CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 1,805.7 1,783.7 -22.0 -1.2% 1,709.0
High 1,813.5 1,805.6 -7.9 -0.4% 1,838.5
Low 1,770.5 1,780.4 9.9 0.6% 1,694.5
Close 1,779.4 1,802.4 23.0 1.3% 1,802.4
Range 43.0 25.2 -17.8 -41.4% 144.0
ATR 38.7 37.8 -0.9 -2.3% 0.0
Volume 283,849 211,733 -72,116 -25.4% 1,402,789
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,871.7 1,862.3 1,816.3
R3 1,846.5 1,837.1 1,809.3
R2 1,821.3 1,821.3 1,807.0
R1 1,811.9 1,811.9 1,804.7 1,816.6
PP 1,796.1 1,796.1 1,796.1 1,798.5
S1 1,786.7 1,786.7 1,800.1 1,791.4
S2 1,770.9 1,770.9 1,797.8
S3 1,745.7 1,761.5 1,795.5
S4 1,720.5 1,736.3 1,788.5
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 2,210.5 2,150.4 1,881.6
R3 2,066.5 2,006.4 1,842.0
R2 1,922.5 1,922.5 1,828.8
R1 1,862.4 1,862.4 1,815.6 1,892.5
PP 1,778.5 1,778.5 1,778.5 1,793.5
S1 1,718.4 1,718.4 1,789.2 1,748.5
S2 1,634.5 1,634.5 1,776.0
S3 1,490.5 1,574.4 1,762.8
S4 1,346.5 1,430.4 1,723.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,838.5 1,694.5 144.0 8.0% 45.8 2.5% 75% False False 280,557
10 1,838.5 1,687.4 151.1 8.4% 38.9 2.2% 76% False False 244,894
20 1,838.5 1,638.8 199.7 11.1% 36.7 2.0% 82% False False 246,691
40 1,838.5 1,638.8 199.7 11.1% 36.3 2.0% 82% False False 239,391
60 1,952.8 1,638.8 314.0 17.4% 33.3 1.8% 52% False False 199,406
80 2,038.2 1,638.8 399.4 22.2% 32.8 1.8% 41% False False 149,621
100 2,038.2 1,638.8 399.4 22.2% 32.4 1.8% 41% False False 119,715
120 2,038.2 1,638.8 399.4 22.2% 31.5 1.7% 41% False False 99,780
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,912.7
2.618 1,871.6
1.618 1,846.4
1.000 1,830.8
0.618 1,821.2
HIGH 1,805.6
0.618 1,796.0
0.500 1,793.0
0.382 1,790.0
LOW 1,780.4
0.618 1,764.8
1.000 1,755.2
1.618 1,739.6
2.618 1,714.4
4.250 1,673.3
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 1,799.3 1,804.5
PP 1,796.1 1,803.8
S1 1,793.0 1,803.1

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

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