CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 23-Nov-2021
Day Change Summary
Previous Current
22-Nov-2021 23-Nov-2021 Change Change % Previous Week
Open 2,344.8 2,337.4 -7.4 -0.3% 2,418.5
High 2,370.9 2,343.5 -27.4 -1.2% 2,425.1
Low 2,325.7 2,299.8 -25.9 -1.1% 2,328.4
Close 2,330.8 2,327.8 -3.0 -0.1% 2,341.4
Range 45.2 43.7 -1.5 -3.3% 96.7
ATR 38.9 39.2 0.3 0.9% 0.0
Volume 460 1,440 980 213.0% 2,472
Daily Pivots for day following 23-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,454.8 2,435.0 2,351.8
R3 2,411.1 2,391.3 2,339.8
R2 2,367.4 2,367.4 2,335.8
R1 2,347.6 2,347.6 2,331.8 2,335.7
PP 2,323.7 2,323.7 2,323.7 2,317.7
S1 2,303.9 2,303.9 2,323.8 2,292.0
S2 2,280.0 2,280.0 2,319.8
S3 2,236.3 2,260.2 2,315.8
S4 2,192.6 2,216.5 2,303.8
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 2,403.3 2,299.8 103.5 4.4% 42.7 1.8% 27% False True 753
10 2,428.7 2,299.8 128.9 5.5% 37.3 1.6% 22% False True 487
20 2,458.2 2,247.1 211.1 9.1% 40.6 1.7% 38% False False 304
40 2,458.2 2,169.6 288.6 12.4% 37.9 1.6% 55% False False 218
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,529.2
2.618 2,457.9
1.618 2,414.2
1.000 2,387.2
0.618 2,370.5
HIGH 2,343.5
0.618 2,326.8
0.500 2,321.7
0.382 2,316.5
LOW 2,299.8
0.618 2,272.8
1.000 2,256.1
1.618 2,229.1
2.618 2,185.4
4.250 2,114.1
Fisher Pivots for day following 23-Nov-2021
Pivot 1 day 3 day
R1 2,325.8 2,337.7
PP 2,323.7 2,334.4
S1 2,321.7 2,331.1

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

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