CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 1,801.9 1,813.3 11.4 0.6% 1,709.0
High 1,815.8 1,816.4 0.6 0.0% 1,838.5
Low 1,794.5 1,784.7 -9.8 -0.5% 1,694.5
Close 1,812.1 1,788.7 -23.4 -1.3% 1,802.4
Range 21.3 31.7 10.4 48.8% 144.0
ATR 36.6 36.3 -0.4 -1.0% 0.0
Volume 157,763 160,921 3,158 2.0% 1,402,789
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,891.7 1,871.9 1,806.1
R3 1,860.0 1,840.2 1,797.4
R2 1,828.3 1,828.3 1,794.5
R1 1,808.5 1,808.5 1,791.6 1,802.6
PP 1,796.6 1,796.6 1,796.6 1,793.6
S1 1,776.8 1,776.8 1,785.8 1,770.9
S2 1,764.9 1,764.9 1,782.9
S3 1,733.2 1,745.1 1,780.0
S4 1,701.5 1,713.4 1,771.3
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 1,770.5 68.0 3.8% 31.6 1.8% 27% False False 230,291
10 1,838.5 1,687.4 151.1 8.4% 38.5 2.2% 67% False False 237,617
20 1,838.5 1,638.8 199.7 11.2% 36.7 2.1% 75% False False 240,764
40 1,838.5 1,638.8 199.7 11.2% 36.3 2.0% 75% False False 237,840
60 1,952.8 1,638.8 314.0 17.6% 33.2 1.9% 48% False False 204,687
80 2,038.2 1,638.8 399.4 22.3% 32.6 1.8% 38% False False 153,600
100 2,038.2 1,638.8 399.4 22.3% 32.5 1.8% 38% False False 122,897
120 2,038.2 1,638.8 399.4 22.3% 31.5 1.8% 38% False False 102,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,951.1
2.618 1,899.4
1.618 1,867.7
1.000 1,848.1
0.618 1,836.0
HIGH 1,816.4
0.618 1,804.3
0.500 1,800.6
0.382 1,796.8
LOW 1,784.7
0.618 1,765.1
1.000 1,753.0
1.618 1,733.4
2.618 1,701.7
4.250 1,650.0
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 1,800.6 1,798.4
PP 1,796.6 1,795.2
S1 1,792.7 1,791.9

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

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