CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 01-Nov-2022
Day Change Summary
Previous Current
31-Oct-2022 01-Nov-2022 Change Change % Previous Week
Open 1,852.5 1,852.9 0.4 0.0% 1,752.6
High 1,862.2 1,876.4 14.2 0.8% 1,860.6
Low 1,835.0 1,848.1 13.1 0.7% 1,729.5
Close 1,853.0 1,856.6 3.6 0.2% 1,851.6
Range 27.2 28.3 1.1 4.0% 131.1
ATR 53.8 52.0 -1.8 -3.4% 0.0
Volume 209,418 214,352 4,934 2.4% 1,260,178
Daily Pivots for day following 01-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,945.3 1,929.2 1,872.2
R3 1,917.0 1,900.9 1,864.4
R2 1,888.7 1,888.7 1,861.8
R1 1,872.6 1,872.6 1,859.2 1,880.7
PP 1,860.4 1,860.4 1,860.4 1,864.4
S1 1,844.3 1,844.3 1,854.0 1,852.4
S2 1,832.1 1,832.1 1,851.4
S3 1,803.8 1,816.0 1,848.8
S4 1,775.5 1,787.7 1,841.0
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 1,876.4 1,794.8 81.6 4.4% 42.7 2.3% 76% True False 240,685
10 1,876.4 1,695.3 181.1 9.8% 49.3 2.7% 89% True False 246,529
20 1,876.4 1,643.8 232.6 12.5% 52.8 2.8% 91% True False 244,004
40 1,935.4 1,643.8 291.6 15.7% 54.3 2.9% 73% False False 246,721
60 2,038.8 1,643.8 395.0 21.3% 50.1 2.7% 54% False False 164,636
80 2,038.8 1,643.8 395.0 21.3% 46.8 2.5% 54% False False 123,504
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,996.7
2.618 1,950.5
1.618 1,922.2
1.000 1,904.7
0.618 1,893.9
HIGH 1,876.4
0.618 1,865.6
0.500 1,862.3
0.382 1,858.9
LOW 1,848.1
0.618 1,830.6
1.000 1,819.8
1.618 1,802.3
2.618 1,774.0
4.250 1,727.8
Fisher Pivots for day following 01-Nov-2022
Pivot 1 day 3 day
R1 1,862.3 1,849.9
PP 1,860.4 1,843.2
S1 1,858.5 1,836.6

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

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