CME E-mini Russell 2000 Index Futures March 2023


Trading Metrics calculated at close of trading on 25-Jan-2023
Day Change Summary
Previous Current
24-Jan-2023 25-Jan-2023 Change Change % Previous Week
Open 1,898.1 1,892.3 -5.8 -0.3% 1,899.5
High 1,903.5 1,902.4 -1.1 -0.1% 1,916.5
Low 1,883.4 1,862.8 -20.6 -1.1% 1,832.2
Close 1,894.8 1,899.5 4.7 0.2% 1,876.0
Range 20.1 39.6 19.5 97.0% 84.3
ATR 37.6 37.7 0.1 0.4% 0.0
Volume 147,960 176,900 28,940 19.6% 799,105
Daily Pivots for day following 25-Jan-2023
Classic Woodie Camarilla DeMark
R4 2,007.0 1,992.9 1,921.3
R3 1,967.4 1,953.3 1,910.4
R2 1,927.8 1,927.8 1,906.8
R1 1,913.7 1,913.7 1,903.1 1,920.8
PP 1,888.2 1,888.2 1,888.2 1,891.8
S1 1,874.1 1,874.1 1,895.9 1,881.2
S2 1,848.6 1,848.6 1,892.2
S3 1,809.0 1,834.5 1,888.6
S4 1,769.4 1,794.9 1,877.7
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 2,127.8 2,086.2 1,922.4
R3 2,043.5 2,001.9 1,899.2
R2 1,959.2 1,959.2 1,891.5
R1 1,917.6 1,917.6 1,883.7 1,896.3
PP 1,874.9 1,874.9 1,874.9 1,864.2
S1 1,833.3 1,833.3 1,868.3 1,812.0
S2 1,790.6 1,790.6 1,860.5
S3 1,706.3 1,749.0 1,852.8
S4 1,622.0 1,664.7 1,829.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,906.4 1,832.2 74.2 3.9% 34.2 1.8% 91% False False 180,683
10 1,916.5 1,830.5 86.0 4.5% 34.6 1.8% 80% False False 188,512
20 1,916.5 1,731.2 185.3 9.8% 36.9 1.9% 91% False False 179,218
40 1,921.3 1,730.8 190.5 10.0% 40.3 2.1% 89% False False 151,618
60 1,927.6 1,730.8 196.8 10.4% 41.0 2.2% 86% False False 101,180
80 1,927.6 1,658.9 268.7 14.1% 43.9 2.3% 90% False False 75,901
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 9.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,070.7
2.618 2,006.1
1.618 1,966.5
1.000 1,942.0
0.618 1,926.9
HIGH 1,902.4
0.618 1,887.3
0.500 1,882.6
0.382 1,877.9
LOW 1,862.8
0.618 1,838.3
1.000 1,823.2
1.618 1,798.7
2.618 1,759.1
4.250 1,694.5
Fisher Pivots for day following 25-Jan-2023
Pivot 1 day 3 day
R1 1,893.9 1,894.5
PP 1,888.2 1,889.6
S1 1,882.6 1,884.6

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

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