CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 14-Sep-2022
Day Change Summary
Previous Current
13-Sep-2022 14-Sep-2022 Change Change % Previous Week
Open 1,909.8 1,831.0 -78.8 -4.1% 1,810.1
High 1,923.8 1,845.0 -78.8 -4.1% 1,885.0
Low 1,823.8 1,814.2 -9.6 -0.5% 1,778.7
Close 1,830.6 1,839.5 8.9 0.5% 1,882.9
Range 100.0 30.8 -69.2 -69.2% 106.3
ATR 47.2 46.0 -1.2 -2.5% 0.0
Volume 199,702 94,966 -104,736 -52.4% 970,141
Daily Pivots for day following 14-Sep-2022
Classic Woodie Camarilla DeMark
R4 1,925.3 1,913.2 1,856.4
R3 1,894.5 1,882.4 1,848.0
R2 1,863.7 1,863.7 1,845.1
R1 1,851.6 1,851.6 1,842.3 1,857.7
PP 1,832.9 1,832.9 1,832.9 1,835.9
S1 1,820.8 1,820.8 1,836.7 1,826.9
S2 1,802.1 1,802.1 1,833.9
S3 1,771.3 1,790.0 1,831.0
S4 1,740.5 1,759.2 1,822.6
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 1,923.8 1,804.5 119.3 6.5% 49.2 2.7% 29% False False 218,177
10 1,923.8 1,778.7 145.1 7.9% 47.7 2.6% 42% False False 225,705
20 2,028.9 1,778.7 250.2 13.6% 45.7 2.5% 24% False False 206,918
40 2,033.0 1,778.7 254.3 13.8% 42.2 2.3% 24% False False 189,970
60 2,033.0 1,657.3 375.7 20.4% 44.0 2.4% 48% False False 192,628
80 2,033.0 1,640.7 392.3 21.3% 46.8 2.5% 51% False False 172,013
100 2,033.0 1,640.7 392.3 21.3% 50.1 2.7% 51% False False 137,636
120 2,137.9 1,640.7 497.2 27.0% 48.6 2.6% 40% False False 114,711
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 13.0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,975.9
2.618 1,925.6
1.618 1,894.8
1.000 1,875.8
0.618 1,864.0
HIGH 1,845.0
0.618 1,833.2
0.500 1,829.6
0.382 1,826.0
LOW 1,814.2
0.618 1,795.2
1.000 1,783.4
1.618 1,764.4
2.618 1,733.6
4.250 1,683.3
Fisher Pivots for day following 14-Sep-2022
Pivot 1 day 3 day
R1 1,836.2 1,869.0
PP 1,832.9 1,859.2
S1 1,829.6 1,849.3

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

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