0
S4 1,771.7 1,783.9 1,842.3
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 1,887.2 1,797.0 90.2 4.8% 38.6 2.1% 70% True False 248,294
10 1,887.2 1,784.7 102.5 5.5% 31.2 1.7% 73% True False 211,150
20 1,887.2 1,687.4 199.8 10.7% 34.3 1.8% 86% True False 225,790
40 1,887.2 1,638.8 248.4 13.4% 35.3 1.9% 89% True False 231,749
60 1,892.7 1,638.8 253.9 13.7% 33.8 1.8% 87% False False 228,488
80 1,958.7 1,638.8 319.9 17.2% 32.6 1.8% 69% False False 177,959
100 2,038.2 1,638.8 399.4 21.5% 32.2 1.7% 55% False False 142,398
120 2,038.2 1,638.8 399.4 21.5% 32.0 1.7% 55% False False 118,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,022.8
2.618 1,970.7
1.618 1,938.8
1.000 1,919.1
0.618 1,906.9
HIGH 1,887.2
0.618 1,875.0
0.500 1,871.3
0.382 1,867.5
LOW 1,855.3
0.618 1,835.6
1.000 1,823.4
1.618 1,803.7
2.618 1,771.8
4.250 1,719.7
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 1,871.3 1,853.9
PP 1,867.4 1,848.0
S1 1,863.6 1,842.1

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

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