CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 17-Mar-2023
Day Change Summary
Previous Current
16-Mar-2023 17-Mar-2023 Change Change % Previous Week
Open 1,745.4 1,768.3 22.9 1.3% 1,780.8
High 1,785.5 1,780.0 -5.5 -0.3% 1,810.8
Low 1,715.4 1,740.1 24.7 1.4% 1,715.0
Close 1,771.5 1,759.0 -12.5 -0.7% 1,759.0
Range 70.1 39.9 -30.2 -43.1% 95.8
ATR 49.0 48.4 -0.7 -1.3% 0.0
Volume 55,121 1,955 -53,166 -96.5% 855,091
Daily Pivots for day following 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1,879.4 1,859.1 1,781.0
R3 1,839.5 1,819.2 1,770.0
R2 1,799.6 1,799.6 1,766.3
R1 1,779.3 1,779.3 1,762.7 1,769.5
PP 1,759.7 1,759.7 1,759.7 1,754.8
S1 1,739.4 1,739.4 1,755.4 1,729.6
S2 1,719.8 1,719.8 1,751.7
S3 1,679.9 1,699.5 1,748.0
S4 1,640.0 1,659.6 1,737.1
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,049.0 1,999.8 1,811.7
R3 1,953.2 1,904.0 1,785.4
R2 1,857.4 1,857.4 1,776.6
R1 1,808.2 1,808.2 1,767.8 1,784.9
PP 1,761.6 1,761.6 1,761.6 1,750.0
S1 1,712.4 1,712.4 1,750.2 1,689.1
S2 1,665.8 1,665.8 1,741.4
S3 1,570.0 1,616.6 1,732.7
S4 1,474.2 1,520.8 1,706.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,810.8 1,715.0 95.8 5.4% 66.1 3.8% 46% False False 171,018
10 1,936.9 1,715.0 221.9 12.6% 57.9 3.3% 20% False False 206,637
20 1,953.2 1,715.0 238.2 13.5% 45.9 2.6% 18% False False 192,348
40 2,016.9 1,715.0 301.9 17.2% 42.6 2.4% 15% False False 193,944
60 2,016.9 1,715.0 301.9 17.2% 41.1 2.3% 15% False False 187,889
80 2,016.9 1,715.0 301.9 17.2% 40.9 2.3% 15% False False 164,081
100 2,016.9 1,715.0 301.9 17.2% 42.1 2.4% 15% False False 131,318
120 2,016.9 1,658.9 358.0 20.4% 44.3 2.5% 28% False False 109,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,949.6
2.618 1,884.5
1.618 1,844.6
1.000 1,819.9
0.618 1,804.7
HIGH 1,780.0
0.618 1,764.8
0.500 1,760.1
0.382 1,755.3
LOW 1,740.1
0.618 1,715.4
1.000 1,700.2
1.618 1,675.5
2.618 1,635.6
4.250 1,570.5
Fisher Pivots for day following 17-Mar-2023
Pivot 1 day 3 day
R1 1,760.1 1,756.3
PP 1,759.7 1,753.6
S1 1,759.4 1,751.0

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

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