CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 25-Jul-2022
Day Change Summary
Previous Current
22-Jul-2022 25-Jul-2022 Change Change % Previous Week
Open 1,833.4 1,808.0 -25.4 -1.4% 1,749.9
High 1,845.6 1,822.7 -22.9 -1.2% 1,845.6
Low 1,793.1 1,797.5 4.4 0.2% 1,733.5
Close 1,808.4 1,817.4 9.0 0.5% 1,808.4
Range 52.5 25.2 -27.3 -52.0% 112.1
ATR 48.8 47.1 -1.7 -3.5% 0.0
Volume 198,572 155,351 -43,221 -21.8% 920,613
Daily Pivots for day following 25-Jul-2022
Classic Woodie Camarilla DeMark
R4 1,888.1 1,878.0 1,831.3
R3 1,862.9 1,852.8 1,824.3
R2 1,837.7 1,837.7 1,822.0
R1 1,827.6 1,827.6 1,819.7 1,832.7
PP 1,812.5 1,812.5 1,812.5 1,815.1
S1 1,802.4 1,802.4 1,815.1 1,807.5
S2 1,787.3 1,787.3 1,812.8
S3 1,762.1 1,777.2 1,810.5
S4 1,736.9 1,752.0 1,803.5
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 2,132.1 2,082.4 1,870.1
R3 2,020.0 1,970.3 1,839.2
R2 1,907.9 1,907.9 1,829.0
R1 1,858.2 1,858.2 1,818.7 1,883.1
PP 1,795.8 1,795.8 1,795.8 1,808.3
S1 1,746.1 1,746.1 1,798.1 1,771.0
S2 1,683.7 1,683.7 1,787.8
S3 1,571.6 1,634.0 1,777.6
S4 1,459.5 1,521.9 1,746.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,845.6 1,740.0 105.6 5.8% 44.0 2.4% 73% False False 182,403
10 1,845.6 1,682.3 163.3 9.0% 43.9 2.4% 83% False False 189,257
20 1,845.6 1,680.2 165.4 9.1% 45.0 2.5% 83% False False 189,184
40 1,920.4 1,640.7 279.7 15.4% 50.0 2.8% 63% False False 172,053
60 1,952.7 1,640.7 312.0 17.2% 54.3 3.0% 57% False False 114,748
80 2,132.6 1,640.7 491.9 27.1% 51.9 2.9% 36% False False 86,080
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.8
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1,929.8
2.618 1,888.7
1.618 1,863.5
1.000 1,847.9
0.618 1,838.3
HIGH 1,822.7
0.618 1,813.1
0.500 1,810.1
0.382 1,807.1
LOW 1,797.5
0.618 1,781.9
1.000 1,772.3
1.618 1,756.7
2.618 1,731.5
4.250 1,690.4
Fisher Pivots for day following 25-Jul-2022
Pivot 1 day 3 day
R1 1,815.0 1,819.4
PP 1,812.5 1,818.7
S1 1,810.1 1,818.1

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

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