CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 18-Feb-2022
Day Change Summary
Previous Current
17-Feb-2022 18-Feb-2022 Change Change % Previous Week
Open 2,073.1 2,028.0 -45.1 -2.2% 2,028.3
High 2,079.6 2,049.2 -30.4 -1.5% 2,086.2
Low 2,020.8 2,000.4 -20.4 -1.0% 2,000.4
Close 2,025.5 2,006.6 -18.9 -0.9% 2,006.6
Range 58.8 48.8 -10.0 -17.0% 85.8
ATR 58.0 57.4 -0.7 -1.1% 0.0
Volume 183,474 205,738 22,264 12.1% 973,697
Daily Pivots for day following 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,165.1 2,134.7 2,033.4
R3 2,116.3 2,085.9 2,020.0
R2 2,067.5 2,067.5 2,015.5
R1 2,037.1 2,037.1 2,011.1 2,027.9
PP 2,018.7 2,018.7 2,018.7 2,014.2
S1 1,988.3 1,988.3 2,002.1 1,979.1
S2 1,969.9 1,969.9 1,997.7
S3 1,921.1 1,939.5 1,993.2
S4 1,872.3 1,890.7 1,979.8
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,288.5 2,233.3 2,053.8
R3 2,202.7 2,147.5 2,030.2
R2 2,116.9 2,116.9 2,022.3
R1 2,061.7 2,061.7 2,014.5 2,046.4
PP 2,031.1 2,031.1 2,031.1 2,023.4
S1 1,975.9 1,975.9 1,998.7 1,960.6
S2 1,945.3 1,945.3 1,990.9
S3 1,859.5 1,890.1 1,983.0
S4 1,773.7 1,804.3 1,959.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,086.2 2,000.4 85.8 4.3% 50.6 2.5% 7% False True 194,739
10 2,103.9 1,980.0 123.9 6.2% 51.2 2.6% 21% False False 209,420
20 2,103.9 1,892.4 211.5 10.5% 63.2 3.1% 54% False False 265,209
40 2,288.6 1,892.4 396.2 19.7% 56.1 2.8% 29% False False 245,213
60 2,343.3 1,892.4 450.9 22.5% 60.3 3.0% 25% False False 208,737
80 2,458.2 1,892.4 565.8 28.2% 55.4 2.8% 20% False False 156,629
100 2,458.2 1,892.4 565.8 28.2% 51.4 2.6% 20% False False 125,329
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 14.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,256.6
2.618 2,177.0
1.618 2,128.2
1.000 2,098.0
0.618 2,079.4
HIGH 2,049.2
0.618 2,030.6
0.500 2,024.8
0.382 2,019.0
LOW 2,000.4
0.618 1,970.2
1.000 1,951.6
1.618 1,921.4
2.618 1,872.6
4.250 1,793.0
Fisher Pivots for day following 18-Feb-2022
Pivot 1 day 3 day
R1 2,024.8 2,043.3
PP 2,018.7 2,031.1
S1 2,012.7 2,018.8

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

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