CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 01-Mar-2023
Day Change Summary
Previous Current
28-Feb-2023 01-Mar-2023 Change Change % Previous Week
Open 1,900.7 1,900.7 0.0 0.0% 1,949.3
High 1,916.7 1,911.0 -5.7 -0.3% 1,951.7
Low 1,889.1 1,887.5 -1.6 -0.1% 1,874.3
Close 1,899.1 1,899.8 0.7 0.0% 1,891.6
Range 27.6 23.5 -4.1 -14.9% 77.4
ATR 37.7 36.7 -1.0 -2.7% 0.0
Volume 162,464 180,699 18,235 11.2% 778,778
Daily Pivots for day following 01-Mar-2023
Classic Woodie Camarilla DeMark
R4 1,969.9 1,958.4 1,912.7
R3 1,946.4 1,934.9 1,906.3
R2 1,922.9 1,922.9 1,904.1
R1 1,911.4 1,911.4 1,902.0 1,905.4
PP 1,899.4 1,899.4 1,899.4 1,896.5
S1 1,887.9 1,887.9 1,897.6 1,881.9
S2 1,875.9 1,875.9 1,895.5
S3 1,852.4 1,864.4 1,893.3
S4 1,828.9 1,840.9 1,886.9
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 2,138.1 2,092.2 1,934.2
R3 2,060.7 2,014.8 1,912.9
R2 1,983.3 1,983.3 1,905.8
R1 1,937.4 1,937.4 1,898.7 1,921.7
PP 1,905.9 1,905.9 1,905.9 1,898.0
S1 1,860.0 1,860.0 1,884.5 1,844.3
S2 1,828.5 1,828.5 1,877.4
S3 1,751.1 1,782.6 1,870.3
S4 1,673.7 1,705.2 1,849.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,921.0 1,874.3 46.7 2.5% 31.5 1.7% 55% False False 176,112
10 1,970.3 1,874.3 96.0 5.1% 35.2 1.9% 27% False False 184,753
20 2,016.9 1,874.3 142.6 7.5% 38.6 2.0% 18% False False 198,130
40 2,016.9 1,745.4 271.5 14.3% 37.7 2.0% 57% False False 193,211
60 2,016.9 1,730.8 286.1 15.1% 39.5 2.1% 59% False False 179,044
80 2,016.9 1,730.8 286.1 15.1% 39.8 2.1% 59% False False 134,408
100 2,016.9 1,658.9 358.0 18.8% 42.2 2.2% 67% False False 107,541
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,010.9
2.618 1,972.5
1.618 1,949.0
1.000 1,934.5
0.618 1,925.5
HIGH 1,911.0
0.618 1,902.0
0.500 1,899.3
0.382 1,896.5
LOW 1,887.5
0.618 1,873.0
1.000 1,864.0
1.618 1,849.5
2.618 1,826.0
4.250 1,787.6
Fisher Pivots for day following 01-Mar-2023
Pivot 1 day 3 day
R1 1,899.6 1,903.3
PP 1,899.4 1,902.1
S1 1,899.3 1,901.0

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

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