CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 10-Feb-2022
Day Change Summary
Previous Current
09-Feb-2022 10-Feb-2022 Change Change % Previous Week
Open 2,042.0 2,079.4 37.4 1.8% 1,960.8
High 2,080.0 2,103.9 23.9 1.1% 2,058.4
Low 2,041.6 2,034.3 -7.3 -0.4% 1,937.8
Close 2,079.1 2,048.5 -30.6 -1.5% 1,996.9
Range 38.4 69.6 31.2 81.3% 120.6
ATR 59.4 60.2 0.7 1.2% 0.0
Volume 182,679 332,749 150,070 82.1% 1,268,299
Daily Pivots for day following 10-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,271.0 2,229.4 2,086.8
R3 2,201.4 2,159.8 2,067.6
R2 2,131.8 2,131.8 2,061.3
R1 2,090.2 2,090.2 2,054.9 2,076.2
PP 2,062.2 2,062.2 2,062.2 2,055.3
S1 2,020.6 2,020.6 2,042.1 2,006.6
S2 1,992.6 1,992.6 2,035.7
S3 1,923.0 1,951.0 2,029.4
S4 1,853.4 1,881.4 2,010.2
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 2,103.9 1,956.8 147.1 7.2% 50.3 2.5% 62% True False 220,971
10 2,103.9 1,892.4 211.5 10.3% 56.5 2.8% 74% True False 248,789
20 2,197.5 1,892.4 305.1 14.9% 66.4 3.2% 51% False False 295,822
40 2,288.6 1,892.4 396.2 19.3% 58.3 2.8% 39% False False 255,252
60 2,407.3 1,892.4 514.9 25.1% 59.0 2.9% 30% False False 188,381
80 2,458.2 1,892.4 565.8 27.6% 53.8 2.6% 28% False False 141,316
100 2,458.2 1,892.4 565.8 27.6% 51.0 2.5% 28% False False 113,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.9
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,399.7
2.618 2,286.1
1.618 2,216.5
1.000 2,173.5
0.618 2,146.9
HIGH 2,103.9
0.618 2,077.3
0.500 2,069.1
0.382 2,060.9
LOW 2,034.3
0.618 1,991.3
1.000 1,964.7
1.618 1,921.7
2.618 1,852.1
4.250 1,738.5
Fisher Pivots for day following 10-Feb-2022
Pivot 1 day 3 day
R1 2,069.1 2,053.2
PP 2,062.2 2,051.6
S1 2,055.4 2,050.1

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

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