CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 10-Mar-2022

Day Change Summary
	Previous	Current
	09-Mar-2022	10-Mar-2022	Change	Change %	Previous Week
Open	1,951.4	2,014.1	62.7	3.2%	2,012.4
High	2,023.1	2,015.4	-7.7	-0.4%	2,071.3
Low	1,951.0	1,977.7	26.7	1.4%	1,971.7
Close	2,014.3	2,010.9	-3.4	-0.2%	1,999.8
Range	72.1	37.7	-34.4	-47.7%	99.6
ATR	67.1	65.0	-2.1	-3.1%	0.0
Volume	203,898	232,932	29,034	14.2%	1,197,259

Daily Pivots for day following 10-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,114.4	2,100.4	2,031.6
R3	2,076.7	2,062.7	2,021.3
R2	2,039.0	2,039.0	2,017.8
R1	2,025.0	2,025.0	2,014.4	2,013.2
PP	2,001.3	2,001.3	2,001.3	1,995.4
S1	1,987.3	1,987.3	2,007.4	1,975.5
S2	1,963.6	1,963.6	2,004.0
S3	1,925.9	1,949.6	2,000.5
S4	1,888.2	1,911.9	1,990.2

Weekly Pivots for week ending 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,313.1	2,256.0	2,054.6
R3	2,213.5	2,156.4	2,027.2
R2	2,113.9	2,113.9	2,018.1
R1	2,056.8	2,056.8	2,008.9	2,035.6
PP	2,014.3	2,014.3	2,014.3	2,003.6
S1	1,957.2	1,957.2	1,990.7	1,936.0
S2	1,914.7	1,914.7	1,981.5
S3	1,815.1	1,857.6	1,972.4
S4	1,715.5	1,758.0	1,945.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,036.4	1,922.6	113.8	5.7%	63.6	3.2%	78%	False	False	236,008
10	2,071.3	1,922.6	148.7	7.4%	68.5	3.4%	59%	False	False	239,972
20	2,103.9	1,883.1	220.8	11.0%	66.2	3.3%	58%	False	False	241,532
40	2,209.3	1,883.1	326.2	16.2%	65.7	3.3%	39%	False	False	265,457
60	2,288.6	1,883.1	405.5	20.2%	60.5	3.0%	32%	False	False	250,685
80	2,425.1	1,883.1	542.0	27.0%	60.4	3.0%	24%	False	False	197,514
100	2,458.2	1,883.1	575.1	28.6%	56.1	2.8%	22%	False	False	158,033
120	2,458.2	1,883.1	575.1	28.6%	53.6	2.7%	22%	False	False	131,716

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	17.4
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2,175.6
2.618	2,114.1
1.618	2,076.4
1.000	2,053.1
0.618	2,038.7
HIGH	2,015.4
0.618	2,001.0
0.500	1,996.6
0.382	1,992.1
LOW	1,977.7
0.618	1,954.4
1.000	1,940.0
1.618	1,916.7
2.618	1,879.0
4.250	1,817.5

Fisher Pivots for day following 10-Mar-2022
Pivot	1 day	3 day
R1	2,006.1	1,998.2
PP	2,001.3	1,985.5
S1	1,996.6	1,972.9

Download as Excel Spreadsheet

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

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