CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 2,287.0 2,297.0 10.0 0.4% 2,248.6
High 2,301.4 2,302.5 1.1 0.0% 2,302.5
Low 2,273.0 2,269.3 -3.7 -0.2% 2,245.6
Close 2,292.1 2,286.8 -5.3 -0.2% 2,286.8
Range 28.4 33.2 4.8 16.9% 56.9
ATR 36.8 36.5 -0.3 -0.7% 0.0
Volume 49 45 -4 -8.2% 370
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,385.8 2,369.5 2,305.1
R3 2,352.6 2,336.3 2,295.9
R2 2,319.4 2,319.4 2,292.9
R1 2,303.1 2,303.1 2,289.8 2,294.7
PP 2,286.2 2,286.2 2,286.2 2,282.0
S1 2,269.9 2,269.9 2,283.8 2,261.5
S2 2,253.0 2,253.0 2,280.7
S3 2,219.8 2,236.7 2,277.7
S4 2,186.6 2,203.5 2,268.5
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,449.0 2,424.8 2,318.1
R3 2,392.1 2,367.9 2,302.4
R2 2,335.2 2,335.2 2,297.2
R1 2,311.0 2,311.0 2,292.0 2,323.1
PP 2,278.3 2,278.3 2,278.3 2,284.4
S1 2,254.1 2,254.1 2,281.6 2,266.2
S2 2,221.4 2,221.4 2,276.4
S3 2,164.5 2,197.2 2,271.2
S4 2,107.6 2,140.3 2,255.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,302.5 2,245.6 56.9 2.5% 32.9 1.4% 72% True False 74
10 2,302.5 2,193.3 109.2 4.8% 32.7 1.4% 86% True False 110
20 2,302.5 2,169.6 132.9 5.8% 37.1 1.6% 88% True False 136
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,443.6
2.618 2,389.4
1.618 2,356.2
1.000 2,335.7
0.618 2,323.0
HIGH 2,302.5
0.618 2,289.8
0.500 2,285.9
0.382 2,282.0
LOW 2,269.3
0.618 2,248.8
1.000 2,236.1
1.618 2,215.6
2.618 2,182.4
4.250 2,128.2
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 2,286.5 2,285.5
PP 2,286.2 2,284.1
S1 2,285.9 2,282.8

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

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