CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 1,574.8 1,611.4 36.6 2.3% 1,628.0
High 1,615.5 1,636.4 20.9 1.3% 1,628.0
Low 1,570.0 1,545.3 -24.7 -1.6% 1,515.9
Close 1,607.5 1,608.2 0.7 0.0% 1,533.3
Range 45.5 91.1 45.6 100.2% 112.1
ATR 37.5 41.3 3.8 10.2% 0.0
Volume 46 215 169 367.4% 468
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 1,869.9 1,830.2 1,658.3
R3 1,778.8 1,739.1 1,633.3
R2 1,687.7 1,687.7 1,624.9
R1 1,648.0 1,648.0 1,616.6 1,622.3
PP 1,596.6 1,596.6 1,596.6 1,583.8
S1 1,556.9 1,556.9 1,599.8 1,531.2
S2 1,505.5 1,505.5 1,591.5
S3 1,414.4 1,465.8 1,583.1
S4 1,323.3 1,374.7 1,558.1
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1,895.4 1,826.4 1,595.0
R3 1,783.3 1,714.3 1,564.1
R2 1,671.2 1,671.2 1,553.9
R1 1,602.2 1,602.2 1,543.6 1,580.7
PP 1,559.1 1,559.1 1,559.1 1,548.3
S1 1,490.1 1,490.1 1,523.0 1,468.6
S2 1,447.0 1,447.0 1,512.7
S3 1,334.9 1,378.0 1,502.5
S4 1,222.8 1,265.9 1,471.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,636.4 1,515.9 120.5 7.5% 51.3 3.2% 77% True False 117
10 1,636.8 1,515.9 120.9 7.5% 43.8 2.7% 76% False False 97
20 1,647.6 1,515.9 131.7 8.2% 35.2 2.2% 70% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.4
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 2,023.6
2.618 1,874.9
1.618 1,783.8
1.000 1,727.5
0.618 1,692.7
HIGH 1,636.4
0.618 1,601.6
0.500 1,590.9
0.382 1,580.1
LOW 1,545.3
0.618 1,489.0
1.000 1,454.2
1.618 1,397.9
2.618 1,306.8
4.250 1,158.1
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 1,602.4 1,598.7
PP 1,596.6 1,589.3
S1 1,590.9 1,579.8

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

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