CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 15-Jul-2022
Day Change Summary
Previous Current
14-Jul-2022 15-Jul-2022 Change Change % Previous Week
Open 1,722.5 1,710.8 -11.7 -0.7% 1,769.7
High 1,727.4 1,747.2 19.8 1.1% 1,769.7
Low 1,682.3 1,702.6 20.3 1.2% 1,682.3
Close 1,709.4 1,744.5 35.1 2.1% 1,744.5
Range 45.1 44.6 -0.5 -1.1% 87.4
ATR 49.7 49.3 -0.4 -0.7% 0.0
Volume 206,701 219,768 13,067 6.3% 993,386
Daily Pivots for day following 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 1,865.2 1,849.5 1,769.0
R3 1,820.6 1,804.9 1,756.8
R2 1,776.0 1,776.0 1,752.7
R1 1,760.3 1,760.3 1,748.6 1,768.2
PP 1,731.4 1,731.4 1,731.4 1,735.4
S1 1,715.7 1,715.7 1,740.4 1,723.6
S2 1,686.8 1,686.8 1,736.3
S3 1,642.2 1,671.1 1,732.2
S4 1,597.6 1,626.5 1,720.0
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 1,994.4 1,956.8 1,792.6
R3 1,907.0 1,869.4 1,768.5
R2 1,819.6 1,819.6 1,760.5
R1 1,782.0 1,782.0 1,752.5 1,757.1
PP 1,732.2 1,732.2 1,732.2 1,719.7
S1 1,694.6 1,694.6 1,736.5 1,669.7
S2 1,644.8 1,644.8 1,728.5
S3 1,557.4 1,607.2 1,720.5
S4 1,470.0 1,519.8 1,696.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,769.7 1,682.3 87.4 5.0% 43.5 2.5% 71% False False 198,677
10 1,783.6 1,680.2 103.4 5.9% 45.8 2.6% 62% False False 192,230
20 1,795.1 1,640.7 154.4 8.9% 49.7 2.8% 67% False False 210,882
40 1,920.4 1,640.7 279.7 16.0% 52.0 3.0% 37% False False 145,175
60 2,062.0 1,640.7 421.3 24.2% 55.3 3.2% 25% False False 96,829
80 2,137.9 1,640.7 497.2 28.5% 51.6 3.0% 21% False False 72,640
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 12.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,936.8
2.618 1,864.0
1.618 1,819.4
1.000 1,791.8
0.618 1,774.8
HIGH 1,747.2
0.618 1,730.2
0.500 1,724.9
0.382 1,719.6
LOW 1,702.6
0.618 1,675.0
1.000 1,658.0
1.618 1,630.4
2.618 1,585.8
4.250 1,513.1
Fisher Pivots for day following 15-Jul-2022
Pivot 1 day 3 day
R1 1,738.0 1,735.9
PP 1,731.4 1,727.3
S1 1,724.9 1,718.7

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

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