CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 26-Aug-2022
Day Change Summary
Previous Current
25-Aug-2022 26-Aug-2022 Change Change % Previous Week
Open 1,947.0 1,966.3 19.3 1.0% 1,959.1
High 1,971.5 1,979.6 8.1 0.4% 1,979.6
Low 1,947.0 1,897.8 -49.2 -2.5% 1,897.8
Close 1,971.5 1,906.3 -65.2 -3.3% 1,906.3
Range 24.5 81.8 57.3 233.9% 81.8
ATR 38.4 41.5 3.1 8.1% 0.0
Volume 172 1,341 1,169 679.7% 1,938
Daily Pivots for day following 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 2,173.3 2,121.6 1,951.3
R3 2,091.5 2,039.8 1,928.8
R2 2,009.7 2,009.7 1,921.3
R1 1,958.0 1,958.0 1,913.8 1,943.0
PP 1,927.9 1,927.9 1,927.9 1,920.4
S1 1,876.2 1,876.2 1,898.8 1,861.2
S2 1,846.1 1,846.1 1,891.3
S3 1,764.3 1,794.4 1,883.8
S4 1,682.5 1,712.6 1,861.3
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 2,173.3 2,121.6 1,951.3
R3 2,091.5 2,039.8 1,928.8
R2 2,009.7 2,009.7 1,921.3
R1 1,958.0 1,958.0 1,913.8 1,943.0
PP 1,927.9 1,927.9 1,927.9 1,920.4
S1 1,876.2 1,876.2 1,898.8 1,861.2
S2 1,846.1 1,846.1 1,891.3
S3 1,764.3 1,794.4 1,883.8
S4 1,682.5 1,712.6 1,861.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,979.6 1,897.8 81.8 4.3% 43.2 2.3% 10% True True 387
10 2,038.8 1,897.8 141.0 7.4% 39.2 2.1% 6% False True 410
20 2,038.8 1,861.5 177.3 9.3% 39.3 2.1% 25% False False 260
40 2,038.8 1,686.6 352.2 18.5% 38.8 2.0% 62% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 2,327.3
2.618 2,193.8
1.618 2,112.0
1.000 2,061.4
0.618 2,030.2
HIGH 1,979.6
0.618 1,948.4
0.500 1,938.7
0.382 1,929.0
LOW 1,897.8
0.618 1,847.2
1.000 1,816.0
1.618 1,765.4
2.618 1,683.6
4.250 1,550.2
Fisher Pivots for day following 26-Aug-2022
Pivot 1 day 3 day
R1 1,938.7 1,938.7
PP 1,927.9 1,927.9
S1 1,917.1 1,917.1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.