CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 08-Dec-2023
Day Change Summary
Previous Current
07-Dec-2023 08-Dec-2023 Change Change % Previous Week
Open 1,855.5 1,870.0 14.5 0.8% 1,867.9
High 1,870.9 1,892.0 21.1 1.1% 1,895.2
Low 1,845.6 1,859.2 13.6 0.7% 1,845.6
Close 1,869.7 1,882.1 12.4 0.7% 1,882.1
Range 25.3 32.8 7.5 29.6% 49.6
ATR 34.3 34.2 -0.1 -0.3% 0.0
Volume 226,015 314,659 88,644 39.2% 1,280,008
Daily Pivots for day following 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 1,976.2 1,961.9 1,900.1
R3 1,943.4 1,929.1 1,891.1
R2 1,910.6 1,910.6 1,888.1
R1 1,896.3 1,896.3 1,885.1 1,903.5
PP 1,877.8 1,877.8 1,877.8 1,881.3
S1 1,863.5 1,863.5 1,879.1 1,870.7
S2 1,845.0 1,845.0 1,876.1
S3 1,812.2 1,830.7 1,873.1
S4 1,779.4 1,797.9 1,864.1
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 2,023.1 2,002.2 1,909.4
R3 1,973.5 1,952.6 1,895.7
R2 1,923.9 1,923.9 1,891.2
R1 1,903.0 1,903.0 1,886.6 1,913.5
PP 1,874.3 1,874.3 1,874.3 1,879.5
S1 1,853.4 1,853.4 1,877.6 1,863.9
S2 1,824.7 1,824.7 1,873.0
S3 1,775.1 1,803.8 1,868.5
S4 1,725.5 1,754.2 1,854.8
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 1,845.6 49.6 2.6% 32.4 1.7% 74% False False 256,001
10 1,895.2 1,788.6 106.6 5.7% 33.6 1.8% 88% False False 234,479
20 1,895.2 1,687.4 207.8 11.0% 34.6 1.8% 94% False False 234,347
40 1,895.2 1,638.8 256.4 13.6% 34.6 1.8% 95% False False 235,740
60 1,895.2 1,638.8 256.4 13.6% 34.2 1.8% 95% False False 229,102
80 1,952.8 1,638.8 314.0 16.7% 32.7 1.7% 77% False False 187,796
100 2,038.2 1,638.8 399.4 21.2% 32.3 1.7% 61% False False 150,269
120 2,038.2 1,638.8 399.4 21.2% 32.1 1.7% 61% False False 125,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,031.4
2.618 1,977.9
1.618 1,945.1
1.000 1,924.8
0.618 1,912.3
HIGH 1,892.0
0.618 1,879.5
0.500 1,875.6
0.382 1,871.7
LOW 1,859.2
0.618 1,838.9
1.000 1,826.4
1.618 1,806.1
2.618 1,773.3
4.250 1,719.8
Fisher Pivots for day following 08-Dec-2023
Pivot 1 day 3 day
R1 1,879.9 1,878.2
PP 1,877.8 1,874.3
S1 1,875.6 1,870.4

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

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