CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 2,288.2 2,300.0 11.8 0.5% 2,282.1
High 2,299.8 2,353.8 54.0 2.3% 2,318.9
Low 2,282.3 2,282.3 0.0 0.0% 2,247.1
Close 2,293.0 2,352.1 59.1 2.6% 2,293.0
Range 17.5 71.5 54.0 308.6% 71.8
ATR 36.7 39.2 2.5 6.8% 0.0
Volume 43 73 30 69.8% 363
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,543.9 2,519.5 2,391.4
R3 2,472.4 2,448.0 2,371.8
R2 2,400.9 2,400.9 2,365.2
R1 2,376.5 2,376.5 2,358.7 2,388.7
PP 2,329.4 2,329.4 2,329.4 2,335.5
S1 2,305.0 2,305.0 2,345.5 2,317.2
S2 2,257.9 2,257.9 2,339.0
S3 2,186.4 2,233.5 2,332.4
S4 2,114.9 2,162.0 2,312.8
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,501.7 2,469.2 2,332.5
R3 2,429.9 2,397.4 2,312.7
R2 2,358.1 2,358.1 2,306.2
R1 2,325.6 2,325.6 2,299.6 2,341.9
PP 2,286.3 2,286.3 2,286.3 2,294.5
S1 2,253.8 2,253.8 2,286.4 2,270.1
S2 2,214.5 2,214.5 2,279.8
S3 2,142.7 2,182.0 2,273.3
S4 2,070.9 2,110.2 2,253.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,353.8 2,247.1 106.7 4.5% 43.4 1.8% 98% True False 64
10 2,353.8 2,247.1 106.7 4.5% 37.4 1.6% 98% True False 60
20 2,353.8 2,181.6 172.2 7.3% 35.4 1.5% 99% True False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,657.7
2.618 2,541.0
1.618 2,469.5
1.000 2,425.3
0.618 2,398.0
HIGH 2,353.8
0.618 2,326.5
0.500 2,318.1
0.382 2,309.6
LOW 2,282.3
0.618 2,238.1
1.000 2,210.8
1.618 2,166.6
2.618 2,095.1
4.250 1,978.4
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 2,340.8 2,335.0
PP 2,329.4 2,318.0
S1 2,318.1 2,300.9

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

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