CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 24-Oct-2022
Day Change Summary
Previous Current
21-Oct-2022 24-Oct-2022 Change Change % Previous Week
Open 1,717.0 1,780.8 63.8 3.7% 1,712.7
High 1,765.3 1,783.0 17.7 1.0% 1,808.4
Low 1,711.7 1,746.6 34.9 2.0% 1,711.7
Close 1,761.6 1,769.0 7.4 0.4% 1,761.6
Range 53.6 36.4 -17.2 -32.1% 96.7
ATR 55.7 54.3 -1.4 -2.5% 0.0
Volume 114 26 -88 -77.2% 455
Daily Pivots for day following 24-Oct-2022
Classic Woodie Camarilla DeMark
R4 1,875.4 1,858.6 1,789.0
R3 1,839.0 1,822.2 1,779.0
R2 1,802.6 1,802.6 1,775.7
R1 1,785.8 1,785.8 1,772.3 1,776.0
PP 1,766.2 1,766.2 1,766.2 1,761.3
S1 1,749.4 1,749.4 1,765.7 1,739.6
S2 1,729.8 1,729.8 1,762.3
S3 1,693.4 1,713.0 1,759.0
S4 1,657.0 1,676.6 1,749.0
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 2,050.7 2,002.8 1,814.8
R3 1,954.0 1,906.1 1,788.2
R2 1,857.3 1,857.3 1,779.3
R1 1,809.4 1,809.4 1,770.5 1,833.4
PP 1,760.6 1,760.6 1,760.6 1,772.5
S1 1,712.7 1,712.7 1,752.7 1,736.7
S2 1,663.9 1,663.9 1,743.9
S3 1,567.2 1,616.0 1,735.0
S4 1,470.5 1,519.3 1,708.4
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 1,711.7 96.7 5.5% 50.3 2.8% 59% False False 65
10 1,808.4 1,658.9 149.5 8.5% 56.5 3.2% 74% False False 79
20 1,808.4 1,658.9 149.5 8.5% 54.7 3.1% 74% False False 63
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 12.9
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,937.7
2.618 1,878.3
1.618 1,841.9
1.000 1,819.4
0.618 1,805.5
HIGH 1,783.0
0.618 1,769.1
0.500 1,764.8
0.382 1,760.5
LOW 1,746.6
0.618 1,724.1
1.000 1,710.2
1.618 1,687.7
2.618 1,651.3
4.250 1,591.9
Fisher Pivots for day following 24-Oct-2022
Pivot 1 day 3 day
R1 1,767.6 1,761.8
PP 1,766.2 1,754.6
S1 1,764.8 1,747.4

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

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