CME E-mini Russell 2000 Index Futures March 2021

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	1,517.0	1,519.0	2.0	0.1%	1,477.9
High	1,526.2	1,538.1	11.9	0.8%	1,538.1
Low	1,498.3	1,488.9	-9.4	-0.6%	1,477.9
Close	1,524.2	1,530.7	6.5	0.4%	1,530.7
Range	27.9	49.2	21.3	76.3%	60.2
ATR	35.5	36.5	1.0	2.8%	0.0
Volume	27	63	36	133.3%	232

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,666.8	1,648.0	1,557.8
R3	1,617.6	1,598.8	1,544.2
R2	1,568.4	1,568.4	1,539.7
R1	1,549.6	1,549.6	1,535.2	1,559.0
PP	1,519.2	1,519.2	1,519.2	1,524.0
S1	1,500.4	1,500.4	1,526.2	1,509.8
S2	1,470.0	1,470.0	1,521.7
S3	1,420.8	1,451.2	1,517.2
S4	1,371.6	1,402.0	1,503.6

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1,696.2	1,673.6	1,563.8
R3	1,636.0	1,613.4	1,547.3
R2	1,575.8	1,575.8	1,541.7
R1	1,553.2	1,553.2	1,536.2	1,564.5
PP	1,515.6	1,515.6	1,515.6	1,521.2
S1	1,493.0	1,493.0	1,525.2	1,504.3
S2	1,455.4	1,455.4	1,519.7
S3	1,395.2	1,432.8	1,514.1
S4	1,335.0	1,372.6	1,497.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,538.1	1,477.9	60.2	3.9%	34.2	2.2%	88%	True	False	46
10	1,538.1	1,424.4	113.7	7.4%	41.0	2.7%	93%	True	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,747.2
2.618	1,666.9
1.618	1,617.7
1.000	1,587.3
0.618	1,568.5
HIGH	1,538.1
0.618	1,519.3
0.500	1,513.5
0.382	1,507.7
LOW	1,488.9
0.618	1,458.5
1.000	1,439.7
1.618	1,409.3
2.618	1,360.1
4.250	1,279.8

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	1,525.0	1,524.1
PP	1,519.2	1,517.4
S1	1,513.5	1,510.8

Download as Excel Spreadsheet

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

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