CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 13-Jun-2022
Day Change Summary
Previous Current
10-Jun-2022 13-Jun-2022 Change Change % Previous Week
Open 1,854.0 1,793.6 -60.4 -3.3% 1,881.7
High 1,856.8 1,794.0 -62.8 -3.4% 1,919.6
Low 1,790.5 1,706.4 -84.1 -4.7% 1,790.5
Close 1,800.6 1,715.4 -85.2 -4.7% 1,800.6
Range 66.3 87.6 21.3 32.1% 129.1
ATR 54.8 57.6 2.8 5.1% 0.0
Volume 265,941 323,273 57,332 21.6% 1,026,440
Daily Pivots for day following 13-Jun-2022
Classic Woodie Camarilla DeMark
R4 2,001.4 1,946.0 1,763.6
R3 1,913.8 1,858.4 1,739.5
R2 1,826.2 1,826.2 1,731.5
R1 1,770.8 1,770.8 1,723.4 1,754.7
PP 1,738.6 1,738.6 1,738.6 1,730.6
S1 1,683.2 1,683.2 1,707.4 1,667.1
S2 1,651.0 1,651.0 1,699.3
S3 1,563.4 1,595.6 1,691.3
S4 1,475.8 1,508.0 1,667.2
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 2,224.2 2,141.5 1,871.6
R3 2,095.1 2,012.4 1,836.1
R2 1,966.0 1,966.0 1,824.3
R1 1,883.3 1,883.3 1,812.4 1,860.1
PP 1,836.9 1,836.9 1,836.9 1,825.3
S1 1,754.2 1,754.2 1,788.8 1,731.0
S2 1,707.8 1,707.8 1,776.9
S3 1,578.7 1,625.1 1,765.1
S4 1,449.6 1,496.0 1,729.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,919.6 1,706.4 213.2 12.4% 60.1 3.5% 4% False True 236,189
10 1,919.6 1,706.4 213.2 12.4% 52.7 3.1% 4% False True 221,676
20 1,919.6 1,706.4 213.2 12.4% 55.0 3.2% 4% False True 213,571
40 2,060.9 1,698.3 362.6 21.1% 59.1 3.4% 5% False False 229,764
60 2,137.1 1,698.3 438.8 25.6% 53.6 3.1% 4% False False 214,968
80 2,137.1 1,698.3 438.8 25.6% 57.2 3.3% 4% False False 181,197
100 2,137.1 1,698.3 438.8 25.6% 58.6 3.4% 4% False False 145,020
120 2,285.0 1,698.3 586.7 34.2% 56.1 3.3% 3% False False 120,891
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 9.2
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 2,166.3
2.618 2,023.3
1.618 1,935.7
1.000 1,881.6
0.618 1,848.1
HIGH 1,794.0
0.618 1,760.5
0.500 1,750.2
0.382 1,739.9
LOW 1,706.4
0.618 1,652.3
1.000 1,618.8
1.618 1,564.7
2.618 1,477.1
4.250 1,334.1
Fisher Pivots for day following 13-Jun-2022
Pivot 1 day 3 day
R1 1,750.2 1,805.8
PP 1,738.6 1,775.7
S1 1,727.0 1,745.5

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

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