CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 1,880.4 1,886.8 6.4 0.3% 1,867.9
High 1,890.3 1,904.2 13.9 0.7% 1,895.2
Low 1,872.8 1,867.3 -5.5 -0.3% 1,845.6
Close 1,886.1 1,884.0 -2.1 -0.1% 1,882.1
Range 17.5 36.9 19.4 110.9% 49.6
ATR 33.0 33.3 0.3 0.9% 0.0
Volume 319,194 191,436 -127,758 -40.0% 1,280,008
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 1,995.9 1,976.8 1,904.3
R3 1,959.0 1,939.9 1,894.1
R2 1,922.1 1,922.1 1,890.8
R1 1,903.0 1,903.0 1,887.4 1,894.1
PP 1,885.2 1,885.2 1,885.2 1,880.7
S1 1,866.1 1,866.1 1,880.6 1,857.2
S2 1,848.3 1,848.3 1,877.2
S3 1,811.4 1,829.2 1,873.9
S4 1,774.5 1,792.3 1,863.7
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 1,904.2 1,845.6 58.6 3.1% 30.9 1.6% 66% True False 259,590
10 1,904.2 1,797.0 107.2 5.7% 34.7 1.8% 81% True False 253,942
20 1,904.2 1,707.1 197.1 10.5% 34.7 1.8% 90% True False 239,998
40 1,904.2 1,638.8 265.4 14.1% 34.4 1.8% 92% True False 238,690
60 1,904.2 1,638.8 265.4 14.1% 34.2 1.8% 92% True False 231,694
80 1,952.8 1,638.8 314.0 16.7% 32.5 1.7% 78% False False 194,171
100 2,038.2 1,638.8 399.4 21.2% 32.3 1.7% 61% False False 155,374
120 2,038.2 1,638.8 399.4 21.2% 32.2 1.7% 61% False False 129,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,061.0
2.618 2,000.8
1.618 1,963.9
1.000 1,941.1
0.618 1,927.0
HIGH 1,904.2
0.618 1,890.1
0.500 1,885.8
0.382 1,881.4
LOW 1,867.3
0.618 1,844.5
1.000 1,830.4
1.618 1,807.6
2.618 1,770.7
4.250 1,710.5
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 1,885.8 1,883.2
PP 1,885.2 1,882.5
S1 1,884.6 1,881.7

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

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