CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 31-Oct-2022
Day Change Summary
Previous Current
28-Oct-2022 31-Oct-2022 Change Change % Previous Week
Open 1,808.6 1,852.5 43.9 2.4% 1,752.6
High 1,860.6 1,862.2 1.6 0.1% 1,860.6
Low 1,796.7 1,835.0 38.3 2.1% 1,729.5
Close 1,851.6 1,853.0 1.4 0.1% 1,851.6
Range 63.9 27.2 -36.7 -57.4% 131.1
ATR 55.9 53.8 -2.0 -3.7% 0.0
Volume 249,545 209,418 -40,127 -16.1% 1,260,178
Daily Pivots for day following 31-Oct-2022
Classic Woodie Camarilla DeMark
R4 1,931.7 1,919.5 1,868.0
R3 1,904.5 1,892.3 1,860.5
R2 1,877.3 1,877.3 1,858.0
R1 1,865.1 1,865.1 1,855.5 1,871.2
PP 1,850.1 1,850.1 1,850.1 1,853.1
S1 1,837.9 1,837.9 1,850.5 1,844.0
S2 1,822.9 1,822.9 1,848.0
S3 1,795.7 1,810.7 1,845.5
S4 1,768.5 1,783.5 1,838.0
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 2,207.2 2,160.5 1,923.7
R3 2,076.1 2,029.4 1,887.7
R2 1,945.0 1,945.0 1,875.6
R1 1,898.3 1,898.3 1,863.6 1,921.7
PP 1,813.9 1,813.9 1,813.9 1,825.6
S1 1,767.2 1,767.2 1,839.6 1,790.6
S2 1,682.8 1,682.8 1,827.6
S3 1,551.7 1,636.1 1,815.5
S4 1,420.6 1,505.0 1,779.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,862.2 1,744.9 117.3 6.3% 49.9 2.7% 92% True False 247,854
10 1,862.2 1,695.3 166.9 9.0% 51.3 2.8% 94% True False 251,483
20 1,862.2 1,643.8 218.4 11.8% 54.8 3.0% 96% True False 247,583
40 1,935.4 1,643.8 291.6 15.7% 54.8 3.0% 72% False False 241,426
60 2,038.8 1,643.8 395.0 21.3% 50.3 2.7% 53% False False 161,064
80 2,038.8 1,643.8 395.0 21.3% 46.6 2.5% 53% False False 120,825
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1,977.8
2.618 1,933.4
1.618 1,906.2
1.000 1,889.4
0.618 1,879.0
HIGH 1,862.2
0.618 1,851.8
0.500 1,848.6
0.382 1,845.4
LOW 1,835.0
0.618 1,818.2
1.000 1,807.8
1.618 1,791.0
2.618 1,763.8
4.250 1,719.4
Fisher Pivots for day following 31-Oct-2022
Pivot 1 day 3 day
R1 1,851.5 1,844.8
PP 1,850.1 1,836.7
S1 1,848.6 1,828.5

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

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