CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 1,792.1 1,758.6 -33.5 -1.9% 1,814.0
High 1,794.8 1,767.0 -27.8 -1.5% 1,844.1
Low 1,754.2 1,740.0 -14.2 -0.8% 1,796.8
Close 1,760.9 1,762.0 1.1 0.1% 1,818.6
Range 40.6 27.0 -13.6 -33.5% 47.3
ATR 27.8 27.7 -0.1 -0.2% 0.0
Volume 123 372 249 202.4% 725
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,837.3 1,826.7 1,776.9
R3 1,810.3 1,799.7 1,769.4
R2 1,783.3 1,783.3 1,767.0
R1 1,772.7 1,772.7 1,764.5 1,778.0
PP 1,756.3 1,756.3 1,756.3 1,759.0
S1 1,745.7 1,745.7 1,759.5 1,751.0
S2 1,729.3 1,729.3 1,757.1
S3 1,702.3 1,718.7 1,754.6
S4 1,675.3 1,691.7 1,747.2
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1,961.7 1,937.5 1,844.6
R3 1,914.4 1,890.2 1,831.6
R2 1,867.1 1,867.1 1,827.3
R1 1,842.9 1,842.9 1,822.9 1,855.0
PP 1,819.8 1,819.8 1,819.8 1,825.9
S1 1,795.6 1,795.6 1,814.3 1,807.7
S2 1,772.5 1,772.5 1,809.9
S3 1,725.2 1,748.3 1,805.6
S4 1,677.9 1,701.0 1,792.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,844.1 1,740.0 104.1 5.9% 36.8 2.1% 21% False True 221
10 1,844.1 1,740.0 104.1 5.9% 30.1 1.7% 21% False True 161
20 1,907.1 1,740.0 167.1 9.5% 24.0 1.4% 13% False True 117
40 2,000.4 1,740.0 260.4 14.8% 22.5 1.3% 8% False True 60
60 2,052.8 1,740.0 312.8 17.8% 21.0 1.2% 7% False True 40
80 2,052.8 1,740.0 312.8 17.8% 18.8 1.1% 7% False True 30
100 2,052.8 1,740.0 312.8 17.8% 15.1 0.9% 7% False True 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,881.8
2.618 1,837.7
1.618 1,810.7
1.000 1,794.0
0.618 1,783.7
HIGH 1,767.0
0.618 1,756.7
0.500 1,753.5
0.382 1,750.3
LOW 1,740.0
0.618 1,723.3
1.000 1,713.0
1.618 1,696.3
2.618 1,669.3
4.250 1,625.3
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 1,759.2 1,788.9
PP 1,756.3 1,779.9
S1 1,753.5 1,771.0

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

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