CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 1,877.4 1,886.1 8.7 0.5% 1,862.2
High 1,888.1 1,893.3 5.2 0.3% 1,893.3
Low 1,866.7 1,877.5 10.8 0.6% 1,844.7
Close 1,882.0 1,885.8 3.8 0.2% 1,885.8
Range 21.4 15.8 -5.6 -26.2% 48.6
ATR 44.3 42.2 -2.0 -4.6% 0.0
Volume 472 165 -307 -65.0% 951
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,932.9 1,925.2 1,894.5
R3 1,917.1 1,909.4 1,890.1
R2 1,901.3 1,901.3 1,888.7
R1 1,893.6 1,893.6 1,887.2 1,889.6
PP 1,885.5 1,885.5 1,885.5 1,883.5
S1 1,877.8 1,877.8 1,884.4 1,873.8
S2 1,869.7 1,869.7 1,882.9
S3 1,853.9 1,862.0 1,881.5
S4 1,838.1 1,846.2 1,877.1
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,020.4 2,001.7 1,912.5
R3 1,971.8 1,953.1 1,899.2
R2 1,923.2 1,923.2 1,894.7
R1 1,904.5 1,904.5 1,890.3 1,913.9
PP 1,874.6 1,874.6 1,874.6 1,879.3
S1 1,855.9 1,855.9 1,881.3 1,865.3
S2 1,826.0 1,826.0 1,876.9
S3 1,777.4 1,807.3 1,872.4
S4 1,728.8 1,758.7 1,859.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,893.3 1,844.7 48.6 2.6% 24.4 1.3% 85% True False 265
10 1,927.6 1,836.9 90.7 4.8% 32.1 1.7% 54% False False 322
20 1,927.6 1,774.0 153.6 8.1% 42.5 2.3% 73% False False 302
40 1,927.6 1,658.9 268.7 14.2% 47.6 2.5% 84% False False 184
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1,960.5
2.618 1,934.7
1.618 1,918.9
1.000 1,909.1
0.618 1,903.1
HIGH 1,893.3
0.618 1,887.3
0.500 1,885.4
0.382 1,883.5
LOW 1,877.5
0.618 1,867.7
1.000 1,861.7
1.618 1,851.9
2.618 1,836.1
4.250 1,810.4
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 1,885.7 1,881.6
PP 1,885.5 1,877.4
S1 1,885.4 1,873.3

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

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