CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 31-Oct-2022
Day Change Summary
Previous Current
28-Oct-2022 31-Oct-2022 Change Change % Previous Week
Open 1,815.0 1,871.8 56.8 3.1% 1,780.8
High 1,874.2 1,876.7 2.5 0.1% 1,874.2
Low 1,812.1 1,852.0 39.9 2.2% 1,746.6
Close 1,866.9 1,869.2 2.3 0.1% 1,866.9
Range 62.1 24.7 -37.4 -60.2% 127.6
ATR 54.0 51.9 -2.1 -3.9% 0.0
Volume 85 9 -76 -89.4% 251
Daily Pivots for day following 31-Oct-2022
Classic Woodie Camarilla DeMark
R4 1,940.1 1,929.3 1,882.8
R3 1,915.4 1,904.6 1,876.0
R2 1,890.7 1,890.7 1,873.7
R1 1,879.9 1,879.9 1,871.5 1,873.0
PP 1,866.0 1,866.0 1,866.0 1,862.5
S1 1,855.2 1,855.2 1,866.9 1,848.3
S2 1,841.3 1,841.3 1,864.7
S3 1,816.6 1,830.5 1,862.4
S4 1,791.9 1,805.8 1,855.6
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 2,212.0 2,167.1 1,937.1
R3 2,084.4 2,039.5 1,902.0
R2 1,956.8 1,956.8 1,890.3
R1 1,911.9 1,911.9 1,878.6 1,934.4
PP 1,829.2 1,829.2 1,829.2 1,840.5
S1 1,784.3 1,784.3 1,855.2 1,806.8
S2 1,701.6 1,701.6 1,843.5
S3 1,574.0 1,656.7 1,831.8
S4 1,446.4 1,529.1 1,796.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,876.7 1,762.0 114.7 6.1% 47.4 2.5% 93% True False 46
10 1,876.7 1,711.7 165.0 8.8% 48.9 2.6% 95% True False 56
20 1,876.7 1,658.9 217.8 11.7% 51.5 2.8% 97% True False 68
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1,981.7
2.618 1,941.4
1.618 1,916.7
1.000 1,901.4
0.618 1,892.0
HIGH 1,876.7
0.618 1,867.3
0.500 1,864.4
0.382 1,861.4
LOW 1,852.0
0.618 1,836.7
1.000 1,827.3
1.618 1,812.0
2.618 1,787.3
4.250 1,747.0
Fisher Pivots for day following 31-Oct-2022
Pivot 1 day 3 day
R1 1,867.6 1,860.8
PP 1,866.0 1,852.4
S1 1,864.4 1,844.0

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

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