CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 1,894.6 1,878.1 -16.5 -0.9% 1,940.5
High 1,896.8 1,883.0 -13.8 -0.7% 1,943.0
Low 1,868.4 1,866.8 -1.6 -0.1% 1,866.8
Close 1,876.9 1,872.3 -4.6 -0.2% 1,872.3
Range 28.4 16.2 -12.2 -43.0% 76.2
ATR 30.6 29.6 -1.0 -3.4% 0.0
Volume 19,387 139,570 120,183 619.9% 163,080
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,922.6 1,913.7 1,881.2
R3 1,906.4 1,897.5 1,876.8
R2 1,890.2 1,890.2 1,875.3
R1 1,881.3 1,881.3 1,873.8 1,877.7
PP 1,874.0 1,874.0 1,874.0 1,872.2
S1 1,865.1 1,865.1 1,870.8 1,861.5
S2 1,857.8 1,857.8 1,869.3
S3 1,841.6 1,848.9 1,867.8
S4 1,825.4 1,832.7 1,863.4
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 2,122.6 2,073.7 1,914.2
R3 2,046.4 1,997.5 1,893.3
R2 1,970.2 1,970.2 1,886.3
R1 1,921.3 1,921.3 1,879.3 1,907.7
PP 1,894.0 1,894.0 1,894.0 1,887.2
S1 1,845.1 1,845.1 1,865.3 1,831.5
S2 1,817.8 1,817.8 1,858.3
S3 1,741.6 1,768.9 1,851.3
S4 1,665.4 1,692.7 1,830.4
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 1,866.8 86.0 4.6% 29.6 1.6% 6% False True 32,786
10 1,952.8 1,852.3 100.5 5.4% 28.8 1.5% 20% False False 16,820
20 1,958.7 1,852.3 106.4 5.7% 29.2 1.6% 19% False False 8,569
40 2,038.2 1,852.3 185.9 9.9% 30.2 1.6% 11% False False 4,359
60 2,038.2 1,844.0 194.2 10.4% 30.6 1.6% 15% False False 2,955
80 2,038.2 1,772.4 265.8 14.2% 28.9 1.5% 38% False False 2,218
100 2,038.2 1,739.6 298.6 15.9% 26.8 1.4% 44% False False 1,774
120 2,038.2 1,732.5 305.7 16.3% 26.2 1.4% 46% False False 1,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 6.6
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 1,951.9
2.618 1,925.4
1.618 1,909.2
1.000 1,899.2
0.618 1,893.0
HIGH 1,883.0
0.618 1,876.8
0.500 1,874.9
0.382 1,873.0
LOW 1,866.8
0.618 1,856.8
1.000 1,850.6
1.618 1,840.6
2.618 1,824.4
4.250 1,798.0
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 1,874.9 1,890.9
PP 1,874.0 1,884.7
S1 1,873.2 1,878.5

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

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