CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 1,634.0 1,631.7 -2.3 -0.1% 1,545.9
High 1,640.4 1,647.6 7.2 0.4% 1,640.4
Low 1,623.6 1,628.4 4.8 0.3% 1,534.6
Close 1,634.8 1,647.6 12.8 0.8% 1,634.8
Range 16.8 19.2 2.4 14.3% 105.8
ATR 36.3 35.0 -1.2 -3.4% 0.0
Volume 93 111 18 19.4% 570
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,698.8 1,692.4 1,658.2
R3 1,679.6 1,673.2 1,652.9
R2 1,660.4 1,660.4 1,651.1
R1 1,654.0 1,654.0 1,649.4 1,657.2
PP 1,641.2 1,641.2 1,641.2 1,642.8
S1 1,634.8 1,634.8 1,645.8 1,638.0
S2 1,622.0 1,622.0 1,644.1
S3 1,602.8 1,615.6 1,642.3
S4 1,583.6 1,596.4 1,637.0
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,920.7 1,883.5 1,693.0
R3 1,814.9 1,777.7 1,663.9
R2 1,709.1 1,709.1 1,654.2
R1 1,671.9 1,671.9 1,644.5 1,690.5
PP 1,603.3 1,603.3 1,603.3 1,612.6
S1 1,566.1 1,566.1 1,625.1 1,584.7
S2 1,497.5 1,497.5 1,615.4
S3 1,391.7 1,460.3 1,605.7
S4 1,285.9 1,354.5 1,576.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,647.6 1,561.2 86.4 5.2% 31.8 1.9% 100% True False 115
10 1,647.6 1,483.4 164.2 10.0% 34.1 2.1% 100% True False 90
20 1,647.6 1,424.4 223.2 13.5% 35.5 2.2% 100% True False 53
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,729.2
2.618 1,697.9
1.618 1,678.7
1.000 1,666.8
0.618 1,659.5
HIGH 1,647.6
0.618 1,640.3
0.500 1,638.0
0.382 1,635.7
LOW 1,628.4
0.618 1,616.5
1.000 1,609.2
1.618 1,597.3
2.618 1,578.1
4.250 1,546.8
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 1,644.4 1,641.0
PP 1,641.2 1,634.3
S1 1,638.0 1,627.7

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

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