CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 03-Jun-2022
Day Change Summary
Previous Current
02-Jun-2022 03-Jun-2022 Change Change % Previous Week
Open 1,851.6 1,896.9 45.3 2.4% 1,891.1
High 1,898.3 1,902.7 4.4 0.2% 1,908.3
Low 1,844.4 1,867.7 23.3 1.3% 1,827.5
Close 1,896.9 1,881.3 -15.6 -0.8% 1,881.3
Range 53.9 35.0 -18.9 -35.1% 80.8
ATR 59.0 57.3 -1.7 -2.9% 0.0
Volume 183,476 175,389 -8,087 -4.4% 867,053
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 1,988.9 1,970.1 1,900.6
R3 1,953.9 1,935.1 1,890.9
R2 1,918.9 1,918.9 1,887.7
R1 1,900.1 1,900.1 1,884.5 1,892.0
PP 1,883.9 1,883.9 1,883.9 1,879.9
S1 1,865.1 1,865.1 1,878.1 1,857.0
S2 1,848.9 1,848.9 1,874.9
S3 1,813.9 1,830.1 1,871.7
S4 1,778.9 1,795.1 1,862.1
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 2,114.8 2,078.8 1,925.7
R3 2,034.0 1,998.0 1,903.5
R2 1,953.2 1,953.2 1,896.1
R1 1,917.2 1,917.2 1,888.7 1,894.8
PP 1,872.4 1,872.4 1,872.4 1,861.2
S1 1,836.4 1,836.4 1,873.9 1,814.0
S2 1,791.6 1,791.6 1,866.5
S3 1,710.8 1,755.6 1,859.1
S4 1,630.0 1,674.8 1,836.9
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 1,827.5 80.8 4.3% 52.2 2.8% 67% False False 207,346
10 1,908.3 1,727.3 181.0 9.6% 54.3 2.9% 85% False False 208,221
20 1,908.3 1,698.3 210.0 11.2% 59.7 3.2% 87% False False 231,710
40 2,060.9 1,698.3 362.6 19.3% 57.2 3.0% 50% False False 223,849
60 2,137.1 1,698.3 438.8 23.3% 54.3 2.9% 42% False False 218,491
80 2,137.1 1,698.3 438.8 23.3% 57.0 3.0% 42% False False 164,345
100 2,206.4 1,698.3 508.1 27.0% 58.4 3.1% 36% False False 131,546
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,051.5
2.618 1,994.3
1.618 1,959.3
1.000 1,937.7
0.618 1,924.3
HIGH 1,902.7
0.618 1,889.3
0.500 1,885.2
0.382 1,881.1
LOW 1,867.7
0.618 1,846.1
1.000 1,832.7
1.618 1,811.1
2.618 1,776.1
4.250 1,719.0
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 1,885.2 1,875.9
PP 1,883.9 1,870.5
S1 1,882.6 1,865.1

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

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