CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 12-Sep-2022
Day Change Summary
Previous Current
09-Sep-2022 12-Sep-2022 Change Change % Previous Week
Open 1,846.6 1,884.4 37.8 2.0% 1,810.1
High 1,885.0 1,910.5 25.5 1.4% 1,885.0
Low 1,844.8 1,878.7 33.9 1.8% 1,778.7
Close 1,882.9 1,906.5 23.6 1.3% 1,882.9
Range 40.2 31.8 -8.4 -20.9% 106.3
ATR 44.0 43.1 -0.9 -2.0% 0.0
Volume 231,779 320,295 88,516 38.2% 970,141
Daily Pivots for day following 12-Sep-2022
Classic Woodie Camarilla DeMark
R4 1,994.0 1,982.0 1,924.0
R3 1,962.2 1,950.2 1,915.2
R2 1,930.4 1,930.4 1,912.3
R1 1,918.4 1,918.4 1,909.4 1,924.4
PP 1,898.6 1,898.6 1,898.6 1,901.6
S1 1,886.6 1,886.6 1,903.6 1,892.6
S2 1,866.8 1,866.8 1,900.7
S3 1,835.0 1,854.8 1,897.8
S4 1,803.2 1,823.0 1,889.0
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 1,910.5 1,778.7 131.8 6.9% 43.8 2.3% 97% True False 258,087
10 1,910.5 1,778.7 131.8 6.9% 43.2 2.3% 97% True False 238,905
20 2,033.0 1,778.7 254.3 13.3% 42.1 2.2% 50% False False 208,541
40 2,033.0 1,733.5 299.5 15.7% 41.6 2.2% 58% False False 191,491
60 2,033.0 1,640.7 392.3 20.6% 44.3 2.3% 68% False False 197,954
80 2,033.0 1,640.7 392.3 20.6% 46.8 2.5% 68% False False 168,333
100 2,062.0 1,640.7 421.3 22.1% 49.8 2.6% 63% False False 134,693
120 2,137.9 1,640.7 497.2 26.1% 48.2 2.5% 53% False False 112,257
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 13.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,045.7
2.618 1,993.8
1.618 1,962.0
1.000 1,942.3
0.618 1,930.2
HIGH 1,910.5
0.618 1,898.4
0.500 1,894.6
0.382 1,890.8
LOW 1,878.7
0.618 1,859.0
1.000 1,846.9
1.618 1,827.2
2.618 1,795.4
4.250 1,743.6
Fisher Pivots for day following 12-Sep-2022
Pivot 1 day 3 day
R1 1,902.5 1,890.2
PP 1,898.6 1,873.8
S1 1,894.6 1,857.5

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

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