CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 08-Jul-2022
Day Change Summary
Previous Current
07-Jul-2022 08-Jul-2022 Change Change % Previous Week
Open 1,731.5 1,766.0 34.5 2.0% 1,727.5
High 1,773.5 1,783.6 10.1 0.6% 1,783.6
Low 1,721.4 1,749.6 28.2 1.6% 1,680.2
Close 1,770.2 1,769.4 -0.8 0.0% 1,769.4
Range 52.1 34.0 -18.1 -34.7% 103.4
ATR 53.1 51.8 -1.4 -2.6% 0.0
Volume 156,402 173,178 16,776 10.7% 718,273
Daily Pivots for day following 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 1,869.5 1,853.5 1,788.1
R3 1,835.5 1,819.5 1,778.8
R2 1,801.5 1,801.5 1,775.6
R1 1,785.5 1,785.5 1,772.5 1,793.5
PP 1,767.5 1,767.5 1,767.5 1,771.6
S1 1,751.5 1,751.5 1,766.3 1,759.5
S2 1,733.5 1,733.5 1,763.2
S3 1,699.5 1,717.5 1,760.1
S4 1,665.5 1,683.5 1,750.7
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 2,054.6 2,015.4 1,826.3
R3 1,951.2 1,912.0 1,797.8
R2 1,847.8 1,847.8 1,788.4
R1 1,808.6 1,808.6 1,778.9 1,828.2
PP 1,744.4 1,744.4 1,744.4 1,754.2
S1 1,705.2 1,705.2 1,759.9 1,724.8
S2 1,641.0 1,641.0 1,750.4
S3 1,537.6 1,601.8 1,741.0
S4 1,434.2 1,498.4 1,712.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,783.6 1,680.2 103.4 5.8% 48.1 2.7% 86% True False 185,783
10 1,795.1 1,680.2 114.9 6.5% 48.3 2.7% 78% False False 195,976
20 1,905.6 1,640.7 264.9 15.0% 54.7 3.1% 49% False False 238,698
40 1,920.4 1,640.7 279.7 15.8% 54.1 3.1% 46% False False 120,361
60 2,062.0 1,640.7 421.3 23.8% 55.2 3.1% 31% False False 80,277
80 2,137.9 1,640.7 497.2 28.1% 51.8 2.9% 26% False False 60,224
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,928.1
2.618 1,872.6
1.618 1,838.6
1.000 1,817.6
0.618 1,804.6
HIGH 1,783.6
0.618 1,770.6
0.500 1,766.6
0.382 1,762.6
LOW 1,749.6
0.618 1,728.6
1.000 1,715.6
1.618 1,694.6
2.618 1,660.6
4.250 1,605.1
Fisher Pivots for day following 08-Jul-2022
Pivot 1 day 3 day
R1 1,768.5 1,762.0
PP 1,767.5 1,754.5
S1 1,766.6 1,747.1

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

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