CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 1,711.0 1,698.5 -12.5 -0.7% 1,753.0
High 1,716.8 1,718.0 1.2 0.1% 1,811.3
Low 1,689.2 1,695.9 6.7 0.4% 1,706.6
Close 1,693.7 1,706.5 12.8 0.8% 1,707.9
Range 27.6 22.1 -5.5 -19.9% 104.7
ATR 32.8 32.2 -0.6 -1.9% 0.0
Volume 364 60 -304 -83.5% 664
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,773.1 1,761.9 1,718.7
R3 1,751.0 1,739.8 1,712.6
R2 1,728.9 1,728.9 1,710.6
R1 1,717.7 1,717.7 1,708.5 1,723.3
PP 1,706.8 1,706.8 1,706.8 1,709.6
S1 1,695.6 1,695.6 1,704.5 1,701.2
S2 1,684.7 1,684.7 1,702.4
S3 1,662.6 1,673.5 1,700.4
S4 1,640.5 1,651.4 1,694.3
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 1,798.1 1,689.2 108.9 6.4% 31.1 1.8% 16% False False 178
10 1,821.8 1,689.2 132.6 7.8% 35.2 2.1% 13% False False 145
20 1,844.1 1,689.2 154.9 9.1% 34.9 2.0% 11% False False 170
40 1,970.8 1,689.2 281.6 16.5% 27.1 1.6% 6% False False 113
60 2,043.5 1,689.2 354.3 20.8% 24.8 1.5% 5% False False 76
80 2,052.8 1,689.2 363.6 21.3% 23.5 1.4% 5% False False 57
100 2,052.8 1,689.2 363.6 21.3% 19.9 1.2% 5% False False 46
120 2,052.8 1,689.2 363.6 21.3% 16.6 1.0% 5% False False 38
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 5.2
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,811.9
2.618 1,775.9
1.618 1,753.8
1.000 1,740.1
0.618 1,731.7
HIGH 1,718.0
0.618 1,709.6
0.500 1,707.0
0.382 1,704.3
LOW 1,695.9
0.618 1,682.2
1.000 1,673.8
1.618 1,660.1
2.618 1,638.0
4.250 1,602.0
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 1,707.0 1,710.7
PP 1,706.8 1,709.3
S1 1,706.7 1,707.9

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

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