CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 1,758.5 1,729.8 -28.7 -1.6% 1,753.0
High 1,766.2 1,732.2 -34.0 -1.9% 1,811.3
Low 1,727.9 1,706.6 -21.3 -1.2% 1,706.6
Close 1,730.9 1,707.9 -23.0 -1.3% 1,707.9
Range 38.3 25.6 -12.7 -33.2% 104.7
ATR 33.8 33.2 -0.6 -1.7% 0.0
Volume 193 208 15 7.8% 664
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,792.4 1,775.7 1,722.0
R3 1,766.8 1,750.1 1,714.9
R2 1,741.2 1,741.2 1,712.6
R1 1,724.5 1,724.5 1,710.2 1,720.1
PP 1,715.6 1,715.6 1,715.6 1,713.3
S1 1,698.9 1,698.9 1,705.6 1,694.5
S2 1,690.0 1,690.0 1,703.2
S3 1,664.4 1,673.3 1,700.9
S4 1,638.8 1,647.7 1,693.8
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 2,056.0 1,986.7 1,765.5
R3 1,951.3 1,882.0 1,736.7
R2 1,846.6 1,846.6 1,727.1
R1 1,777.3 1,777.3 1,717.5 1,759.6
PP 1,741.9 1,741.9 1,741.9 1,733.1
S1 1,672.6 1,672.6 1,698.3 1,654.9
S2 1,637.2 1,637.2 1,688.7
S3 1,532.5 1,567.9 1,679.1
S4 1,427.8 1,463.2 1,650.3
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 1,706.6 104.7 6.1% 35.8 2.1% 1% False True 132
10 1,821.8 1,706.6 115.2 6.7% 37.5 2.2% 1% False True 125
20 1,844.1 1,706.6 137.5 8.1% 34.9 2.0% 1% False True 157
40 1,970.8 1,706.6 264.2 15.5% 26.6 1.6% 0% False True 103
60 2,052.8 1,706.6 346.2 20.3% 24.8 1.5% 0% False True 69
80 2,052.8 1,706.6 346.2 20.3% 23.0 1.3% 0% False True 52
100 2,052.8 1,706.6 346.2 20.3% 19.4 1.1% 0% False True 41
120 2,052.8 1,706.6 346.2 20.3% 16.2 0.9% 0% False True 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.9
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,841.0
2.618 1,799.2
1.618 1,773.6
1.000 1,757.8
0.618 1,748.0
HIGH 1,732.2
0.618 1,722.4
0.500 1,719.4
0.382 1,716.4
LOW 1,706.6
0.618 1,690.8
1.000 1,681.0
1.618 1,665.2
2.618 1,639.6
4.250 1,597.8
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 1,719.4 1,752.4
PP 1,715.6 1,737.5
S1 1,711.7 1,722.7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.