CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 1,795.1 1,758.5 -36.6 -2.0% 1,766.2
High 1,798.1 1,766.2 -31.9 -1.8% 1,821.8
Low 1,756.4 1,727.9 -28.5 -1.6% 1,743.5
Close 1,758.8 1,730.9 -27.9 -1.6% 1,748.5
Range 41.7 38.3 -3.4 -8.2% 78.3
ATR 33.4 33.8 0.3 1.0% 0.0
Volume 66 193 127 192.4% 588
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,856.6 1,832.0 1,752.0
R3 1,818.3 1,793.7 1,741.4
R2 1,780.0 1,780.0 1,737.9
R1 1,755.4 1,755.4 1,734.4 1,748.6
PP 1,741.7 1,741.7 1,741.7 1,738.2
S1 1,717.1 1,717.1 1,727.4 1,710.3
S2 1,703.4 1,703.4 1,723.9
S3 1,665.1 1,678.8 1,720.4
S4 1,626.8 1,640.5 1,709.8
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 2,006.2 1,955.6 1,791.6
R3 1,927.9 1,877.3 1,770.0
R2 1,849.6 1,849.6 1,762.9
R1 1,799.0 1,799.0 1,755.7 1,785.2
PP 1,771.3 1,771.3 1,771.3 1,764.3
S1 1,720.7 1,720.7 1,741.3 1,706.9
S2 1,693.0 1,693.0 1,734.1
S3 1,614.7 1,642.4 1,727.0
S4 1,536.4 1,564.1 1,705.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,811.3 1,727.9 83.4 4.8% 36.7 2.1% 4% False True 102
10 1,821.8 1,727.9 93.9 5.4% 39.4 2.3% 3% False True 129
20 1,844.1 1,727.9 116.2 6.7% 34.4 2.0% 3% False True 152
40 1,970.8 1,727.9 242.9 14.0% 26.8 1.5% 1% False True 98
60 2,052.8 1,727.9 324.9 18.8% 25.1 1.5% 1% False True 65
80 2,052.8 1,727.9 324.9 18.8% 22.9 1.3% 1% False True 49
100 2,052.8 1,727.9 324.9 18.8% 19.2 1.1% 1% False True 39
120 2,052.8 1,727.9 324.9 18.8% 16.0 0.9% 1% False True 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 7.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,929.0
2.618 1,866.5
1.618 1,828.2
1.000 1,804.5
0.618 1,789.9
HIGH 1,766.2
0.618 1,751.6
0.500 1,747.1
0.382 1,742.5
LOW 1,727.9
0.618 1,704.2
1.000 1,689.6
1.618 1,665.9
2.618 1,627.6
4.250 1,565.1
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 1,747.1 1,769.6
PP 1,741.7 1,756.7
S1 1,736.3 1,743.8

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

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