CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 1,886.1 1,880.7 -5.4 -0.3% 1,862.2
High 1,893.3 1,881.6 -11.7 -0.6% 1,893.3
Low 1,877.5 1,842.4 -35.1 -1.9% 1,844.7
Close 1,885.8 1,848.3 -37.5 -2.0% 1,885.8
Range 15.8 39.2 23.4 148.1% 48.6
ATR 42.2 42.3 0.1 0.2% 0.0
Volume 165 1,105 940 569.7% 951
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,975.0 1,950.9 1,869.9
R3 1,935.8 1,911.7 1,859.1
R2 1,896.6 1,896.6 1,855.5
R1 1,872.5 1,872.5 1,851.9 1,865.0
PP 1,857.4 1,857.4 1,857.4 1,853.7
S1 1,833.3 1,833.3 1,844.7 1,825.8
S2 1,818.2 1,818.2 1,841.1
S3 1,779.0 1,794.1 1,837.5
S4 1,739.8 1,754.9 1,826.7
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 1,842.4 50.9 2.8% 26.2 1.4% 12% False True 411
10 1,927.6 1,836.9 90.7 4.9% 32.6 1.8% 13% False False 426
20 1,927.6 1,774.0 153.6 8.3% 41.4 2.2% 48% False False 353
40 1,927.6 1,658.9 268.7 14.5% 47.4 2.6% 70% False False 211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,048.2
2.618 1,984.2
1.618 1,945.0
1.000 1,920.8
0.618 1,905.8
HIGH 1,881.6
0.618 1,866.6
0.500 1,862.0
0.382 1,857.4
LOW 1,842.4
0.618 1,818.2
1.000 1,803.2
1.618 1,779.0
2.618 1,739.8
4.250 1,675.8
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 1,862.0 1,867.9
PP 1,857.4 1,861.3
S1 1,852.9 1,854.8

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

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