CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 22-Nov-2022

Day Change Summary
	Previous	Current
	21-Nov-2022	22-Nov-2022	Change	Change %	Previous Week
Open	1,862.2	1,859.7	-2.5	-0.1%	1,896.9
High	1,871.9	1,880.6	8.7	0.5%	1,927.6
Low	1,844.7	1,853.2	8.5	0.5%	1,836.9
Close	1,858.4	1,879.2	20.8	1.1%	1,868.6
Range	27.2	27.4	0.2	0.7%	90.7
ATR	47.5	46.0	-1.4	-3.0%	0.0
Volume	117	197	80	68.4%	2,210

Daily Pivots for day following 22-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,953.2	1,943.6	1,894.3
R3	1,925.8	1,916.2	1,886.7
R2	1,898.4	1,898.4	1,884.2
R1	1,888.8	1,888.8	1,881.7	1,893.6
PP	1,871.0	1,871.0	1,871.0	1,873.4
S1	1,861.4	1,861.4	1,876.7	1,866.2
S2	1,843.6	1,843.6	1,874.2
S3	1,816.2	1,834.0	1,871.7
S4	1,788.8	1,806.6	1,864.1

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,149.8	2,099.9	1,918.5
R3	2,059.1	2,009.2	1,893.5
R2	1,968.4	1,968.4	1,885.2
R1	1,918.5	1,918.5	1,876.9	1,898.1
PP	1,877.7	1,877.7	1,877.7	1,867.5
S1	1,827.8	1,827.8	1,860.3	1,807.4
S2	1,787.0	1,787.0	1,852.0
S3	1,696.3	1,737.1	1,843.7
S4	1,605.6	1,646.4	1,818.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,917.5	1,836.9	80.6	4.3%	35.5	1.9%	52%	False	False	438
10	1,927.6	1,774.2	153.4	8.2%	45.5	2.4%	68%	False	False	365
20	1,927.6	1,774.0	153.6	8.2%	45.1	2.4%	68%	False	False	277
40	1,927.6	1,658.9	268.7	14.3%	50.4	2.7%	82%	False	False	170

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,997.1
2.618	1,952.3
1.618	1,924.9
1.000	1,908.0
0.618	1,897.5
HIGH	1,880.6
0.618	1,870.1
0.500	1,866.9
0.382	1,863.7
LOW	1,853.2
0.618	1,836.3
1.000	1,825.8
1.618	1,808.9
2.618	1,781.5
4.250	1,736.8

Fisher Pivots for day following 22-Nov-2022
Pivot	1 day	3 day
R1	1,875.1	1,874.1
PP	1,871.0	1,869.1
S1	1,866.9	1,864.0

Download as Excel Spreadsheet

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

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