CME E-mini Russell 2000 Index Futures December 2023


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 1,798.7 1,810.2 11.5 0.6% 1,801.9
High 1,815.0 1,811.3 -3.7 -0.2% 1,816.4
Low 1,795.3 1,789.0 -6.3 -0.4% 1,784.7
Close 1,811.0 1,804.2 -6.8 -0.4% 1,811.0
Range 19.7 22.3 2.6 13.2% 31.7
ATR 34.3 33.4 -0.9 -2.5% 0.0
Volume 96,277 152,196 55,919 58.1% 711,797
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,868.4 1,858.6 1,816.5
R3 1,846.1 1,836.3 1,810.3
R2 1,823.8 1,823.8 1,808.3
R1 1,814.0 1,814.0 1,806.2 1,807.8
PP 1,801.5 1,801.5 1,801.5 1,798.4
S1 1,791.7 1,791.7 1,802.2 1,785.5
S2 1,779.2 1,779.2 1,800.1
S3 1,756.9 1,769.4 1,798.1
S4 1,734.6 1,747.1 1,791.9
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 1,784.7 31.7 1.8% 23.9 1.3% 62% False False 172,798
10 1,838.5 1,694.5 144.0 8.0% 34.9 1.9% 76% False False 226,678
20 1,838.5 1,641.7 196.8 10.9% 35.0 1.9% 83% False False 229,227
40 1,838.5 1,638.8 199.7 11.1% 35.7 2.0% 83% False False 234,230
60 1,952.8 1,638.8 314.0 17.4% 33.0 1.8% 53% False False 213,735
80 2,007.6 1,638.8 368.8 20.4% 32.3 1.8% 45% False False 160,405
100 2,038.2 1,638.8 399.4 22.1% 32.1 1.8% 41% False False 128,349
120 2,038.2 1,638.8 399.4 22.1% 31.3 1.7% 41% False False 106,979
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,906.1
2.618 1,869.7
1.618 1,847.4
1.000 1,833.6
0.618 1,825.1
HIGH 1,811.3
0.618 1,802.8
0.500 1,800.2
0.382 1,797.5
LOW 1,789.0
0.618 1,775.2
1.000 1,766.7
1.618 1,752.9
2.618 1,730.6
4.250 1,694.2
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 1,802.9 1,803.2
PP 1,801.5 1,802.1
S1 1,800.2 1,801.1

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

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