CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 1,663.6 1,662.8 -0.8 0.0% 1,711.0
High 1,687.2 1,689.2 2.0 0.1% 1,718.0
Low 1,659.5 1,661.9 2.4 0.1% 1,656.1
Close 1,670.8 1,685.9 15.1 0.9% 1,661.8
Range 27.7 27.3 -0.4 -1.4% 61.9
ATR 32.1 31.7 -0.3 -1.1% 0.0
Volume 159 120 -39 -24.5% 1,016
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,760.9 1,750.7 1,700.9
R3 1,733.6 1,723.4 1,693.4
R2 1,706.3 1,706.3 1,690.9
R1 1,696.1 1,696.1 1,688.4 1,701.2
PP 1,679.0 1,679.0 1,679.0 1,681.6
S1 1,668.8 1,668.8 1,683.4 1,673.9
S2 1,651.7 1,651.7 1,680.9
S3 1,624.4 1,641.5 1,678.4
S4 1,597.1 1,614.2 1,670.9
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,864.3 1,825.0 1,695.8
R3 1,802.4 1,763.1 1,678.8
R2 1,740.5 1,740.5 1,673.1
R1 1,701.2 1,701.2 1,667.5 1,689.9
PP 1,678.6 1,678.6 1,678.6 1,673.0
S1 1,639.3 1,639.3 1,656.1 1,628.0
S2 1,616.7 1,616.7 1,650.5
S3 1,554.8 1,577.4 1,644.8
S4 1,492.9 1,515.5 1,627.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,706.6 1,656.1 50.5 3.0% 30.9 1.8% 59% False False 174
10 1,798.1 1,656.1 142.0 8.4% 31.0 1.8% 21% False False 176
20 1,821.8 1,656.1 165.7 9.8% 33.5 2.0% 18% False False 169
40 1,931.0 1,656.1 274.9 16.3% 28.7 1.7% 11% False False 134
60 2,000.4 1,656.1 344.3 20.4% 26.1 1.5% 9% False False 90
80 2,052.8 1,656.1 396.7 23.5% 24.1 1.4% 8% False False 68
100 2,052.8 1,656.1 396.7 23.5% 21.5 1.3% 8% False False 54
120 2,052.8 1,656.1 396.7 23.5% 17.9 1.1% 8% False False 45
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,805.2
2.618 1,760.7
1.618 1,733.4
1.000 1,716.5
0.618 1,706.1
HIGH 1,689.2
0.618 1,678.8
0.500 1,675.6
0.382 1,672.3
LOW 1,661.9
0.618 1,645.0
1.000 1,634.6
1.618 1,617.7
2.618 1,590.4
4.250 1,545.9
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 1,682.5 1,682.2
PP 1,679.0 1,678.4
S1 1,675.6 1,674.7

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

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