CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 2,269.9 2,287.0 17.1 0.8% 2,226.6
High 2,291.1 2,301.4 10.3 0.4% 2,294.9
Low 2,263.0 2,273.0 10.0 0.4% 2,193.3
Close 2,285.2 2,292.1 6.9 0.3% 2,262.4
Range 28.1 28.4 0.3 1.1% 101.6
ATR 37.4 36.8 -0.6 -1.7% 0.0
Volume 39 49 10 25.6% 738
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,374.0 2,361.5 2,307.7
R3 2,345.6 2,333.1 2,299.9
R2 2,317.2 2,317.2 2,297.3
R1 2,304.7 2,304.7 2,294.7 2,311.0
PP 2,288.8 2,288.8 2,288.8 2,292.0
S1 2,276.3 2,276.3 2,289.5 2,282.6
S2 2,260.4 2,260.4 2,286.9
S3 2,232.0 2,247.9 2,284.3
S4 2,203.6 2,219.5 2,276.5
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,555.0 2,510.3 2,318.3
R3 2,453.4 2,408.7 2,290.3
R2 2,351.8 2,351.8 2,281.0
R1 2,307.1 2,307.1 2,271.7 2,329.5
PP 2,250.2 2,250.2 2,250.2 2,261.4
S1 2,205.5 2,205.5 2,253.1 2,227.9
S2 2,148.6 2,148.6 2,243.8
S3 2,047.0 2,103.9 2,234.5
S4 1,945.4 2,002.3 2,206.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,301.4 2,245.6 55.8 2.4% 33.2 1.4% 83% True False 71
10 2,301.4 2,193.3 108.1 4.7% 31.7 1.4% 91% True False 212
20 2,301.4 2,169.6 131.8 5.8% 37.0 1.6% 93% True False 135
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,422.1
2.618 2,375.8
1.618 2,347.4
1.000 2,329.8
0.618 2,319.0
HIGH 2,301.4
0.618 2,290.6
0.500 2,287.2
0.382 2,283.8
LOW 2,273.0
0.618 2,255.4
1.000 2,244.6
1.618 2,227.0
2.618 2,198.6
4.250 2,152.3
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 2,290.5 2,287.8
PP 2,288.8 2,283.5
S1 2,287.2 2,279.3

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

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