CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 1,827.1 1,780.8 -46.3 -2.5% 1,930.1
High 1,838.6 1,810.8 -27.8 -1.5% 1,936.9
Low 1,754.5 1,722.6 -31.9 -1.8% 1,754.5
Close 1,772.7 1,745.1 -27.6 -1.6% 1,772.7
Range 84.1 88.2 4.1 4.9% 182.4
ATR 41.0 44.4 3.4 8.2% 0.0
Volume 450,514 464,481 13,967 3.1% 1,211,279
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,024.1 1,972.8 1,793.6
R3 1,935.9 1,884.6 1,769.4
R2 1,847.7 1,847.7 1,761.3
R1 1,796.4 1,796.4 1,753.2 1,778.0
PP 1,759.5 1,759.5 1,759.5 1,750.3
S1 1,708.2 1,708.2 1,737.0 1,689.8
S2 1,671.3 1,671.3 1,728.9
S3 1,583.1 1,620.0 1,720.8
S4 1,494.9 1,531.8 1,696.6
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 1,909.6 1,722.6 187.0 10.7% 58.7 3.4% 12% False True 299,731
10 1,936.9 1,722.6 214.3 12.3% 45.7 2.6% 10% False True 233,103
20 1,970.3 1,722.6 247.7 14.2% 41.8 2.4% 9% False True 210,622
40 2,016.9 1,722.6 294.3 16.9% 40.0 2.3% 8% False True 203,564
60 2,016.9 1,722.6 294.3 16.9% 40.1 2.3% 8% False True 196,582
80 2,016.9 1,722.6 294.3 16.9% 39.9 2.3% 8% False True 159,225
100 2,016.9 1,711.7 305.2 17.5% 41.9 2.4% 11% False False 127,415
120 2,016.9 1,658.9 358.0 20.5% 44.2 2.5% 24% False False 106,187
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 10.3
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 2,185.7
2.618 2,041.7
1.618 1,953.5
1.000 1,899.0
0.618 1,865.3
HIGH 1,810.8
0.618 1,777.1
0.500 1,766.7
0.382 1,756.3
LOW 1,722.6
0.618 1,668.1
1.000 1,634.4
1.618 1,579.9
2.618 1,491.7
4.250 1,347.8
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 1,766.7 1,804.5
PP 1,759.5 1,784.7
S1 1,752.3 1,764.9

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

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