CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 1,757.4 1,762.5 5.1 0.3% 1,837.7
High 1,767.1 1,787.6 20.5 1.2% 1,837.7
Low 1,747.3 1,742.2 -5.1 -0.3% 1,740.0
Close 1,762.3 1,778.7 16.4 0.9% 1,778.7
Range 19.8 45.4 25.6 129.3% 97.7
ATR 27.2 28.5 1.3 4.8% 0.0
Volume 226 250 24 10.6% 1,169
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 1,905.7 1,887.6 1,803.7
R3 1,860.3 1,842.2 1,791.2
R2 1,814.9 1,814.9 1,787.0
R1 1,796.8 1,796.8 1,782.9 1,805.9
PP 1,769.5 1,769.5 1,769.5 1,774.0
S1 1,751.4 1,751.4 1,774.5 1,760.5
S2 1,724.1 1,724.1 1,770.4
S3 1,678.7 1,706.0 1,766.2
S4 1,633.3 1,660.6 1,753.7
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 2,078.6 2,026.3 1,832.4
R3 1,980.9 1,928.6 1,805.6
R2 1,883.2 1,883.2 1,796.6
R1 1,830.9 1,830.9 1,787.7 1,808.2
PP 1,785.5 1,785.5 1,785.5 1,774.1
S1 1,733.2 1,733.2 1,769.7 1,710.5
S2 1,687.8 1,687.8 1,760.8
S3 1,590.1 1,635.5 1,751.8
S4 1,492.4 1,537.8 1,725.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,837.7 1,740.0 97.7 5.5% 37.5 2.1% 40% False False 233
10 1,844.1 1,740.0 104.1 5.9% 32.3 1.8% 37% False False 189
20 1,907.1 1,740.0 167.1 9.4% 26.5 1.5% 23% False False 140
40 1,975.3 1,740.0 235.3 13.2% 22.6 1.3% 16% False False 72
60 2,052.8 1,740.0 312.8 17.6% 21.9 1.2% 12% False False 48
80 2,052.8 1,740.0 312.8 17.6% 19.6 1.1% 12% False False 36
100 2,052.8 1,740.0 312.8 17.6% 15.7 0.9% 12% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,980.6
2.618 1,906.5
1.618 1,861.1
1.000 1,833.0
0.618 1,815.7
HIGH 1,787.6
0.618 1,770.3
0.500 1,764.9
0.382 1,759.5
LOW 1,742.2
0.618 1,714.1
1.000 1,696.8
1.618 1,668.7
2.618 1,623.3
4.250 1,549.3
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 1,774.1 1,773.7
PP 1,769.5 1,768.8
S1 1,764.9 1,763.8

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

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