CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 1,733.0 1,713.8 -19.2 -1.1% 1,685.0
High 1,755.5 1,751.7 -3.8 -0.2% 1,794.4
Low 1,703.7 1,695.3 -8.4 -0.5% 1,685.0
Close 1,709.4 1,746.9 37.5 2.2% 1,746.9
Range 51.8 56.4 4.6 8.9% 109.4
ATR 57.3 57.2 -0.1 -0.1% 0.0
Volume 231,623 299,559 67,936 29.3% 1,244,315
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1,900.5 1,880.1 1,777.9
R3 1,844.1 1,823.7 1,762.4
R2 1,787.7 1,787.7 1,757.2
R1 1,767.3 1,767.3 1,752.1 1,777.5
PP 1,731.3 1,731.3 1,731.3 1,736.4
S1 1,710.9 1,710.9 1,741.7 1,721.1
S2 1,674.9 1,674.9 1,736.6
S3 1,618.5 1,654.5 1,731.4
S4 1,562.1 1,598.1 1,715.9
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 2,070.3 2,018.0 1,807.1
R3 1,960.9 1,908.6 1,777.0
R2 1,851.5 1,851.5 1,767.0
R1 1,799.2 1,799.2 1,756.9 1,825.4
PP 1,742.1 1,742.1 1,742.1 1,755.2
S1 1,689.8 1,689.8 1,736.9 1,716.0
S2 1,632.7 1,632.7 1,726.8
S3 1,523.3 1,580.4 1,716.8
S4 1,413.9 1,471.0 1,686.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,794.4 1,685.0 109.4 6.3% 57.2 3.3% 57% False False 248,863
10 1,794.4 1,643.8 150.6 8.6% 59.1 3.4% 68% False False 251,069
20 1,794.4 1,643.8 150.6 8.6% 58.6 3.4% 68% False False 261,605
40 1,979.6 1,643.8 335.8 19.2% 54.8 3.1% 31% False False 204,772
60 2,038.8 1,643.8 395.0 22.6% 48.7 2.8% 26% False False 136,581
80 2,038.8 1,643.8 395.0 22.6% 46.3 2.7% 26% False False 102,458
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 18.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,991.4
2.618 1,899.4
1.618 1,843.0
1.000 1,808.1
0.618 1,786.6
HIGH 1,751.7
0.618 1,730.2
0.500 1,723.5
0.382 1,716.8
LOW 1,695.3
0.618 1,660.4
1.000 1,638.9
1.618 1,604.0
2.618 1,547.6
4.250 1,455.6
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 1,739.1 1,743.8
PP 1,731.3 1,740.6
S1 1,723.5 1,737.5

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

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