CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 09-Feb-2022
Day Change Summary
Previous Current
08-Feb-2022 09-Feb-2022 Change Change % Previous Week
Open 2,010.5 2,042.0 31.5 1.6% 1,960.8
High 2,044.5 2,080.0 35.5 1.7% 2,058.4
Low 2,002.5 2,041.6 39.1 2.0% 1,937.8
Close 2,040.8 2,079.1 38.3 1.9% 1,996.9
Range 42.0 38.4 -3.6 -8.6% 120.6
ATR 61.0 59.4 -1.6 -2.6% 0.0
Volume 168,056 182,679 14,623 8.7% 1,268,299
Daily Pivots for day following 09-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,182.1 2,169.0 2,100.2
R3 2,143.7 2,130.6 2,089.7
R2 2,105.3 2,105.3 2,086.1
R1 2,092.2 2,092.2 2,082.6 2,098.8
PP 2,066.9 2,066.9 2,066.9 2,070.2
S1 2,053.8 2,053.8 2,075.6 2,060.4
S2 2,028.5 2,028.5 2,072.1
S3 1,990.1 2,015.4 2,068.5
S4 1,951.7 1,977.0 2,058.0
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,359.5 2,298.8 2,063.2
R3 2,238.9 2,178.2 2,030.1
R2 2,118.3 2,118.3 2,019.0
R1 2,057.6 2,057.6 2,008.0 2,088.0
PP 1,997.7 1,997.7 1,997.7 2,012.9
S1 1,937.0 1,937.0 1,985.8 1,967.4
S2 1,877.1 1,877.1 1,974.8
S3 1,756.5 1,816.4 1,963.7
S4 1,635.9 1,695.8 1,930.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,080.0 1,956.8 123.2 5.9% 44.9 2.2% 99% True False 206,062
10 2,080.0 1,892.4 187.6 9.0% 58.7 2.8% 100% True False 249,149
20 2,209.3 1,892.4 316.9 15.2% 65.3 3.1% 59% False False 289,381
40 2,288.6 1,892.4 396.2 19.1% 57.6 2.8% 47% False False 255,262
60 2,425.1 1,892.4 532.7 25.6% 58.4 2.8% 35% False False 182,841
80 2,458.2 1,892.4 565.8 27.2% 53.5 2.6% 33% False False 137,159
100 2,458.2 1,892.4 565.8 27.2% 51.1 2.5% 33% False False 109,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 2,243.2
2.618 2,180.5
1.618 2,142.1
1.000 2,118.4
0.618 2,103.7
HIGH 2,080.0
0.618 2,065.3
0.500 2,060.8
0.382 2,056.3
LOW 2,041.6
0.618 2,017.9
1.000 2,003.2
1.618 1,979.5
2.618 1,941.1
4.250 1,878.4
Fisher Pivots for day following 09-Feb-2022
Pivot 1 day 3 day
R1 2,073.0 2,062.7
PP 2,066.9 2,046.4
S1 2,060.8 2,030.0

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

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