CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 06-Dec-2023
Day Change Summary
Previous Current
05-Dec-2023 06-Dec-2023 Change Change % Previous Week
Open 1,883.9 1,859.7 -24.2 -1.3% 1,810.2
High 1,887.2 1,895.2 8.0 0.4% 1,869.6
Low 1,855.3 1,853.2 -2.1 -0.1% 1,788.6
Close 1,859.8 1,854.8 -5.0 -0.3% 1,865.7
Range 31.9 42.0 10.1 31.7% 81.0
ATR 34.4 35.0 0.5 1.6% 0.0
Volume 226,568 246,648 20,080 8.9% 1,064,789
Daily Pivots for day following 06-Dec-2023
Classic Woodie Camarilla DeMark
R4 1,993.7 1,966.3 1,877.9
R3 1,951.7 1,924.3 1,866.4
R2 1,909.7 1,909.7 1,862.5
R1 1,882.3 1,882.3 1,858.7 1,875.0
PP 1,867.7 1,867.7 1,867.7 1,864.1
S1 1,840.3 1,840.3 1,851.0 1,833.0
S2 1,825.7 1,825.7 1,847.1
S3 1,783.7 1,798.3 1,843.3
S4 1,741.7 1,756.3 1,831.7
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 1,895.2 1,797.0 98.2 5.3% 39.6 2.1% 59% True False 254,568
10 1,895.2 1,787.1 108.1 5.8% 32.2 1.7% 63% True False 219,723
20 1,895.2 1,687.4 207.8 11.2% 35.4 1.9% 81% True False 228,670
40 1,895.2 1,638.8 256.4 13.8% 35.5 1.9% 84% True False 232,664
60 1,895.2 1,638.8 256.4 13.8% 34.2 1.8% 84% True False 227,764
80 1,953.3 1,638.8 314.5 17.0% 32.8 1.8% 69% False False 181,041
100 2,038.2 1,638.8 399.4 21.5% 32.3 1.7% 54% False False 144,864
120 2,038.2 1,638.8 399.4 21.5% 32.1 1.7% 54% False False 120,745
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 5.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,073.7
2.618 2,005.2
1.618 1,963.2
1.000 1,937.2
0.618 1,921.2
HIGH 1,895.2
0.618 1,879.2
0.500 1,874.2
0.382 1,869.2
LOW 1,853.2
0.618 1,827.2
1.000 1,811.2
1.618 1,785.2
2.618 1,743.2
4.250 1,674.7
Fisher Pivots for day following 06-Dec-2023
Pivot 1 day 3 day
R1 1,874.2 1,874.2
PP 1,867.7 1,867.7
S1 1,861.3 1,861.3

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

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