CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 05-Oct-2022
Day Change Summary
Previous Current
04-Oct-2022 05-Oct-2022 Change Change % Previous Week
Open 1,728.6 1,779.5 50.9 2.9% 1,697.3
High 1,795.6 1,785.2 -10.4 -0.6% 1,742.4
Low 1,727.8 1,749.7 21.9 1.3% 1,660.8
Close 1,795.3 1,781.8 -13.5 -0.8% 1,682.4
Range 67.8 35.5 -32.3 -47.6% 81.6
ATR 0.0 54.3 54.3 0.0
Volume 101 194 93 92.1% 160
Daily Pivots for day following 05-Oct-2022
Classic Woodie Camarilla DeMark
R4 1,878.7 1,865.8 1,801.3
R3 1,843.2 1,830.3 1,791.6
R2 1,807.7 1,807.7 1,788.3
R1 1,794.8 1,794.8 1,785.1 1,801.3
PP 1,772.2 1,772.2 1,772.2 1,775.5
S1 1,759.3 1,759.3 1,778.5 1,765.8
S2 1,736.7 1,736.7 1,775.3
S3 1,701.2 1,723.8 1,772.0
S4 1,665.7 1,688.3 1,762.3
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1,940.0 1,892.8 1,727.3
R3 1,858.4 1,811.2 1,704.8
R2 1,776.8 1,776.8 1,697.4
R1 1,729.6 1,729.6 1,689.9 1,712.4
PP 1,695.2 1,695.2 1,695.2 1,686.6
S1 1,648.0 1,648.0 1,674.9 1,630.8
S2 1,613.6 1,613.6 1,667.4
S3 1,532.0 1,566.4 1,660.0
S4 1,450.4 1,484.8 1,637.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,795.6 1,669.3 126.3 7.1% 56.2 3.2% 89% False False 72
10 1,795.6 1,660.8 134.8 7.6% 57.8 3.2% 90% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,936.1
2.618 1,878.1
1.618 1,842.6
1.000 1,820.7
0.618 1,807.1
HIGH 1,785.2
0.618 1,771.6
0.500 1,767.5
0.382 1,763.3
LOW 1,749.7
0.618 1,727.8
1.000 1,714.2
1.618 1,692.3
2.618 1,656.8
4.250 1,598.8
Fisher Pivots for day following 05-Oct-2022
Pivot 1 day 3 day
R1 1,777.0 1,765.5
PP 1,772.2 1,749.2
S1 1,767.5 1,733.0

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

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