CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 26-Jul-2022
Day Change Summary
Previous Current
25-Jul-2022 26-Jul-2022 Change Change % Previous Week
Open 1,816.0 1,814.0 -2.0 -0.1% 1,752.6
High 1,827.7 1,824.5 -3.2 -0.2% 1,851.0
Low 1,804.7 1,805.4 0.7 0.0% 1,740.4
Close 1,823.7 1,811.0 -12.7 -0.7% 1,814.6
Range 23.0 19.1 -3.9 -17.0% 110.6
ATR 43.1 41.4 -1.7 -4.0% 0.0
Volume 16 845 829 5,181.3% 207
Daily Pivots for day following 26-Jul-2022
Classic Woodie Camarilla DeMark
R4 1,870.9 1,860.1 1,821.5
R3 1,851.8 1,841.0 1,816.3
R2 1,832.7 1,832.7 1,814.5
R1 1,821.9 1,821.9 1,812.8 1,817.8
PP 1,813.6 1,813.6 1,813.6 1,811.6
S1 1,802.8 1,802.8 1,809.2 1,798.7
S2 1,794.5 1,794.5 1,807.5
S3 1,775.4 1,783.7 1,805.7
S4 1,756.3 1,764.6 1,800.5
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 2,133.8 2,084.8 1,875.4
R3 2,023.2 1,974.2 1,845.0
R2 1,912.6 1,912.6 1,834.9
R1 1,863.6 1,863.6 1,824.7 1,888.1
PP 1,802.0 1,802.0 1,802.0 1,814.3
S1 1,753.0 1,753.0 1,804.5 1,777.5
S2 1,691.4 1,691.4 1,794.3
S3 1,580.8 1,642.4 1,784.2
S4 1,470.2 1,531.8 1,753.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,851.0 1,798.9 52.1 2.9% 33.2 1.8% 23% False False 195
10 1,851.0 1,690.4 160.6 8.9% 37.9 2.1% 75% False False 128
20 1,851.0 1,686.6 164.4 9.1% 39.4 2.2% 76% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,905.7
2.618 1,874.5
1.618 1,855.4
1.000 1,843.6
0.618 1,836.3
HIGH 1,824.5
0.618 1,817.2
0.500 1,815.0
0.382 1,812.7
LOW 1,805.4
0.618 1,793.6
1.000 1,786.3
1.618 1,774.5
2.618 1,755.4
4.250 1,724.2
Fisher Pivots for day following 26-Jul-2022
Pivot 1 day 3 day
R1 1,815.0 1,825.6
PP 1,813.6 1,820.7
S1 1,812.3 1,815.9

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

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