CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 09-Sep-2022
Day Change Summary
Previous Current
08-Sep-2022 09-Sep-2022 Change Change % Previous Week
Open 1,828.5 1,846.6 18.1 1.0% 1,810.1
High 1,847.8 1,885.0 37.2 2.0% 1,885.0
Low 1,804.5 1,844.8 40.3 2.2% 1,778.7
Close 1,845.7 1,882.9 37.2 2.0% 1,882.9
Range 43.3 40.2 -3.1 -7.2% 106.3
ATR 44.3 44.0 -0.3 -0.7% 0.0
Volume 244,147 231,779 -12,368 -5.1% 970,141
Daily Pivots for day following 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 1,991.5 1,977.4 1,905.0
R3 1,951.3 1,937.2 1,894.0
R2 1,911.1 1,911.1 1,890.3
R1 1,897.0 1,897.0 1,886.6 1,904.1
PP 1,870.9 1,870.9 1,870.9 1,874.4
S1 1,856.8 1,856.8 1,879.2 1,863.9
S2 1,830.7 1,830.7 1,875.5
S3 1,790.5 1,816.6 1,871.8
S4 1,750.3 1,776.4 1,860.8
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 2,167.8 2,131.6 1,941.4
R3 2,061.5 2,025.3 1,912.1
R2 1,955.2 1,955.2 1,902.4
R1 1,919.0 1,919.0 1,892.6 1,937.1
PP 1,848.9 1,848.9 1,848.9 1,857.9
S1 1,812.7 1,812.7 1,873.2 1,830.8
S2 1,742.6 1,742.6 1,863.4
S3 1,636.3 1,706.4 1,853.7
S4 1,530.0 1,600.1 1,824.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,885.0 1,778.7 106.3 5.6% 47.2 2.5% 98% True False 238,510
10 1,973.7 1,778.7 195.0 10.4% 48.4 2.6% 53% False False 228,827
20 2,033.0 1,778.7 254.3 13.5% 42.6 2.3% 41% False False 201,059
40 2,033.0 1,702.6 330.4 17.5% 41.9 2.2% 55% False False 188,977
60 2,033.0 1,640.7 392.3 20.8% 44.7 2.4% 62% False False 197,463
80 2,033.0 1,640.7 392.3 20.8% 47.2 2.5% 62% False False 164,330
100 2,062.0 1,640.7 421.3 22.4% 50.1 2.7% 57% False False 131,491
120 2,137.9 1,640.7 497.2 26.4% 48.3 2.6% 49% False False 109,588
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 13.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,055.9
2.618 1,990.2
1.618 1,950.0
1.000 1,925.2
0.618 1,909.8
HIGH 1,885.0
0.618 1,869.6
0.500 1,864.9
0.382 1,860.2
LOW 1,844.8
0.618 1,820.0
1.000 1,804.6
1.618 1,779.8
2.618 1,739.6
4.250 1,674.0
Fisher Pivots for day following 09-Sep-2022
Pivot 1 day 3 day
R1 1,876.9 1,865.9
PP 1,870.9 1,848.9
S1 1,864.9 1,831.9

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

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