CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 02-Aug-2022
Day Change Summary
Previous Current
01-Aug-2022 02-Aug-2022 Change Change % Previous Week
Open 1,888.0 1,883.4 -4.6 -0.2% 1,808.0
High 1,897.1 1,903.5 6.4 0.3% 1,890.7
Low 1,854.8 1,867.5 12.7 0.7% 1,797.5
Close 1,885.4 1,883.0 -2.4 -0.1% 1,885.3
Range 42.3 36.0 -6.3 -14.9% 93.2
ATR 44.4 43.8 -0.6 -1.4% 0.0
Volume 167,960 196,250 28,290 16.8% 789,754
Daily Pivots for day following 02-Aug-2022
Classic Woodie Camarilla DeMark
R4 1,992.7 1,973.8 1,902.8
R3 1,956.7 1,937.8 1,892.9
R2 1,920.7 1,920.7 1,889.6
R1 1,901.8 1,901.8 1,886.3 1,893.3
PP 1,884.7 1,884.7 1,884.7 1,880.4
S1 1,865.8 1,865.8 1,879.7 1,857.3
S2 1,848.7 1,848.7 1,876.4
S3 1,812.7 1,829.8 1,873.1
S4 1,776.7 1,793.8 1,863.2
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 2,137.4 2,104.6 1,936.6
R3 2,044.2 2,011.4 1,910.9
R2 1,951.0 1,951.0 1,902.4
R1 1,918.2 1,918.2 1,893.8 1,934.6
PP 1,857.8 1,857.8 1,857.8 1,866.1
S1 1,825.0 1,825.0 1,876.8 1,841.4
S2 1,764.6 1,764.6 1,868.2
S3 1,671.4 1,731.8 1,859.7
S4 1,578.2 1,638.6 1,834.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,903.5 1,806.8 96.7 5.1% 41.0 2.2% 79% True False 170,213
10 1,903.5 1,790.8 112.7 6.0% 38.2 2.0% 82% True False 171,907
20 1,903.5 1,682.3 221.2 11.7% 41.6 2.2% 91% True False 179,195
40 1,920.4 1,640.7 279.7 14.9% 47.9 2.5% 87% False False 196,856
60 1,920.4 1,640.7 279.7 14.9% 51.2 2.7% 87% False False 131,384
80 2,062.0 1,640.7 421.3 22.4% 51.5 2.7% 58% False False 98,559
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,056.5
2.618 1,997.7
1.618 1,961.7
1.000 1,939.5
0.618 1,925.7
HIGH 1,903.5
0.618 1,889.7
0.500 1,885.5
0.382 1,881.3
LOW 1,867.5
0.618 1,845.3
1.000 1,831.5
1.618 1,809.3
2.618 1,773.3
4.250 1,714.5
Fisher Pivots for day following 02-Aug-2022
Pivot 1 day 3 day
R1 1,885.5 1,881.7
PP 1,884.7 1,880.4
S1 1,883.8 1,879.2

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

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