CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	1,822.0	1,800.0	-22.0	-1.2%	1,725.8
High	1,831.4	1,824.0	-7.4	-0.4%	1,857.3
Low	1,789.0	1,799.2	10.2	0.6%	1,713.0
Close	1,797.9	1,821.4	23.5	1.3%	1,821.4
Range	42.4	24.8	-17.6	-41.5%	144.3
ATR	37.6	36.8	-0.8	-2.2%	0.0
Volume	311	269	-42	-13.5%	1,573

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,889.3	1,880.1	1,835.0
R3	1,864.5	1,855.3	1,828.2
R2	1,839.7	1,839.7	1,825.9
R1	1,830.5	1,830.5	1,823.7	1,835.1
PP	1,814.9	1,814.9	1,814.9	1,817.2
S1	1,805.7	1,805.7	1,819.1	1,810.3
S2	1,790.1	1,790.1	1,816.9
S3	1,765.3	1,780.9	1,814.6
S4	1,740.5	1,756.1	1,807.8

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	1,713.0	144.3	7.9%	45.2	2.5%	75%	False	False	314
10	1,857.3	1,705.7	151.6	8.3%	38.1	2.1%	76%	False	False	262
20	1,857.3	1,656.1	201.2	11.0%	35.6	2.0%	82%	False	False	235
40	1,857.3	1,656.1	201.2	11.0%	35.2	1.9%	82%	False	False	196
60	1,970.8	1,656.1	314.7	17.3%	29.6	1.6%	53%	False	False	147
80	2,052.8	1,656.1	396.7	21.8%	27.5	1.5%	42%	False	False	111
100	2,052.8	1,656.1	396.7	21.8%	25.5	1.4%	42%	False	False	89
120	2,052.8	1,656.1	396.7	21.8%	22.1	1.2%	42%	False	False	74

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,929.4
2.618	1,888.9
1.618	1,864.1
1.000	1,848.8
0.618	1,839.3
HIGH	1,824.0
0.618	1,814.5
0.500	1,811.6
0.382	1,808.7
LOW	1,799.2
0.618	1,783.9
1.000	1,774.4
1.618	1,759.1
2.618	1,734.3
4.250	1,693.8

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	1,818.1	1,823.2
PP	1,814.9	1,822.6
S1	1,811.6	1,822.0

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