CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 04-May-2022
Day Change Summary
Previous Current
03-May-2022 04-May-2022 Change Change % Previous Week
Open 1,876.8 1,896.6 19.8 1.1% 1,931.5
High 1,906.4 1,951.5 45.1 2.4% 1,957.6
Low 1,867.5 1,867.8 0.3 0.0% 1,855.7
Close 1,895.4 1,947.2 51.8 2.7% 1,861.3
Range 38.9 83.7 44.8 115.2% 101.9
ATR 52.0 54.3 2.3 4.3% 0.0
Volume 203,730 207,869 4,139 2.0% 1,332,468
Daily Pivots for day following 04-May-2022
Classic Woodie Camarilla DeMark
R4 2,173.3 2,143.9 1,993.2
R3 2,089.6 2,060.2 1,970.2
R2 2,005.9 2,005.9 1,962.5
R1 1,976.5 1,976.5 1,954.9 1,991.2
PP 1,922.2 1,922.2 1,922.2 1,929.5
S1 1,892.8 1,892.8 1,939.5 1,907.5
S2 1,838.5 1,838.5 1,931.9
S3 1,754.8 1,809.1 1,924.2
S4 1,671.1 1,725.4 1,901.2
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 2,197.2 2,131.2 1,917.3
R3 2,095.3 2,029.3 1,889.3
R2 1,993.4 1,993.4 1,880.0
R1 1,927.4 1,927.4 1,870.6 1,909.5
PP 1,891.5 1,891.5 1,891.5 1,882.6
S1 1,825.5 1,825.5 1,852.0 1,807.6
S2 1,789.6 1,789.6 1,842.6
S3 1,687.7 1,723.6 1,833.3
S4 1,585.8 1,621.7 1,805.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,951.5 1,834.5 117.0 6.0% 63.7 3.3% 96% True False 241,667
10 2,060.9 1,834.5 226.4 11.6% 62.4 3.2% 50% False False 247,499
20 2,060.9 1,834.5 226.4 11.6% 51.9 2.7% 50% False False 216,323
40 2,137.1 1,834.5 302.6 15.5% 50.7 2.6% 37% False False 205,641
60 2,137.1 1,834.5 302.6 15.5% 54.9 2.8% 37% False False 137,442
80 2,206.4 1,834.5 371.9 19.1% 57.4 2.9% 30% False False 103,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 2,307.2
2.618 2,170.6
1.618 2,086.9
1.000 2,035.2
0.618 2,003.2
HIGH 1,951.5
0.618 1,919.5
0.500 1,909.7
0.382 1,899.8
LOW 1,867.8
0.618 1,816.1
1.000 1,784.1
1.618 1,732.4
2.618 1,648.7
4.250 1,512.1
Fisher Pivots for day following 04-May-2022
Pivot 1 day 3 day
R1 1,934.7 1,929.1
PP 1,922.2 1,911.1
S1 1,909.7 1,893.0

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

View Archives - Comment on this page... - Back to Index of Symbols