CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 11-May-2022
Day Change Summary
Previous Current
10-May-2022 11-May-2022 Change Change % Previous Week
Open 1,767.8 1,761.0 -6.8 -0.4% 1,866.3
High 1,799.2 1,792.7 -6.5 -0.4% 1,952.7
Low 1,723.8 1,714.4 -9.4 -0.5% 1,818.0
Close 1,760.7 1,717.1 -43.6 -2.5% 1,837.4
Range 75.4 78.3 2.9 3.8% 134.7
ATR 58.6 60.0 1.4 2.4% 0.0
Volume 142 345 203 143.0% 589
Daily Pivots for day following 11-May-2022
Classic Woodie Camarilla DeMark
R4 1,976.3 1,925.0 1,760.2
R3 1,898.0 1,846.7 1,738.6
R2 1,819.7 1,819.7 1,731.5
R1 1,768.4 1,768.4 1,724.3 1,754.9
PP 1,741.4 1,741.4 1,741.4 1,734.7
S1 1,690.1 1,690.1 1,709.9 1,676.6
S2 1,663.1 1,663.1 1,702.7
S3 1,584.8 1,611.8 1,695.6
S4 1,506.5 1,533.5 1,674.0
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 1,951.5 1,714.4 237.1 13.8% 76.7 4.5% 1% False True 216
10 1,952.7 1,714.4 238.3 13.9% 69.2 4.0% 1% False True 145
20 2,062.0 1,714.4 347.6 20.2% 58.5 3.4% 1% False True 120
40 2,137.9 1,714.4 423.5 24.7% 50.5 2.9% 1% False True 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 17.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,125.5
2.618 1,997.7
1.618 1,919.4
1.000 1,871.0
0.618 1,841.1
HIGH 1,792.7
0.618 1,762.8
0.500 1,753.6
0.382 1,744.3
LOW 1,714.4
0.618 1,666.0
1.000 1,636.1
1.618 1,587.7
2.618 1,509.4
4.250 1,381.6
Fisher Pivots for day following 11-May-2022
Pivot 1 day 3 day
R1 1,753.6 1,767.2
PP 1,741.4 1,750.5
S1 1,729.3 1,733.8

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

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