CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 1,911.9 1,898.0 -13.9 -0.7% 1,880.7
High 1,921.3 1,917.7 -3.6 -0.2% 1,921.3
Low 1,890.9 1,858.8 -32.1 -1.7% 1,836.9
Close 1,899.2 1,910.1 10.9 0.6% 1,910.1
Range 30.4 58.9 28.5 93.8% 84.4
ATR 42.1 43.3 1.2 2.8% 0.0
Volume 674 917 243 36.1% 5,367
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 2,072.2 2,050.1 1,942.5
R3 2,013.3 1,991.2 1,926.3
R2 1,954.4 1,954.4 1,920.9
R1 1,932.3 1,932.3 1,915.5 1,943.4
PP 1,895.5 1,895.5 1,895.5 1,901.1
S1 1,873.4 1,873.4 1,904.7 1,884.5
S2 1,836.6 1,836.6 1,899.3
S3 1,777.7 1,814.5 1,893.9
S4 1,718.8 1,755.6 1,877.7
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 2,142.6 2,110.8 1,956.5
R3 2,058.2 2,026.4 1,933.3
R2 1,973.8 1,973.8 1,925.6
R1 1,942.0 1,942.0 1,917.8 1,957.9
PP 1,889.4 1,889.4 1,889.4 1,897.4
S1 1,857.6 1,857.6 1,902.4 1,873.5
S2 1,805.0 1,805.0 1,894.6
S3 1,720.6 1,773.2 1,886.9
S4 1,636.2 1,688.8 1,863.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,921.3 1,836.9 84.4 4.4% 44.2 2.3% 87% False False 1,073
10 1,921.3 1,836.9 84.4 4.4% 34.3 1.8% 87% False False 669
20 1,927.6 1,774.2 153.4 8.0% 41.9 2.2% 89% False False 526
40 1,927.6 1,658.9 268.7 14.1% 47.0 2.5% 93% False False 309
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,168.0
2.618 2,071.9
1.618 2,013.0
1.000 1,976.6
0.618 1,954.1
HIGH 1,917.7
0.618 1,895.2
0.500 1,888.3
0.382 1,881.3
LOW 1,858.8
0.618 1,822.4
1.000 1,799.9
1.618 1,763.5
2.618 1,704.6
4.250 1,608.5
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 1,902.8 1,899.8
PP 1,895.5 1,889.4
S1 1,888.3 1,879.1

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

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