CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 1,789.1 1,798.7 9.6 0.5% 1,801.9
High 1,811.7 1,815.0 3.3 0.2% 1,816.4
Low 1,787.1 1,795.3 8.2 0.5% 1,784.7
Close 1,798.9 1,811.0 12.1 0.7% 1,811.0
Range 24.6 19.7 -4.9 -19.9% 31.7
ATR 35.4 34.3 -1.1 -3.2% 0.0
Volume 296,836 96,277 -200,559 -67.6% 711,797
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,866.2 1,858.3 1,821.8
R3 1,846.5 1,838.6 1,816.4
R2 1,826.8 1,826.8 1,814.6
R1 1,818.9 1,818.9 1,812.8 1,822.9
PP 1,807.1 1,807.1 1,807.1 1,809.1
S1 1,799.2 1,799.2 1,809.2 1,803.2
S2 1,787.4 1,787.4 1,807.4
S3 1,767.7 1,779.5 1,805.6
S4 1,748.0 1,759.8 1,800.2
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,899.1 1,886.8 1,828.4
R3 1,867.4 1,855.1 1,819.7
R2 1,835.7 1,835.7 1,816.8
R1 1,823.4 1,823.4 1,813.9 1,829.6
PP 1,804.0 1,804.0 1,804.0 1,807.1
S1 1,791.7 1,791.7 1,808.1 1,797.9
S2 1,772.3 1,772.3 1,805.2
S3 1,740.6 1,760.0 1,802.3
S4 1,708.9 1,728.3 1,793.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,816.4 1,780.4 36.0 2.0% 24.5 1.4% 85% False False 184,706
10 1,838.5 1,687.4 151.1 8.3% 35.6 2.0% 82% False False 234,215
20 1,838.5 1,638.8 199.7 11.0% 35.7 2.0% 86% False False 234,281
40 1,838.5 1,638.8 199.7 11.0% 36.0 2.0% 86% False False 236,317
60 1,952.8 1,638.8 314.0 17.3% 32.9 1.8% 55% False False 211,205
80 2,007.6 1,638.8 368.8 20.4% 32.3 1.8% 47% False False 158,506
100 2,038.2 1,638.8 399.4 22.1% 32.4 1.8% 43% False False 126,828
120 2,038.2 1,638.8 399.4 22.1% 31.3 1.7% 43% False False 105,711
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,898.7
2.618 1,866.6
1.618 1,846.9
1.000 1,834.7
0.618 1,827.2
HIGH 1,815.0
0.618 1,807.5
0.500 1,805.2
0.382 1,802.8
LOW 1,795.3
0.618 1,783.1
1.000 1,775.6
1.618 1,763.4
2.618 1,743.7
4.250 1,711.6
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 1,809.1 1,807.5
PP 1,807.1 1,804.0
S1 1,805.2 1,800.6

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

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