CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 2,202.4 2,226.2 23.8 1.1% 2,244.6
High 2,245.3 2,233.3 -12.0 -0.5% 2,287.3
Low 2,169.6 2,208.9 39.3 1.8% 2,169.6
Close 2,233.0 2,212.4 -20.6 -0.9% 2,233.0
Range 75.7 24.4 -51.3 -67.8% 117.7
ATR 44.4 43.0 -1.4 -3.2% 0.0
Volume 78 27 -51 -65.4% 440
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,291.4 2,276.3 2,225.8
R3 2,267.0 2,251.9 2,219.1
R2 2,242.6 2,242.6 2,216.9
R1 2,227.5 2,227.5 2,214.6 2,222.9
PP 2,218.2 2,218.2 2,218.2 2,215.9
S1 2,203.1 2,203.1 2,210.2 2,198.5
S2 2,193.8 2,193.8 2,207.9
S3 2,169.4 2,178.7 2,205.7
S4 2,145.0 2,154.3 2,199.0
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,583.1 2,525.7 2,297.7
R3 2,465.4 2,408.0 2,265.4
R2 2,347.7 2,347.7 2,254.6
R1 2,290.3 2,290.3 2,243.8 2,260.2
PP 2,230.0 2,230.0 2,230.0 2,214.9
S1 2,172.6 2,172.6 2,222.2 2,142.5
S2 2,112.3 2,112.3 2,211.4
S3 1,994.6 2,054.9 2,200.6
S4 1,876.9 1,937.2 2,168.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,284.4 2,169.6 114.8 5.2% 49.3 2.2% 37% False False 69
10 2,287.3 2,161.6 125.7 5.7% 46.7 2.1% 40% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,337.0
2.618 2,297.2
1.618 2,272.8
1.000 2,257.7
0.618 2,248.4
HIGH 2,233.3
0.618 2,224.0
0.500 2,221.1
0.382 2,218.2
LOW 2,208.9
0.618 2,193.8
1.000 2,184.5
1.618 2,169.4
2.618 2,145.0
4.250 2,105.2
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 2,221.1 2,211.2
PP 2,218.2 2,210.0
S1 2,215.3 2,208.9

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

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