CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	1,896.9	1,886.5	-10.4	-0.5%	1,819.5
High	1,910.0	1,927.6	17.6	0.9%	1,920.5
Low	1,880.5	1,885.4	4.9	0.3%	1,774.2
Close	1,881.4	1,908.9	27.5	1.5%	1,902.0
Range	29.5	42.2	12.7	43.1%	146.3
ATR	51.5	51.1	-0.4	-0.7%	0.0
Volume	101	233	132	130.7%	1,607

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,033.9	2,013.6	1,932.1
R3	1,991.7	1,971.4	1,920.5
R2	1,949.5	1,949.5	1,916.6
R1	1,929.2	1,929.2	1,912.8	1,939.4
PP	1,907.3	1,907.3	1,907.3	1,912.4
S1	1,887.0	1,887.0	1,905.0	1,897.2
S2	1,865.1	1,865.1	1,901.2
S3	1,822.9	1,844.8	1,897.3
S4	1,780.7	1,802.6	1,885.7

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,304.5	2,249.5	1,982.5
R3	2,158.2	2,103.2	1,942.2
R2	2,011.9	2,011.9	1,928.8
R1	1,956.9	1,956.9	1,915.4	1,984.4
PP	1,865.6	1,865.6	1,865.6	1,879.3
S1	1,810.6	1,810.6	1,888.6	1,838.1
S2	1,719.3	1,719.3	1,875.2
S3	1,573.0	1,664.3	1,861.8
S4	1,426.7	1,518.0	1,821.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,927.6	1,774.2	153.4	8.0%	55.5	2.9%	88%	True	False	292
10	1,927.6	1,774.0	153.6	8.0%	52.1	2.7%	88%	True	False	313
20	1,927.6	1,711.7	215.9	11.3%	49.6	2.6%	91%	True	False	177
40	1,927.6	1,658.9	268.7	14.1%	52.8	2.8%	93%	True	False	117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,107.0
2.618	2,038.1
1.618	1,995.9
1.000	1,969.8
0.618	1,953.7
HIGH	1,927.6
0.618	1,911.5
0.500	1,906.5
0.382	1,901.5
LOW	1,885.4
0.618	1,859.3
1.000	1,843.2
1.618	1,817.1
2.618	1,774.9
4.250	1,706.1

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	1,908.1	1,907.3
PP	1,907.3	1,905.7
S1	1,906.5	1,904.1

Download as Excel Spreadsheet

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

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