CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 1,974.5 1,963.1 -11.4 -0.6% 2,013.8
High 1,984.1 1,983.0 -1.1 -0.1% 2,038.2
Low 1,950.9 1,941.1 -9.8 -0.5% 1,976.1
Close 1,958.2 1,948.6 -9.6 -0.5% 1,985.8
Range 33.2 41.9 8.7 26.2% 62.1
ATR 31.4 32.1 0.8 2.4% 0.0
Volume 54 276 222 411.1% 1,417
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,083.3 2,057.8 1,971.6
R3 2,041.4 2,015.9 1,960.1
R2 1,999.5 1,999.5 1,956.3
R1 1,974.0 1,974.0 1,952.4 1,965.8
PP 1,957.6 1,957.6 1,957.6 1,953.5
S1 1,932.1 1,932.1 1,944.8 1,923.9
S2 1,915.7 1,915.7 1,940.9
S3 1,873.8 1,890.2 1,937.1
S4 1,831.9 1,848.3 1,925.6
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 2,186.3 2,148.2 2,020.0
R3 2,124.2 2,086.1 2,002.9
R2 2,062.1 2,062.1 1,997.2
R1 2,024.0 2,024.0 1,991.5 2,012.0
PP 2,000.0 2,000.0 2,000.0 1,994.1
S1 1,961.9 1,961.9 1,980.1 1,949.9
S2 1,937.9 1,937.9 1,974.4
S3 1,875.8 1,899.8 1,968.7
S4 1,813.7 1,837.7 1,951.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,007.6 1,941.1 66.5 3.4% 33.4 1.7% 11% False True 163
10 2,038.2 1,941.1 97.1 5.0% 32.5 1.7% 8% False True 210
20 2,038.2 1,941.1 97.1 5.0% 31.3 1.6% 8% False True 148
40 2,038.2 1,844.0 194.2 10.0% 31.3 1.6% 54% False False 149
60 2,038.2 1,772.4 265.8 13.6% 28.7 1.5% 66% False False 101
80 2,038.2 1,739.6 298.6 15.3% 26.3 1.3% 70% False False 76
100 2,038.2 1,732.5 305.7 15.7% 25.6 1.3% 71% False False 60
120 2,038.2 1,732.5 305.7 15.7% 21.8 1.1% 71% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,161.1
2.618 2,092.7
1.618 2,050.8
1.000 2,024.9
0.618 2,008.9
HIGH 1,983.0
0.618 1,967.0
0.500 1,962.1
0.382 1,957.1
LOW 1,941.1
0.618 1,915.2
1.000 1,899.2
1.618 1,873.3
2.618 1,831.4
4.250 1,763.0
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 1,962.1 1,964.7
PP 1,957.6 1,959.3
S1 1,953.1 1,954.0

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

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