CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 1,619.8 1,640.5 20.7 1.3% 1,529.5
High 1,660.1 1,664.4 4.3 0.3% 1,664.4
Low 1,595.5 1,634.8 39.3 2.5% 1,523.2
Close 1,655.3 1,639.9 -15.4 -0.9% 1,639.9
Range 64.6 29.6 -35.0 -54.2% 141.2
ATR 43.0 42.0 -1.0 -2.2% 0.0
Volume 193 101 -92 -47.7% 572
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1,735.2 1,717.1 1,656.2
R3 1,705.6 1,687.5 1,648.0
R2 1,676.0 1,676.0 1,645.3
R1 1,657.9 1,657.9 1,642.6 1,652.2
PP 1,646.4 1,646.4 1,646.4 1,643.5
S1 1,628.3 1,628.3 1,637.2 1,622.6
S2 1,616.8 1,616.8 1,634.5
S3 1,587.2 1,598.7 1,631.8
S4 1,557.6 1,569.1 1,623.6
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 2,032.8 1,977.5 1,717.6
R3 1,891.6 1,836.3 1,678.7
R2 1,750.4 1,750.4 1,665.8
R1 1,695.1 1,695.1 1,652.8 1,722.8
PP 1,609.2 1,609.2 1,609.2 1,623.0
S1 1,553.9 1,553.9 1,627.0 1,581.6
S2 1,468.0 1,468.0 1,614.0
S3 1,326.8 1,412.7 1,601.1
S4 1,185.6 1,271.5 1,562.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,664.4 1,523.2 141.2 8.6% 54.2 3.3% 83% True False 114
10 1,664.4 1,515.9 148.5 9.1% 46.9 2.9% 84% True False 104
20 1,664.4 1,515.9 148.5 9.1% 38.0 2.3% 84% True False 86
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,790.2
2.618 1,741.9
1.618 1,712.3
1.000 1,694.0
0.618 1,682.7
HIGH 1,664.4
0.618 1,653.1
0.500 1,649.6
0.382 1,646.1
LOW 1,634.8
0.618 1,616.5
1.000 1,605.2
1.618 1,586.9
2.618 1,557.3
4.250 1,509.0
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 1,649.6 1,628.2
PP 1,646.4 1,616.5
S1 1,643.1 1,604.9

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

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