CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 31-Aug-2022
Day Change Summary
Previous Current
30-Aug-2022 31-Aug-2022 Change Change % Previous Week
Open 1,883.4 1,856.2 -27.2 -1.4% 1,955.6
High 1,901.9 1,872.1 -29.8 -1.6% 1,973.7
Low 1,845.1 1,841.1 -4.0 -0.2% 1,889.9
Close 1,856.3 1,844.6 -11.7 -0.6% 1,899.3
Range 56.8 31.0 -25.8 -45.4% 83.8
ATR 43.2 42.4 -0.9 -2.0% 0.0
Volume 224,367 204,816 -19,551 -8.7% 875,155
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 1,945.6 1,926.1 1,861.7
R3 1,914.6 1,895.1 1,853.1
R2 1,883.6 1,883.6 1,850.3
R1 1,864.1 1,864.1 1,847.4 1,858.4
PP 1,852.6 1,852.6 1,852.6 1,849.7
S1 1,833.1 1,833.1 1,841.8 1,827.4
S2 1,821.6 1,821.6 1,838.9
S3 1,790.6 1,802.1 1,836.1
S4 1,759.6 1,771.1 1,827.6
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 2,172.4 2,119.6 1,945.4
R3 2,088.6 2,035.8 1,922.3
R2 2,004.8 2,004.8 1,914.7
R1 1,952.0 1,952.0 1,907.0 1,936.5
PP 1,921.0 1,921.0 1,921.0 1,913.2
S1 1,868.2 1,868.2 1,891.6 1,852.7
S2 1,837.2 1,837.2 1,883.9
S3 1,753.4 1,784.4 1,876.3
S4 1,669.6 1,700.6 1,853.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,973.7 1,841.1 132.6 7.2% 45.8 2.5% 3% False True 201,761
10 2,005.3 1,841.1 164.2 8.9% 41.5 2.2% 2% False True 186,280
20 2,033.0 1,841.1 191.9 10.4% 41.2 2.2% 2% False True 181,406
40 2,033.0 1,682.3 350.7 19.0% 41.3 2.2% 46% False False 180,625
60 2,033.0 1,640.7 392.3 21.3% 45.8 2.5% 52% False False 194,943
80 2,033.0 1,640.7 392.3 21.3% 48.4 2.6% 52% False False 146,378
100 2,062.0 1,640.7 421.3 22.8% 49.4 2.7% 48% False False 117,121
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 9.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,003.9
2.618 1,953.3
1.618 1,922.3
1.000 1,903.1
0.618 1,891.3
HIGH 1,872.1
0.618 1,860.3
0.500 1,856.6
0.382 1,852.9
LOW 1,841.1
0.618 1,821.9
1.000 1,810.1
1.618 1,790.9
2.618 1,759.9
4.250 1,709.4
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 1,856.6 1,871.5
PP 1,852.6 1,862.5
S1 1,848.6 1,853.6

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

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