CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 2,376.6 2,364.8 -11.8 -0.5% 2,418.5
High 2,384.1 2,375.5 -8.6 -0.4% 2,425.1
Low 2,344.3 2,328.4 -15.9 -0.7% 2,328.4
Close 2,362.9 2,341.4 -21.5 -0.9% 2,341.4
Range 39.8 47.1 7.3 18.3% 96.7
ATR 37.7 38.4 0.7 1.8% 0.0
Volume 384 871 487 126.8% 2,472
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,489.7 2,462.7 2,367.3
R3 2,442.6 2,415.6 2,354.4
R2 2,395.5 2,395.5 2,350.0
R1 2,368.5 2,368.5 2,345.7 2,358.5
PP 2,348.4 2,348.4 2,348.4 2,343.4
S1 2,321.4 2,321.4 2,337.1 2,311.4
S2 2,301.3 2,301.3 2,332.8
S3 2,254.2 2,274.3 2,328.4
S4 2,207.1 2,227.2 2,315.5
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,655.1 2,594.9 2,394.6
R3 2,558.4 2,498.2 2,368.0
R2 2,461.7 2,461.7 2,359.1
R1 2,401.5 2,401.5 2,350.3 2,383.3
PP 2,365.0 2,365.0 2,365.0 2,355.8
S1 2,304.8 2,304.8 2,332.5 2,286.6
S2 2,268.3 2,268.3 2,323.7
S3 2,171.6 2,208.1 2,314.8
S4 2,074.9 2,111.4 2,288.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,425.1 2,328.4 96.7 4.1% 36.7 1.6% 13% False True 494
10 2,458.2 2,328.4 129.8 5.5% 37.4 1.6% 10% False True 335
20 2,458.2 2,247.1 211.1 9.0% 39.8 1.7% 45% False False 218
40 2,458.2 2,169.6 288.6 12.3% 38.5 1.6% 60% False False 177
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 8.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,575.7
2.618 2,498.8
1.618 2,451.7
1.000 2,422.6
0.618 2,404.6
HIGH 2,375.5
0.618 2,357.5
0.500 2,352.0
0.382 2,346.4
LOW 2,328.4
0.618 2,299.3
1.000 2,281.3
1.618 2,252.2
2.618 2,205.1
4.250 2,128.2
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 2,352.0 2,365.9
PP 2,348.4 2,357.7
S1 2,344.9 2,349.6

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

View Archives - Comment on this page... - Back to Index of Symbols