CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 1,870.0 1,880.4 10.4 0.6% 1,867.9
High 1,892.0 1,890.3 -1.7 -0.1% 1,895.2
Low 1,859.2 1,872.8 13.6 0.7% 1,845.6
Close 1,882.1 1,886.1 4.0 0.2% 1,882.1
Range 32.8 17.5 -15.3 -46.6% 49.6
ATR 34.2 33.0 -1.2 -3.5% 0.0
Volume 314,659 319,194 4,535 1.4% 1,280,008
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 1,935.6 1,928.3 1,895.7
R3 1,918.1 1,910.8 1,890.9
R2 1,900.6 1,900.6 1,889.3
R1 1,893.3 1,893.3 1,887.7 1,897.0
PP 1,883.1 1,883.1 1,883.1 1,884.9
S1 1,875.8 1,875.8 1,884.5 1,879.5
S2 1,865.6 1,865.6 1,882.9
S3 1,848.1 1,858.3 1,881.3
S4 1,830.6 1,840.8 1,876.5
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% 29.9 1.6% 82% False False 266,616
10 1,895.2 1,788.6 106.6 5.7% 33.1 1.8% 91% False False 251,179
20 1,895.2 1,694.5 200.7 10.6% 34.0 1.8% 95% False False 238,928
40 1,895.2 1,638.8 256.4 13.6% 34.3 1.8% 96% False False 238,248
60 1,895.2 1,638.8 256.4 13.6% 33.9 1.8% 96% False False 230,710
80 1,952.8 1,638.8 314.0 16.6% 32.4 1.7% 79% False False 191,781
100 2,038.2 1,638.8 399.4 21.2% 32.2 1.7% 62% False False 153,461
120 2,038.2 1,638.8 399.4 21.2% 32.1 1.7% 62% False False 127,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1,964.7
2.618 1,936.1
1.618 1,918.6
1.000 1,907.8
0.618 1,901.1
HIGH 1,890.3
0.618 1,883.6
0.500 1,881.6
0.382 1,879.5
LOW 1,872.8
0.618 1,862.0
1.000 1,855.3
1.618 1,844.5
2.618 1,827.0
4.250 1,798.4
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 1,884.6 1,880.3
PP 1,883.1 1,874.6
S1 1,881.6 1,868.8

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

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