CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 1,778.8 1,889.9 111.1 6.2% 1,819.5
High 1,892.1 1,920.5 28.4 1.5% 1,920.5
Low 1,778.8 1,886.0 107.2 6.0% 1,774.2
Close 1,885.7 1,902.0 16.3 0.9% 1,902.0
Range 113.3 34.5 -78.8 -69.5% 146.3
ATR 54.6 53.2 -1.4 -2.6% 0.0
Volume 273 61 -212 -77.7% 1,607
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,006.3 1,988.7 1,921.0
R3 1,971.8 1,954.2 1,911.5
R2 1,937.3 1,937.3 1,908.3
R1 1,919.7 1,919.7 1,905.2 1,928.5
PP 1,902.8 1,902.8 1,902.8 1,907.3
S1 1,885.2 1,885.2 1,898.8 1,894.0
S2 1,868.3 1,868.3 1,895.7
S3 1,833.8 1,850.7 1,892.5
S4 1,799.3 1,816.2 1,883.0
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,304.5 2,249.5 1,982.5
R3 2,158.2 2,103.2 1,942.2
R2 2,011.9 2,011.9 1,928.8
R1 1,956.9 1,956.9 1,915.4 1,984.4
PP 1,865.6 1,865.6 1,865.6 1,879.3
S1 1,810.6 1,810.6 1,888.6 1,838.1
S2 1,719.3 1,719.3 1,875.2
S3 1,573.0 1,664.3 1,861.8
S4 1,426.7 1,518.0 1,821.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,920.5 1,774.2 146.3 7.7% 57.4 3.0% 87% True False 321
10 1,920.5 1,774.0 146.5 7.7% 50.2 2.6% 87% True False 281
20 1,920.5 1,711.7 208.8 11.0% 50.7 2.7% 91% True False 175
40 1,920.5 1,658.9 261.6 13.8% 53.2 2.8% 93% True False 109
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 9.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,067.1
2.618 2,010.8
1.618 1,976.3
1.000 1,955.0
0.618 1,941.8
HIGH 1,920.5
0.618 1,907.3
0.500 1,903.3
0.382 1,899.2
LOW 1,886.0
0.618 1,864.7
1.000 1,851.5
1.618 1,830.2
2.618 1,795.7
4.250 1,739.4
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 1,903.3 1,883.8
PP 1,902.8 1,865.6
S1 1,902.4 1,847.4

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

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