CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 1,881.5 1,827.1 -54.4 -2.9% 1,930.1
High 1,886.3 1,838.6 -47.7 -2.5% 1,936.9
Low 1,823.7 1,754.5 -69.2 -3.8% 1,754.5
Close 1,827.2 1,772.7 -54.5 -3.0% 1,772.7
Range 62.6 84.1 21.5 34.3% 182.4
ATR 37.7 41.0 3.3 8.8% 0.0
Volume 252,853 450,514 197,661 78.2% 1,211,279
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,040.9 1,990.9 1,819.0
R3 1,956.8 1,906.8 1,795.8
R2 1,872.7 1,872.7 1,788.1
R1 1,822.7 1,822.7 1,780.4 1,805.7
PP 1,788.6 1,788.6 1,788.6 1,780.1
S1 1,738.6 1,738.6 1,765.0 1,721.6
S2 1,704.5 1,704.5 1,757.3
S3 1,620.4 1,654.5 1,749.6
S4 1,536.3 1,570.4 1,726.4
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,368.6 2,253.0 1,873.0
R3 2,186.2 2,070.6 1,822.9
R2 2,003.8 2,003.8 1,806.1
R1 1,888.2 1,888.2 1,789.4 1,854.8
PP 1,821.4 1,821.4 1,821.4 1,804.7
S1 1,705.8 1,705.8 1,756.0 1,672.4
S2 1,639.0 1,639.0 1,739.3
S3 1,456.6 1,523.4 1,722.5
S4 1,274.2 1,341.0 1,672.4
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 1,754.5 182.4 10.3% 49.7 2.8% 10% False True 242,255
10 1,936.9 1,754.5 182.4 10.3% 39.8 2.2% 10% False True 201,792
20 1,970.3 1,754.5 215.8 12.2% 38.5 2.2% 8% False True 196,803
40 2,016.9 1,754.5 262.4 14.8% 38.9 2.2% 7% False True 198,029
60 2,016.9 1,730.8 286.1 16.1% 39.9 2.2% 15% False False 194,512
80 2,016.9 1,730.8 286.1 16.1% 39.2 2.2% 15% False False 153,420
100 2,016.9 1,711.7 305.2 17.2% 41.5 2.3% 20% False False 122,771
120 2,016.9 1,658.9 358.0 20.2% 43.8 2.5% 32% False False 102,317
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 7.4
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 2,196.0
2.618 2,058.8
1.618 1,974.7
1.000 1,922.7
0.618 1,890.6
HIGH 1,838.6
0.618 1,806.5
0.500 1,796.6
0.382 1,786.6
LOW 1,754.5
0.618 1,702.5
1.000 1,670.4
1.618 1,618.4
2.618 1,534.3
4.250 1,397.1
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 1,796.6 1,822.4
PP 1,788.6 1,805.8
S1 1,780.7 1,789.3

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

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