CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 1,880.2 1,881.5 1.3 0.1% 1,890.5
High 1,890.3 1,886.3 -4.0 -0.2% 1,934.8
Low 1,865.0 1,823.7 -41.3 -2.2% 1,876.2
Close 1,880.3 1,827.2 -53.1 -2.8% 1,930.8
Range 25.3 62.6 37.3 147.4% 58.6
ATR 35.8 37.7 1.9 5.3% 0.0
Volume 169,296 252,853 83,557 49.4% 806,642
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,033.5 1,993.0 1,861.6
R3 1,970.9 1,930.4 1,844.4
R2 1,908.3 1,908.3 1,838.7
R1 1,867.8 1,867.8 1,832.9 1,856.8
PP 1,845.7 1,845.7 1,845.7 1,840.2
S1 1,805.2 1,805.2 1,821.5 1,794.2
S2 1,783.1 1,783.1 1,815.7
S3 1,720.5 1,742.6 1,810.0
S4 1,657.9 1,680.0 1,792.8
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,089.7 2,068.9 1,963.0
R3 2,031.1 2,010.3 1,946.9
R2 1,972.5 1,972.5 1,941.5
R1 1,951.7 1,951.7 1,936.2 1,962.1
PP 1,913.9 1,913.9 1,913.9 1,919.2
S1 1,893.1 1,893.1 1,925.4 1,903.5
S2 1,855.3 1,855.3 1,920.1
S3 1,796.7 1,834.5 1,914.7
S4 1,738.1 1,775.9 1,898.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,936.9 1,823.7 113.2 6.2% 40.2 2.2% 3% False True 183,354
10 1,936.9 1,823.7 113.2 6.2% 35.4 1.9% 3% False True 176,362
20 1,973.1 1,823.7 149.4 8.2% 37.1 2.0% 2% False True 183,693
40 2,016.9 1,823.7 193.2 10.6% 37.5 2.1% 2% False True 191,008
60 2,016.9 1,730.8 286.1 15.7% 39.0 2.1% 34% False False 192,719
80 2,016.9 1,730.8 286.1 15.7% 38.5 2.1% 34% False False 147,790
100 2,016.9 1,702.0 314.9 17.2% 41.4 2.3% 40% False False 118,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 2,152.4
2.618 2,050.2
1.618 1,987.6
1.000 1,948.9
0.618 1,925.0
HIGH 1,886.3
0.618 1,862.4
0.500 1,855.0
0.382 1,847.6
LOW 1,823.7
0.618 1,785.0
1.000 1,761.1
1.618 1,722.4
2.618 1,659.8
4.250 1,557.7
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 1,855.0 1,866.7
PP 1,845.7 1,853.5
S1 1,836.5 1,840.4

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

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