CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 1,627.9 1,628.0 0.1 0.0% 1,629.1
High 1,636.8 1,628.0 -8.8 -0.5% 1,643.7
Low 1,617.3 1,577.7 -39.6 -2.4% 1,584.7
Close 1,632.0 1,598.7 -33.3 -2.0% 1,632.0
Range 19.5 50.3 30.8 157.9% 59.0
ATR 32.7 34.2 1.5 4.7% 0.0
Volume 48 27 -21 -43.8% 398
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,752.4 1,725.8 1,626.4
R3 1,702.1 1,675.5 1,612.5
R2 1,651.8 1,651.8 1,607.9
R1 1,625.2 1,625.2 1,603.3 1,613.4
PP 1,601.5 1,601.5 1,601.5 1,595.5
S1 1,574.9 1,574.9 1,594.1 1,563.1
S2 1,551.2 1,551.2 1,589.5
S3 1,500.9 1,524.6 1,584.9
S4 1,450.6 1,474.3 1,571.0
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,797.1 1,773.6 1,664.5
R3 1,738.1 1,714.6 1,648.2
R2 1,679.1 1,679.1 1,642.8
R1 1,655.6 1,655.6 1,637.4 1,667.4
PP 1,620.1 1,620.1 1,620.1 1,626.0
S1 1,596.6 1,596.6 1,626.6 1,608.4
S2 1,561.1 1,561.1 1,621.2
S3 1,502.1 1,537.6 1,615.8
S4 1,443.1 1,478.6 1,599.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,636.8 1,577.7 59.1 3.7% 33.3 2.1% 36% False True 82
10 1,646.2 1,577.7 68.5 4.3% 32.2 2.0% 31% False True 59
20 1,647.6 1,483.4 164.2 10.3% 33.1 2.1% 70% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,841.8
2.618 1,759.7
1.618 1,709.4
1.000 1,678.3
0.618 1,659.1
HIGH 1,628.0
0.618 1,608.8
0.500 1,602.9
0.382 1,596.9
LOW 1,577.7
0.618 1,546.6
1.000 1,527.4
1.618 1,496.3
2.618 1,446.0
4.250 1,363.9
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 1,602.9 1,607.3
PP 1,601.5 1,604.4
S1 1,600.1 1,601.6

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

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