CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 1,820.0 1,767.8 -52.2 -2.9% 1,866.3
High 1,820.0 1,799.2 -20.8 -1.1% 1,952.7
Low 1,753.2 1,723.8 -29.4 -1.7% 1,818.0
Close 1,761.5 1,760.7 -0.8 0.0% 1,837.4
Range 66.8 75.4 8.6 12.9% 134.7
ATR 57.3 58.6 1.3 2.3% 0.0
Volume 208 142 -66 -31.7% 589
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 1,987.4 1,949.5 1,802.2
R3 1,912.0 1,874.1 1,781.4
R2 1,836.6 1,836.6 1,774.5
R1 1,798.7 1,798.7 1,767.6 1,780.0
PP 1,761.2 1,761.2 1,761.2 1,751.9
S1 1,723.3 1,723.3 1,753.8 1,704.6
S2 1,685.8 1,685.8 1,746.9
S3 1,610.4 1,647.9 1,740.0
S4 1,535.0 1,572.5 1,719.2
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 2,273.5 2,190.1 1,911.5
R3 2,138.8 2,055.4 1,874.4
R2 2,004.1 2,004.1 1,862.1
R1 1,920.7 1,920.7 1,849.7 1,895.1
PP 1,869.4 1,869.4 1,869.4 1,856.5
S1 1,786.0 1,786.0 1,825.1 1,760.4
S2 1,734.7 1,734.7 1,812.7
S3 1,600.0 1,651.3 1,800.4
S4 1,465.3 1,516.6 1,763.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,952.7 1,723.8 228.9 13.0% 77.4 4.4% 16% False True 162
10 1,952.7 1,723.8 228.9 13.0% 64.8 3.7% 16% False True 120
20 2,062.0 1,723.8 338.2 19.2% 57.6 3.3% 11% False True 109
40 2,137.9 1,723.8 414.1 23.5% 49.5 2.8% 9% False True 86
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 14.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,119.7
2.618 1,996.6
1.618 1,921.2
1.000 1,874.6
0.618 1,845.8
HIGH 1,799.2
0.618 1,770.4
0.500 1,761.5
0.382 1,752.6
LOW 1,723.8
0.618 1,677.2
1.000 1,648.4
1.618 1,601.8
2.618 1,526.4
4.250 1,403.4
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 1,761.5 1,800.1
PP 1,761.2 1,787.0
S1 1,761.0 1,773.8

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

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