CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 1,736.5 1,657.0 -79.5 -4.6% 1,793.6
High 1,752.4 1,673.6 -78.8 -4.5% 1,794.0
Low 1,640.9 1,649.2 8.3 0.5% 1,640.9
Close 1,652.0 1,664.1 12.1 0.7% 1,664.1
Range 111.5 24.4 -87.1 -78.1% 153.1
ATR 60.8 58.2 -2.6 -4.3% 0.0
Volume 41,965 3,165 -38,800 -92.5% 641,289
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 1,735.5 1,724.2 1,677.5
R3 1,711.1 1,699.8 1,670.8
R2 1,686.7 1,686.7 1,668.6
R1 1,675.4 1,675.4 1,666.3 1,681.1
PP 1,662.3 1,662.3 1,662.3 1,665.1
S1 1,651.0 1,651.0 1,661.9 1,656.7
S2 1,637.9 1,637.9 1,659.6
S3 1,613.5 1,626.6 1,657.4
S4 1,589.1 1,602.2 1,650.7
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 2,159.0 2,064.6 1,748.3
R3 2,005.9 1,911.5 1,706.2
R2 1,852.8 1,852.8 1,692.2
R1 1,758.4 1,758.4 1,678.1 1,729.1
PP 1,699.7 1,699.7 1,699.7 1,685.0
S1 1,605.3 1,605.3 1,650.1 1,576.0
S2 1,546.6 1,546.6 1,636.0
S3 1,393.5 1,452.2 1,622.0
S4 1,240.4 1,299.1 1,579.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,794.0 1,640.9 153.1 9.2% 65.7 3.9% 15% False False 128,257
10 1,919.6 1,640.9 278.7 16.7% 56.9 3.4% 8% False False 166,772
20 1,919.6 1,640.9 278.7 16.7% 55.6 3.3% 8% False False 187,496
40 1,991.7 1,640.9 350.8 21.1% 60.4 3.6% 7% False False 220,761
60 2,137.1 1,640.9 496.2 29.8% 54.7 3.3% 5% False False 208,606
80 2,137.1 1,640.9 496.2 29.8% 57.2 3.4% 5% False False 185,151
100 2,137.1 1,640.9 496.2 29.8% 57.6 3.5% 5% False False 148,183
120 2,285.0 1,640.9 644.1 38.7% 56.9 3.4% 4% False False 123,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.5
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1,777.3
2.618 1,737.5
1.618 1,713.1
1.000 1,698.0
0.618 1,688.7
HIGH 1,673.6
0.618 1,664.3
0.500 1,661.4
0.382 1,658.5
LOW 1,649.2
0.618 1,634.1
1.000 1,624.8
1.618 1,609.7
2.618 1,585.3
4.250 1,545.5
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 1,663.2 1,697.8
PP 1,662.3 1,686.6
S1 1,661.4 1,675.3

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

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