CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 1,688.5 1,659.2 -29.3 -1.7% 1,729.9
High 1,689.6 1,681.2 -8.4 -0.5% 1,792.9
Low 1,657.8 1,649.0 -8.8 -0.5% 1,688.1
Close 1,660.9 1,664.5 3.6 0.2% 1,689.8
Range 31.8 32.2 0.4 1.3% 104.8
ATR 33.6 33.5 -0.1 -0.3% 0.0
Volume 221,702 301,070 79,368 35.8% 1,220,304
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,761.5 1,745.2 1,682.2
R3 1,729.3 1,713.0 1,673.4
R2 1,697.1 1,697.1 1,670.4
R1 1,680.8 1,680.8 1,667.5 1,689.0
PP 1,664.9 1,664.9 1,664.9 1,669.0
S1 1,648.6 1,648.6 1,661.5 1,656.8
S2 1,632.7 1,632.7 1,658.6
S3 1,600.5 1,616.4 1,655.6
S4 1,568.3 1,584.2 1,646.8
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 2,038.0 1,968.7 1,747.4
R3 1,933.2 1,863.9 1,718.6
R2 1,828.4 1,828.4 1,709.0
R1 1,759.1 1,759.1 1,699.4 1,741.4
PP 1,723.6 1,723.6 1,723.6 1,714.7
S1 1,654.3 1,654.3 1,680.2 1,636.6
S2 1,618.8 1,618.8 1,670.6
S3 1,514.0 1,549.5 1,661.0
S4 1,409.2 1,444.7 1,632.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,714.5 1,649.0 65.5 3.9% 28.5 1.7% 24% False True 248,810
10 1,792.9 1,649.0 143.9 8.6% 33.4 2.0% 11% False True 239,919
20 1,824.8 1,649.0 175.8 10.6% 36.2 2.2% 9% False True 238,352
40 1,952.8 1,649.0 303.8 18.3% 31.5 1.9% 5% False True 199,667
60 2,007.6 1,649.0 358.6 21.5% 31.2 1.9% 4% False True 133,248
80 2,038.2 1,649.0 389.2 23.4% 31.6 1.9% 4% False True 99,965
100 2,038.2 1,649.0 389.2 23.4% 30.4 1.8% 4% False True 79,997
120 2,038.2 1,649.0 389.2 23.4% 29.5 1.8% 4% False True 66,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,818.1
2.618 1,765.5
1.618 1,733.3
1.000 1,713.4
0.618 1,701.1
HIGH 1,681.2
0.618 1,668.9
0.500 1,665.1
0.382 1,661.3
LOW 1,649.0
0.618 1,629.1
1.000 1,616.8
1.618 1,596.9
2.618 1,564.7
4.250 1,512.2
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 1,665.1 1,675.1
PP 1,664.9 1,671.6
S1 1,664.7 1,668.0

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

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