CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 15-Nov-2022
Day Change Summary
Previous Current
14-Nov-2022 15-Nov-2022 Change Change % Previous Week
Open 1,896.9 1,886.5 -10.4 -0.5% 1,819.5
High 1,910.0 1,927.6 17.6 0.9% 1,920.5
Low 1,880.5 1,885.4 4.9 0.3% 1,774.2
Close 1,881.4 1,908.9 27.5 1.5% 1,902.0
Range 29.5 42.2 12.7 43.1% 146.3
ATR 51.5 51.1 -0.4 -0.7% 0.0
Volume 101 233 132 130.7% 1,607
Daily Pivots for day following 15-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,033.9 2,013.6 1,932.1
R3 1,991.7 1,971.4 1,920.5
R2 1,949.5 1,949.5 1,916.6
R1 1,929.2 1,929.2 1,912.8 1,939.4
PP 1,907.3 1,907.3 1,907.3 1,912.4
S1 1,887.0 1,887.0 1,905.0 1,897.2
S2 1,865.1 1,865.1 1,901.2
S3 1,822.9 1,844.8 1,897.3
S4 1,780.7 1,802.6 1,885.7
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 1,927.6 1,774.2 153.4 8.0% 55.5 2.9% 88% True False 292
10 1,927.6 1,774.0 153.6 8.0% 52.1 2.7% 88% True False 313
20 1,927.6 1,711.7 215.9 11.3% 49.6 2.6% 91% True False 177
40 1,927.6 1,658.9 268.7 14.1% 52.8 2.8% 93% True False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,107.0
2.618 2,038.1
1.618 1,995.9
1.000 1,969.8
0.618 1,953.7
HIGH 1,927.6
0.618 1,911.5
0.500 1,906.5
0.382 1,901.5
LOW 1,885.4
0.618 1,859.3
1.000 1,843.2
1.618 1,817.1
2.618 1,774.9
4.250 1,706.1
Fisher Pivots for day following 15-Nov-2022
Pivot 1 day 3 day
R1 1,908.1 1,907.3
PP 1,907.3 1,905.7
S1 1,906.5 1,904.1

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

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