CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 20-Oct-2022
Day Change Summary
Previous Current
19-Oct-2022 20-Oct-2022 Change Change % Previous Week
Open 1,784.4 1,736.5 -47.9 -2.7% 1,705.1
High 1,794.0 1,769.3 -24.7 -1.4% 1,777.4
Low 1,728.3 1,719.8 -8.5 -0.5% 1,658.9
Close 1,747.1 1,724.9 -22.2 -1.3% 1,702.7
Range 65.7 49.5 -16.2 -24.7% 118.5
ATR 56.4 55.9 -0.5 -0.9% 0.0
Volume 28 18 -10 -35.7% 322
Daily Pivots for day following 20-Oct-2022
Classic Woodie Camarilla DeMark
R4 1,886.5 1,855.2 1,752.1
R3 1,837.0 1,805.7 1,738.5
R2 1,787.5 1,787.5 1,734.0
R1 1,756.2 1,756.2 1,729.4 1,747.1
PP 1,738.0 1,738.0 1,738.0 1,733.5
S1 1,706.7 1,706.7 1,720.4 1,697.6
S2 1,688.5 1,688.5 1,715.8
S3 1,639.0 1,657.2 1,711.3
S4 1,589.5 1,607.7 1,697.7
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 2,068.5 2,004.1 1,767.9
R3 1,950.0 1,885.6 1,735.3
R2 1,831.5 1,831.5 1,724.4
R1 1,767.1 1,767.1 1,713.6 1,740.1
PP 1,713.0 1,713.0 1,713.0 1,699.5
S1 1,648.6 1,648.6 1,691.8 1,621.6
S2 1,594.5 1,594.5 1,681.0
S3 1,476.0 1,530.1 1,670.1
S4 1,357.5 1,411.6 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 1,808.4 1,702.0 106.4 6.2% 57.1 3.3% 22% False False 80
10 1,808.4 1,658.9 149.5 8.7% 56.9 3.3% 44% False False 67
20 1,808.4 1,658.9 149.5 8.7% 56.0 3.2% 44% False False 59
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 13.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,979.7
2.618 1,898.9
1.618 1,849.4
1.000 1,818.8
0.618 1,799.9
HIGH 1,769.3
0.618 1,750.4
0.500 1,744.6
0.382 1,738.7
LOW 1,719.8
0.618 1,689.2
1.000 1,670.3
1.618 1,639.7
2.618 1,590.2
4.250 1,509.4
Fisher Pivots for day following 20-Oct-2022
Pivot 1 day 3 day
R1 1,744.6 1,764.1
PP 1,738.0 1,751.0
S1 1,731.5 1,738.0

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

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