CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 18-Jul-2022
Day Change Summary
Previous Current
15-Jul-2022 18-Jul-2022 Change Change % Previous Week
Open 1,710.8 1,749.9 39.1 2.3% 1,769.7
High 1,747.2 1,776.3 29.1 1.7% 1,769.7
Low 1,702.6 1,733.5 30.9 1.8% 1,682.3
Close 1,744.5 1,738.8 -5.7 -0.3% 1,744.5
Range 44.6 42.8 -1.8 -4.0% 87.4
ATR 49.3 48.8 -0.5 -0.9% 0.0
Volume 219,768 163,946 -55,822 -25.4% 993,386
Daily Pivots for day following 18-Jul-2022
Classic Woodie Camarilla DeMark
R4 1,877.9 1,851.2 1,762.3
R3 1,835.1 1,808.4 1,750.6
R2 1,792.3 1,792.3 1,746.6
R1 1,765.6 1,765.6 1,742.7 1,757.6
PP 1,749.5 1,749.5 1,749.5 1,745.5
S1 1,722.8 1,722.8 1,734.9 1,714.8
S2 1,706.7 1,706.7 1,731.0
S3 1,663.9 1,680.0 1,727.0
S4 1,621.1 1,637.2 1,715.3
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 1,776.3 1,682.3 94.0 5.4% 43.9 2.5% 60% True False 196,111
10 1,783.6 1,680.2 103.4 5.9% 44.9 2.6% 57% False False 187,560
20 1,795.1 1,649.8 145.3 8.4% 46.2 2.7% 61% False False 201,638
40 1,920.4 1,640.7 279.7 16.1% 51.1 2.9% 35% False False 149,269
60 2,062.0 1,640.7 421.3 24.2% 55.6 3.2% 23% False False 99,559
80 2,137.9 1,640.7 497.2 28.6% 51.6 3.0% 20% False False 74,689
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 11.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,958.2
2.618 1,888.4
1.618 1,845.6
1.000 1,819.1
0.618 1,802.8
HIGH 1,776.3
0.618 1,760.0
0.500 1,754.9
0.382 1,749.8
LOW 1,733.5
0.618 1,707.0
1.000 1,690.7
1.618 1,664.2
2.618 1,621.4
4.250 1,551.6
Fisher Pivots for day following 18-Jul-2022
Pivot 1 day 3 day
R1 1,754.9 1,735.6
PP 1,749.5 1,732.5
S1 1,744.2 1,729.3

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

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