CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 17-May-2022
Day Change Summary
Previous Current
16-May-2022 17-May-2022 Change Change % Previous Week
Open 1,792.6 1,780.0 -12.6 -0.7% 1,821.6
High 1,804.5 1,840.2 35.7 2.0% 1,828.0
Low 1,770.8 1,780.0 9.2 0.5% 1,698.3
Close 1,782.4 1,837.2 54.8 3.1% 1,789.5
Range 33.7 60.2 26.5 78.6% 129.7
ATR 60.9 60.9 -0.1 -0.1% 0.0
Volume 168,166 200,587 32,421 19.3% 1,408,136
Daily Pivots for day following 17-May-2022
Classic Woodie Camarilla DeMark
R4 1,999.7 1,978.7 1,870.3
R3 1,939.5 1,918.5 1,853.8
R2 1,879.3 1,879.3 1,848.2
R1 1,858.3 1,858.3 1,842.7 1,868.8
PP 1,819.1 1,819.1 1,819.1 1,824.4
S1 1,798.1 1,798.1 1,831.7 1,808.6
S2 1,758.9 1,758.9 1,826.2
S3 1,698.7 1,737.9 1,820.6
S4 1,638.5 1,677.7 1,804.1
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 2,161.0 2,105.0 1,860.8
R3 2,031.3 1,975.3 1,825.2
R2 1,901.6 1,901.6 1,813.3
R1 1,845.6 1,845.6 1,801.4 1,808.8
PP 1,771.9 1,771.9 1,771.9 1,753.5
S1 1,715.9 1,715.9 1,777.6 1,679.1
S2 1,642.2 1,642.2 1,765.7
S3 1,512.5 1,586.2 1,753.8
S4 1,382.8 1,456.5 1,718.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,840.2 1,698.3 141.9 7.7% 60.4 3.3% 98% True False 235,697
10 1,951.5 1,698.3 253.2 13.8% 70.8 3.9% 55% False False 255,612
20 2,060.9 1,698.3 362.6 19.7% 63.9 3.5% 38% False False 249,224
40 2,137.1 1,698.3 438.8 23.9% 53.1 2.9% 32% False False 215,582
60 2,137.1 1,698.3 438.8 23.9% 57.7 3.1% 32% False False 176,541
80 2,137.1 1,698.3 438.8 23.9% 58.7 3.2% 32% False False 132,484
100 2,285.0 1,698.3 586.7 31.9% 56.4 3.1% 24% False False 106,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 15.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,096.1
2.618 1,997.8
1.618 1,937.6
1.000 1,900.4
0.618 1,877.4
HIGH 1,840.2
0.618 1,817.2
0.500 1,810.1
0.382 1,803.0
LOW 1,780.0
0.618 1,742.8
1.000 1,719.8
1.618 1,682.6
2.618 1,622.4
4.250 1,524.2
Fisher Pivots for day following 17-May-2022
Pivot 1 day 3 day
R1 1,828.2 1,819.8
PP 1,819.1 1,802.5
S1 1,810.1 1,785.1

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

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