CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 1,927.1 1,922.0 -5.1 -0.3% 1,876.0
High 1,937.0 1,952.8 15.8 0.8% 1,952.8
Low 1,920.0 1,921.8 1.8 0.1% 1,875.4
Close 1,921.2 1,942.2 21.0 1.1% 1,942.2
Range 17.0 31.0 14.0 82.4% 77.4
ATR 29.8 29.9 0.1 0.4% 0.0
Volume 408 854 446 109.3% 4,462
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 2,031.9 2,018.1 1,959.3
R3 2,000.9 1,987.1 1,950.7
R2 1,969.9 1,969.9 1,947.9
R1 1,956.1 1,956.1 1,945.0 1,963.0
PP 1,938.9 1,938.9 1,938.9 1,942.4
S1 1,925.1 1,925.1 1,939.4 1,932.0
S2 1,907.9 1,907.9 1,936.5
S3 1,876.9 1,894.1 1,933.7
S4 1,845.9 1,863.1 1,925.2
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 2,155.7 2,126.3 1,984.8
R3 2,078.3 2,048.9 1,963.5
R2 2,000.9 2,000.9 1,956.4
R1 1,971.5 1,971.5 1,949.3 1,986.2
PP 1,923.5 1,923.5 1,923.5 1,930.8
S1 1,894.1 1,894.1 1,935.1 1,908.8
S2 1,846.1 1,846.1 1,928.0
S3 1,768.7 1,816.7 1,920.9
S4 1,691.3 1,739.3 1,899.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,952.8 1,875.4 77.4 4.0% 27.5 1.4% 86% True False 892
10 1,952.8 1,852.3 100.5 5.2% 28.3 1.5% 89% True False 721
20 1,996.6 1,852.3 144.3 7.4% 30.3 1.6% 62% False False 440
40 2,038.2 1,852.3 185.9 9.6% 30.5 1.6% 48% False False 287
60 2,038.2 1,844.0 194.2 10.0% 29.6 1.5% 51% False False 238
80 2,038.2 1,766.6 271.6 14.0% 28.8 1.5% 65% False False 179
100 2,038.2 1,739.6 298.6 15.4% 26.6 1.4% 68% False False 144
120 2,038.2 1,732.5 305.7 15.7% 25.7 1.3% 69% False False 120
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 6.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,084.6
2.618 2,034.0
1.618 2,003.0
1.000 1,983.8
0.618 1,972.0
HIGH 1,952.8
0.618 1,941.0
0.500 1,937.3
0.382 1,933.6
LOW 1,921.8
0.618 1,902.6
1.000 1,890.8
1.618 1,871.6
2.618 1,840.6
4.250 1,790.1
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 1,940.6 1,938.4
PP 1,938.9 1,934.7
S1 1,937.3 1,930.9

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

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