CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 16-Sep-2022
Day Change Summary
Previous Current
15-Sep-2022 16-Sep-2022 Change Change % Previous Week
Open 1,841.1 1,813.0 -28.1 -1.5% 1,884.4
High 1,855.0 1,818.5 -36.5 -2.0% 1,923.8
Low 1,816.4 1,792.6 -23.8 -1.3% 1,792.6
Close 1,824.3 1,804.6 -19.7 -1.1% 1,804.6
Range 38.6 25.9 -12.7 -32.9% 131.2
ATR 45.5 44.5 -1.0 -2.2% 0.0
Volume 41,069 2,293 -38,776 -94.4% 658,325
Daily Pivots for day following 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 1,882.9 1,869.7 1,818.8
R3 1,857.0 1,843.8 1,811.7
R2 1,831.1 1,831.1 1,809.3
R1 1,817.9 1,817.9 1,807.0 1,811.5
PP 1,805.2 1,805.2 1,805.2 1,802.1
S1 1,792.0 1,792.0 1,802.2 1,785.6
S2 1,779.3 1,779.3 1,799.8
S3 1,753.4 1,766.1 1,797.5
S4 1,727.5 1,740.2 1,790.3
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 2,233.9 2,150.5 1,876.7
R3 2,102.7 2,019.3 1,840.7
R2 1,971.5 1,971.5 1,828.6
R1 1,888.1 1,888.1 1,816.6 1,864.2
PP 1,840.3 1,840.3 1,840.3 1,828.4
S1 1,756.9 1,756.9 1,792.6 1,733.0
S2 1,709.1 1,709.1 1,780.5
S3 1,577.9 1,625.7 1,768.5
S4 1,446.7 1,494.5 1,732.4
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 1,792.6 131.2 7.3% 45.4 2.5% 9% False True 131,665
10 1,923.8 1,778.7 145.1 8.0% 46.3 2.6% 18% False False 185,087
20 2,000.6 1,778.7 221.9 12.3% 45.1 2.5% 12% False False 189,492
40 2,033.0 1,778.7 254.3 14.1% 41.9 2.3% 10% False False 181,890
60 2,033.0 1,676.5 356.5 19.8% 43.3 2.4% 36% False False 185,937
80 2,033.0 1,640.7 392.3 21.7% 46.3 2.6% 42% False False 172,550
100 2,033.0 1,640.7 392.3 21.7% 49.6 2.8% 42% False False 138,068
120 2,137.9 1,640.7 497.2 27.6% 48.7 2.7% 33% False False 115,072
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 13.3
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,928.6
2.618 1,886.3
1.618 1,860.4
1.000 1,844.4
0.618 1,834.5
HIGH 1,818.5
0.618 1,808.6
0.500 1,805.6
0.382 1,802.5
LOW 1,792.6
0.618 1,776.6
1.000 1,766.7
1.618 1,750.7
2.618 1,724.8
4.250 1,682.5
Fisher Pivots for day following 16-Sep-2022
Pivot 1 day 3 day
R1 1,805.6 1,823.8
PP 1,805.2 1,817.4
S1 1,804.9 1,811.0

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

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