CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 07-Dec-2023
Day Change Summary
Previous Current
06-Dec-2023 07-Dec-2023 Change Change % Previous Week
Open 1,859.7 1,855.5 -4.2 -0.2% 1,810.2
High 1,895.2 1,870.9 -24.3 -1.3% 1,869.6
Low 1,853.2 1,845.6 -7.6 -0.4% 1,788.6
Close 1,854.8 1,869.7 14.9 0.8% 1,865.7
Range 42.0 25.3 -16.7 -39.8% 81.0
ATR 35.0 34.3 -0.7 -2.0% 0.0
Volume 246,648 226,015 -20,633 -8.4% 1,064,789
Daily Pivots for day following 07-Dec-2023
Classic Woodie Camarilla DeMark
R4 1,938.0 1,929.1 1,883.6
R3 1,912.7 1,903.8 1,876.7
R2 1,887.4 1,887.4 1,874.3
R1 1,878.5 1,878.5 1,872.0 1,883.0
PP 1,862.1 1,862.1 1,862.1 1,864.3
S1 1,853.2 1,853.2 1,867.4 1,857.7
S2 1,836.8 1,836.8 1,865.1
S3 1,811.5 1,827.9 1,862.7
S4 1,786.2 1,802.6 1,855.8
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 1,895.2 1,797.0 98.2 5.3% 40.4 2.2% 74% False False 256,274
10 1,895.2 1,788.6 106.6 5.7% 32.3 1.7% 76% False False 212,641
20 1,895.2 1,687.4 207.8 11.1% 35.2 1.9% 88% False False 230,191
40 1,895.2 1,638.8 256.4 13.7% 35.4 1.9% 90% False False 233,931
60 1,895.2 1,638.8 256.4 13.7% 34.2 1.8% 90% False False 227,525
80 1,952.8 1,638.8 314.0 16.8% 32.7 1.7% 74% False False 183,864
100 2,038.2 1,638.8 399.4 21.4% 32.2 1.7% 58% False False 147,123
120 2,038.2 1,638.8 399.4 21.4% 32.0 1.7% 58% False False 122,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,978.4
2.618 1,937.1
1.618 1,911.8
1.000 1,896.2
0.618 1,886.5
HIGH 1,870.9
0.618 1,861.2
0.500 1,858.3
0.382 1,855.3
LOW 1,845.6
0.618 1,830.0
1.000 1,820.3
1.618 1,804.7
2.618 1,779.4
4.250 1,738.1
Fisher Pivots for day following 07-Dec-2023
Pivot 1 day 3 day
R1 1,865.9 1,870.4
PP 1,862.1 1,870.2
S1 1,858.3 1,869.9

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

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