CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 1,891.1 1,864.5 -26.6 -1.4% 1,776.1
High 1,908.3 1,879.3 -29.0 -1.5% 1,893.4
Low 1,850.6 1,827.5 -23.1 -1.2% 1,732.3
Close 1,861.9 1,853.0 -8.9 -0.5% 1,885.8
Range 57.7 51.8 -5.9 -10.2% 161.1
ATR 59.9 59.4 -0.6 -1.0% 0.0
Volume 266,944 241,244 -25,700 -9.6% 960,973
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 2,008.7 1,982.6 1,881.5
R3 1,956.9 1,930.8 1,867.2
R2 1,905.1 1,905.1 1,862.5
R1 1,879.0 1,879.0 1,857.7 1,866.2
PP 1,853.3 1,853.3 1,853.3 1,846.8
S1 1,827.2 1,827.2 1,848.3 1,814.4
S2 1,801.5 1,801.5 1,843.5
S3 1,749.7 1,775.4 1,838.8
S4 1,697.9 1,723.6 1,824.5
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 2,320.5 2,264.2 1,974.4
R3 2,159.4 2,103.1 1,930.1
R2 1,998.3 1,998.3 1,915.3
R1 1,942.0 1,942.0 1,900.6 1,970.2
PP 1,837.2 1,837.2 1,837.2 1,851.2
S1 1,780.9 1,780.9 1,871.0 1,809.1
S2 1,676.1 1,676.1 1,856.3
S3 1,515.0 1,619.8 1,841.5
S4 1,353.9 1,458.7 1,797.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,908.3 1,753.4 154.9 8.4% 56.4 3.0% 64% False False 213,567
10 1,908.3 1,727.3 181.0 9.8% 58.8 3.2% 69% False False 219,410
20 1,951.5 1,698.3 253.2 13.7% 64.8 3.5% 61% False False 237,511
40 2,107.9 1,698.3 409.6 22.1% 58.0 3.1% 38% False False 226,826
60 2,137.1 1,698.3 438.8 23.7% 55.4 3.0% 35% False False 212,917
80 2,137.1 1,698.3 438.8 23.7% 56.9 3.1% 35% False False 159,863
100 2,217.0 1,698.3 518.7 28.0% 58.5 3.2% 30% False False 127,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 12.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,099.5
2.618 2,014.9
1.618 1,963.1
1.000 1,931.1
0.618 1,911.3
HIGH 1,879.3
0.618 1,859.5
0.500 1,853.4
0.382 1,847.3
LOW 1,827.5
0.618 1,795.5
1.000 1,775.7
1.618 1,743.7
2.618 1,691.9
4.250 1,607.4
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 1,853.4 1,867.9
PP 1,853.3 1,862.9
S1 1,853.1 1,858.0

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

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