CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 30-Jun-2022
Day Change Summary
Previous Current
29-Jun-2022 30-Jun-2022 Change Change % Previous Week
Open 1,741.8 1,727.6 -14.2 -0.8% 1,675.5
High 1,751.2 1,730.7 -20.5 -1.2% 1,770.0
Low 1,709.4 1,687.6 -21.8 -1.3% 1,667.9
Close 1,727.4 1,713.8 -13.6 -0.8% 1,768.4
Range 41.8 43.1 1.3 3.1% 102.1
ATR
Volume 1,250 13 -1,237 -99.0% 2,108
Daily Pivots for day following 30-Jun-2022
Classic Woodie Camarilla DeMark
R4 1,840.0 1,820.0 1,737.5
R3 1,796.9 1,776.9 1,725.7
R2 1,753.8 1,753.8 1,721.7
R1 1,733.8 1,733.8 1,717.8 1,722.3
PP 1,710.7 1,710.7 1,710.7 1,704.9
S1 1,690.7 1,690.7 1,709.8 1,679.2
S2 1,667.6 1,667.6 1,705.9
S3 1,624.5 1,647.6 1,701.9
S4 1,581.4 1,604.5 1,690.1
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 2,041.7 2,007.2 1,824.6
R3 1,939.6 1,905.1 1,796.5
R2 1,837.5 1,837.5 1,787.1
R1 1,803.0 1,803.0 1,777.8 1,820.3
PP 1,735.4 1,735.4 1,735.4 1,744.1
S1 1,700.9 1,700.9 1,759.0 1,718.2
S2 1,633.3 1,633.3 1,749.7
S3 1,531.2 1,598.8 1,740.3
S4 1,429.1 1,496.7 1,712.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,799.9 1,687.6 112.3 6.6% 45.7 2.7% 23% False True 276
10 1,799.9 1,649.8 150.1 8.8% 48.7 2.8% 43% False False 355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,913.9
2.618 1,843.5
1.618 1,800.4
1.000 1,773.8
0.618 1,757.3
HIGH 1,730.7
0.618 1,714.2
0.500 1,709.2
0.382 1,704.1
LOW 1,687.6
0.618 1,661.0
1.000 1,644.5
1.618 1,617.9
2.618 1,574.8
4.250 1,504.4
Fisher Pivots for day following 30-Jun-2022
Pivot 1 day 3 day
R1 1,712.3 1,743.8
PP 1,710.7 1,733.8
S1 1,709.2 1,723.8

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

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