CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary
Previous Current
23-Sep-2022 26-Sep-2022 Change Change % Previous Week
Open 1,730.4 1,683.0 -47.4 -2.7% 1,802.0
High 1,734.2 1,710.9 -23.3 -1.3% 1,830.0
Low 1,662.0 1,656.6 -5.4 -0.3% 1,662.0
Close 1,686.1 1,662.5 -23.6 -1.4% 1,686.1
Range 72.2 54.3 -17.9 -24.8% 168.0
ATR 49.8 50.1 0.3 0.6% 0.0
Volume 276,376 289,775 13,399 4.8% 1,094,890
Daily Pivots for day following 26-Sep-2022
Classic Woodie Camarilla DeMark
R4 1,839.6 1,805.3 1,692.4
R3 1,785.3 1,751.0 1,677.4
R2 1,731.0 1,731.0 1,672.5
R1 1,696.7 1,696.7 1,667.5 1,686.7
PP 1,676.7 1,676.7 1,676.7 1,671.7
S1 1,642.4 1,642.4 1,657.5 1,632.4
S2 1,622.4 1,622.4 1,652.5
S3 1,568.1 1,588.1 1,647.6
S4 1,513.8 1,533.8 1,632.6
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 2,230.0 2,126.1 1,778.5
R3 2,062.0 1,958.1 1,732.3
R2 1,894.0 1,894.0 1,716.9
R1 1,790.1 1,790.1 1,701.5 1,758.1
PP 1,726.0 1,726.0 1,726.0 1,710.0
S1 1,622.1 1,622.1 1,670.7 1,590.1
S2 1,558.0 1,558.0 1,655.3
S3 1,390.0 1,454.1 1,639.9
S4 1,222.0 1,286.1 1,593.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,830.0 1,656.6 173.4 10.4% 60.8 3.7% 3% False True 245,838
10 1,935.4 1,656.6 278.8 16.8% 56.8 3.4% 2% False True 250,245
20 1,935.4 1,656.6 278.8 16.8% 49.7 3.0% 2% False True 162,361
40 2,038.8 1,656.6 382.2 23.0% 44.5 2.7% 2% False True 81,310
60 2,038.8 1,656.6 382.2 23.0% 42.4 2.6% 2% False True 54,238
Crabel Price Patterns
NR True
NR4 True
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 15.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,941.7
2.618 1,853.1
1.618 1,798.8
1.000 1,765.2
0.618 1,744.5
HIGH 1,710.9
0.618 1,690.2
0.500 1,683.8
0.382 1,677.3
LOW 1,656.6
0.618 1,623.0
1.000 1,602.3
1.618 1,568.7
2.618 1,514.4
4.250 1,425.8
Fisher Pivots for day following 26-Sep-2022
Pivot 1 day 3 day
R1 1,683.8 1,720.1
PP 1,676.7 1,700.9
S1 1,669.6 1,681.7

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

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