CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 1,859.7 1,877.4 17.7 1.0% 1,896.9
High 1,880.6 1,888.1 7.5 0.4% 1,927.6
Low 1,853.2 1,866.7 13.5 0.7% 1,836.9
Close 1,879.2 1,882.0 2.8 0.1% 1,868.6
Range 27.4 21.4 -6.0 -21.9% 90.7
ATR 46.0 44.3 -1.8 -3.8% 0.0
Volume 197 472 275 139.6% 2,210
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,943.1 1,934.0 1,893.8
R3 1,921.7 1,912.6 1,887.9
R2 1,900.3 1,900.3 1,885.9
R1 1,891.2 1,891.2 1,884.0 1,895.8
PP 1,878.9 1,878.9 1,878.9 1,881.2
S1 1,869.8 1,869.8 1,880.0 1,874.4
S2 1,857.5 1,857.5 1,878.1
S3 1,836.1 1,848.4 1,876.1
S4 1,814.7 1,827.0 1,870.2
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,149.8 2,099.9 1,918.5
R3 2,059.1 2,009.2 1,893.5
R2 1,968.4 1,968.4 1,885.2
R1 1,918.5 1,918.5 1,876.9 1,898.1
PP 1,877.7 1,877.7 1,877.7 1,867.5
S1 1,827.8 1,827.8 1,860.3 1,807.4
S2 1,787.0 1,787.0 1,852.0
S3 1,696.3 1,737.1 1,843.7
S4 1,605.6 1,646.4 1,818.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,888.1 1,836.9 51.2 2.7% 30.1 1.6% 88% True False 475
10 1,927.6 1,778.8 148.8 7.9% 41.8 2.2% 69% False False 333
20 1,927.6 1,774.0 153.6 8.2% 43.9 2.3% 70% False False 299
40 1,927.6 1,658.9 268.7 14.3% 48.9 2.6% 83% False False 180
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.7
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1,979.1
2.618 1,944.1
1.618 1,922.7
1.000 1,909.5
0.618 1,901.3
HIGH 1,888.1
0.618 1,879.9
0.500 1,877.4
0.382 1,874.9
LOW 1,866.7
0.618 1,853.5
1.000 1,845.3
1.618 1,832.1
2.618 1,810.7
4.250 1,775.8
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 1,880.5 1,876.8
PP 1,878.9 1,871.6
S1 1,877.4 1,866.4

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

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