CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 1,886.0 1,909.0 23.0 1.2% 1,808.0
High 1,915.2 1,920.7 5.5 0.3% 1,890.7
Low 1,879.8 1,897.5 17.7 0.9% 1,797.5
Close 1,910.7 1,907.8 -2.9 -0.2% 1,885.3
Range 35.4 23.2 -12.2 -34.5% 93.2
ATR 43.2 41.8 -1.4 -3.3% 0.0
Volume 199,364 161,500 -37,864 -19.0% 789,754
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 1,978.3 1,966.2 1,920.6
R3 1,955.1 1,943.0 1,914.2
R2 1,931.9 1,931.9 1,912.1
R1 1,919.8 1,919.8 1,909.9 1,914.3
PP 1,908.7 1,908.7 1,908.7 1,905.9
S1 1,896.6 1,896.6 1,905.7 1,891.1
S2 1,885.5 1,885.5 1,903.5
S3 1,862.3 1,873.4 1,901.4
S4 1,839.1 1,850.2 1,895.0
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 1,920.7 1,854.8 65.9 3.5% 32.8 1.7% 80% True False 178,122
10 1,920.7 1,793.1 127.6 6.7% 36.2 1.9% 90% True False 171,340
20 1,920.7 1,682.3 238.4 12.5% 39.9 2.1% 95% True False 180,100
40 1,920.7 1,640.7 280.0 14.7% 47.4 2.5% 95% True False 205,527
60 1,920.7 1,640.7 280.0 14.7% 50.0 2.6% 95% True False 137,390
80 2,062.0 1,640.7 421.3 22.1% 51.4 2.7% 63% False False 103,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,019.3
2.618 1,981.4
1.618 1,958.2
1.000 1,943.9
0.618 1,935.0
HIGH 1,920.7
0.618 1,911.8
0.500 1,909.1
0.382 1,906.4
LOW 1,897.5
0.618 1,883.2
1.000 1,874.3
1.618 1,860.0
2.618 1,836.8
4.250 1,798.9
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 1,909.1 1,903.2
PP 1,908.7 1,898.7
S1 1,908.2 1,894.1

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

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