CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 14-Jul-2022
Day Change Summary
Previous Current
13-Jul-2022 14-Jul-2022 Change Change % Previous Week
Open 1,730.4 1,722.5 -7.9 -0.5% 1,727.5
High 1,755.0 1,727.4 -27.6 -1.6% 1,783.6
Low 1,699.0 1,682.3 -16.7 -1.0% 1,680.2
Close 1,727.4 1,709.4 -18.0 -1.0% 1,769.4
Range 56.0 45.1 -10.9 -19.5% 103.4
ATR 50.0 49.7 -0.4 -0.7% 0.0
Volume 218,729 206,701 -12,028 -5.5% 718,273
Daily Pivots for day following 14-Jul-2022
Classic Woodie Camarilla DeMark
R4 1,841.7 1,820.6 1,734.2
R3 1,796.6 1,775.5 1,721.8
R2 1,751.5 1,751.5 1,717.7
R1 1,730.4 1,730.4 1,713.5 1,718.4
PP 1,706.4 1,706.4 1,706.4 1,700.4
S1 1,685.3 1,685.3 1,705.3 1,673.3
S2 1,661.3 1,661.3 1,701.1
S3 1,616.2 1,640.2 1,697.0
S4 1,571.1 1,595.1 1,684.6
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 1,682.3 101.3 5.9% 41.4 2.4% 27% False True 189,359
10 1,783.6 1,680.2 103.4 6.0% 45.9 2.7% 28% False False 192,655
20 1,795.1 1,640.7 154.4 9.0% 50.2 2.9% 44% False False 214,434
40 1,920.4 1,640.7 279.7 16.4% 52.5 3.1% 25% False False 139,683
60 2,062.0 1,640.7 421.3 24.6% 55.5 3.2% 16% False False 93,167
80 2,137.9 1,640.7 497.2 29.1% 51.5 3.0% 14% False False 69,893
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 11.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,919.1
2.618 1,845.5
1.618 1,800.4
1.000 1,772.5
0.618 1,755.3
HIGH 1,727.4
0.618 1,710.2
0.500 1,704.9
0.382 1,699.5
LOW 1,682.3
0.618 1,654.4
1.000 1,637.2
1.618 1,609.3
2.618 1,564.2
4.250 1,490.6
Fisher Pivots for day following 14-Jul-2022
Pivot 1 day 3 day
R1 1,707.9 1,718.7
PP 1,706.4 1,715.6
S1 1,704.9 1,712.5

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

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