CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 18-Apr-2022
Day Change Summary
Previous Current
14-Apr-2022 18-Apr-2022 Change Change % Previous Week
Open 2,020.1 2,001.0 -19.1 -0.9% 1,994.2
High 2,036.7 2,004.5 -32.2 -1.6% 2,036.7
Low 1,999.8 1,977.7 -22.1 -1.1% 1,966.6
Close 2,001.5 1,987.7 -13.8 -0.7% 2,001.5
Range 36.9 26.8 -10.1 -27.4% 70.1
ATR 47.8 46.3 -1.5 -3.1% 0.0
Volume 151,457 132,198 -19,259 -12.7% 707,181
Daily Pivots for day following 18-Apr-2022
Classic Woodie Camarilla DeMark
R4 2,070.4 2,055.8 2,002.4
R3 2,043.6 2,029.0 1,995.1
R2 2,016.8 2,016.8 1,992.6
R1 2,002.2 2,002.2 1,990.2 1,996.1
PP 1,990.0 1,990.0 1,990.0 1,986.9
S1 1,975.4 1,975.4 1,985.2 1,969.3
S2 1,963.2 1,963.2 1,982.8
S3 1,936.4 1,948.6 1,980.3
S4 1,909.6 1,921.8 1,973.0
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 2,211.9 2,176.8 2,040.1
R3 2,141.8 2,106.7 2,020.8
R2 2,071.7 2,071.7 2,014.4
R1 2,036.6 2,036.6 2,007.9 2,054.2
PP 2,001.6 2,001.6 2,001.6 2,010.4
S1 1,966.5 1,966.5 1,995.1 1,984.1
S2 1,931.5 1,931.5 1,988.6
S3 1,861.4 1,896.4 1,982.2
S4 1,791.3 1,826.3 1,962.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,036.7 1,966.6 70.1 3.5% 40.9 2.1% 30% False False 167,875
10 2,107.9 1,966.6 141.3 7.1% 42.6 2.1% 15% False False 186,561
20 2,137.1 1,966.6 170.5 8.6% 41.6 2.1% 12% False False 182,393
40 2,137.1 1,881.7 255.4 12.8% 54.6 2.7% 42% False False 135,929
60 2,137.1 1,881.7 255.4 12.8% 57.1 2.9% 42% False False 90,724
80 2,285.0 1,881.7 403.3 20.3% 54.3 2.7% 26% False False 68,107
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 True
Bear Hook False
Bull Hook False
Stretch 9.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,118.4
2.618 2,074.7
1.618 2,047.9
1.000 2,031.3
0.618 2,021.1
HIGH 2,004.5
0.618 1,994.3
0.500 1,991.1
0.382 1,987.9
LOW 1,977.7
0.618 1,961.1
1.000 1,950.9
1.618 1,934.3
2.618 1,907.5
4.250 1,863.8
Fisher Pivots for day following 18-Apr-2022
Pivot 1 day 3 day
R1 1,991.1 2,007.2
PP 1,990.0 2,000.7
S1 1,988.8 1,994.2

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

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