CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 1,823.6 1,834.4 10.8 0.6% 1,725.8
High 1,834.1 1,835.1 1.0 0.1% 1,857.3
Low 1,813.4 1,804.7 -8.7 -0.5% 1,713.0
Close 1,831.1 1,807.5 -23.6 -1.3% 1,821.4
Range 20.7 30.4 9.7 46.9% 144.3
ATR 35.6 35.3 -0.4 -1.0% 0.0
Volume 533 216 -317 -59.5% 1,573
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 1,907.0 1,887.6 1,824.2
R3 1,876.6 1,857.2 1,815.9
R2 1,846.2 1,846.2 1,813.1
R1 1,826.8 1,826.8 1,810.3 1,821.3
PP 1,815.8 1,815.8 1,815.8 1,813.0
S1 1,796.4 1,796.4 1,804.7 1,790.9
S2 1,785.4 1,785.4 1,801.9
S3 1,755.0 1,766.0 1,799.1
S4 1,724.6 1,735.6 1,790.8
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 2,230.1 2,170.1 1,900.8
R3 2,085.8 2,025.8 1,861.1
R2 1,941.5 1,941.5 1,847.9
R1 1,881.5 1,881.5 1,834.6 1,911.5
PP 1,797.2 1,797.2 1,797.2 1,812.3
S1 1,737.2 1,737.2 1,808.2 1,767.2
S2 1,652.9 1,652.9 1,794.9
S3 1,508.6 1,592.9 1,781.7
S4 1,364.3 1,448.6 1,742.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,857.3 1,789.0 68.3 3.8% 30.8 1.7% 27% False False 333
10 1,857.3 1,705.7 151.6 8.4% 37.7 2.1% 67% False False 319
20 1,857.3 1,656.1 201.2 11.1% 35.7 2.0% 75% False False 252
40 1,857.3 1,656.1 201.2 11.1% 35.3 2.0% 75% False False 211
60 1,970.8 1,656.1 314.7 17.4% 30.0 1.7% 48% False False 159
80 2,043.5 1,656.1 387.4 21.4% 27.5 1.5% 39% False False 120
100 2,052.8 1,656.1 396.7 21.9% 25.9 1.4% 38% False False 96
120 2,052.8 1,656.1 396.7 21.9% 22.6 1.2% 38% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,964.3
2.618 1,914.7
1.618 1,884.3
1.000 1,865.5
0.618 1,853.9
HIGH 1,835.1
0.618 1,823.5
0.500 1,819.9
0.382 1,816.3
LOW 1,804.7
0.618 1,785.9
1.000 1,774.3
1.618 1,755.5
2.618 1,725.1
4.250 1,675.5
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 1,819.9 1,817.2
PP 1,815.8 1,813.9
S1 1,811.6 1,810.7

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

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