CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 06-Sep-2022
Day Change Summary
Previous Current
02-Sep-2022 06-Sep-2022 Change Change % Previous Week
Open 1,831.2 1,814.0 -17.2 -0.9% 1,884.8
High 1,856.0 1,838.0 -18.0 -1.0% 1,908.9
Low 1,806.9 1,790.4 -16.5 -0.9% 1,805.2
Close 1,815.8 1,799.3 -16.5 -0.9% 1,815.8
Range 49.1 47.6 -1.5 -3.1% 103.7
ATR 41.8 42.2 0.4 1.0% 0.0
Volume 513 2,555 2,042 398.1% 2,114
Daily Pivots for day following 06-Sep-2022
Classic Woodie Camarilla DeMark
R4 1,952.0 1,923.3 1,825.5
R3 1,904.4 1,875.7 1,812.4
R2 1,856.8 1,856.8 1,808.0
R1 1,828.1 1,828.1 1,803.7 1,818.7
PP 1,809.2 1,809.2 1,809.2 1,804.5
S1 1,780.5 1,780.5 1,794.9 1,771.1
S2 1,761.6 1,761.6 1,790.6
S3 1,714.0 1,732.9 1,786.2
S4 1,666.4 1,685.3 1,773.1
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 2,154.4 2,088.8 1,872.8
R3 2,050.7 1,985.1 1,844.3
R2 1,947.0 1,947.0 1,834.8
R1 1,881.4 1,881.4 1,825.3 1,862.4
PP 1,843.3 1,843.3 1,843.3 1,833.8
S1 1,777.7 1,777.7 1,806.3 1,758.7
S2 1,739.6 1,739.6 1,796.8
S3 1,635.9 1,674.0 1,787.3
S4 1,532.2 1,570.3 1,758.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,908.9 1,790.4 118.5 6.6% 45.9 2.6% 8% False True 878
10 1,979.6 1,790.4 189.2 10.5% 43.0 2.4% 5% False True 646
20 2,038.8 1,790.4 248.4 13.8% 41.7 2.3% 4% False True 465
40 2,038.8 1,690.4 348.4 19.4% 39.2 2.2% 31% False False 288
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 12.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,040.3
2.618 1,962.6
1.618 1,915.0
1.000 1,885.6
0.618 1,867.4
HIGH 1,838.0
0.618 1,819.8
0.500 1,814.2
0.382 1,808.6
LOW 1,790.4
0.618 1,761.0
1.000 1,742.8
1.618 1,713.4
2.618 1,665.8
4.250 1,588.1
Fisher Pivots for day following 06-Sep-2022
Pivot 1 day 3 day
R1 1,814.2 1,823.2
PP 1,809.2 1,815.2
S1 1,804.3 1,807.3

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

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