CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 1,931.5 1,950.3 18.8 1.0% 2,001.0
High 1,953.0 1,957.6 4.6 0.2% 2,060.9
Low 1,903.5 1,879.3 -24.2 -1.3% 1,927.8
Close 1,950.6 1,889.2 -61.4 -3.1% 1,938.7
Range 49.5 78.3 28.8 58.2% 133.1
ATR 49.1 51.2 2.1 4.2% 0.0
Volume 260,518 278,955 18,437 7.1% 920,782
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 2,143.6 2,094.7 1,932.3
R3 2,065.3 2,016.4 1,910.7
R2 1,987.0 1,987.0 1,903.6
R1 1,938.1 1,938.1 1,896.4 1,923.4
PP 1,908.7 1,908.7 1,908.7 1,901.4
S1 1,859.8 1,859.8 1,882.0 1,845.1
S2 1,830.4 1,830.4 1,874.8
S3 1,752.1 1,781.5 1,867.7
S4 1,673.8 1,703.2 1,846.1
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 2,375.1 2,290.0 2,011.9
R3 2,242.0 2,156.9 1,975.3
R2 2,108.9 2,108.9 1,963.1
R1 2,023.8 2,023.8 1,950.9 1,999.8
PP 1,975.8 1,975.8 1,975.8 1,963.8
S1 1,890.7 1,890.7 1,926.5 1,866.7
S2 1,842.7 1,842.7 1,914.3
S3 1,709.6 1,757.6 1,902.1
S4 1,576.5 1,624.5 1,865.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,060.9 1,879.3 181.6 9.6% 59.8 3.2% 5% False True 231,374
10 2,060.9 1,879.3 181.6 9.6% 52.4 2.8% 5% False True 196,686
20 2,137.1 1,879.3 257.8 13.6% 48.2 2.6% 4% False True 200,950
40 2,137.1 1,879.3 257.8 13.6% 52.1 2.8% 4% False True 169,011
60 2,137.1 1,879.3 257.8 13.6% 54.6 2.9% 4% False True 112,816
80 2,285.0 1,879.3 405.7 21.5% 56.5 3.0% 2% False True 84,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,290.4
2.618 2,162.6
1.618 2,084.3
1.000 2,035.9
0.618 2,006.0
HIGH 1,957.6
0.618 1,927.7
0.500 1,918.5
0.382 1,909.2
LOW 1,879.3
0.618 1,830.9
1.000 1,801.0
1.618 1,752.6
2.618 1,674.3
4.250 1,546.5
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 1,918.5 1,935.5
PP 1,908.7 1,920.1
S1 1,899.0 1,904.6

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

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