CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 07-Nov-2022
Day Change Summary
Previous Current
04-Nov-2022 07-Nov-2022 Change Change % Previous Week
Open 1,781.5 1,791.8 10.3 0.6% 1,852.5
High 1,817.2 1,824.0 6.8 0.4% 1,876.4
Low 1,771.8 1,785.5 13.7 0.8% 1,758.3
Close 1,804.7 1,813.9 9.2 0.5% 1,804.7
Range 45.4 38.5 -6.9 -15.2% 118.1
ATR 52.6 51.6 -1.0 -1.9% 0.0
Volume 250,661 168,500 -82,161 -32.8% 1,166,753
Daily Pivots for day following 07-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,923.3 1,907.1 1,835.1
R3 1,884.8 1,868.6 1,824.5
R2 1,846.3 1,846.3 1,821.0
R1 1,830.1 1,830.1 1,817.4 1,838.2
PP 1,807.8 1,807.8 1,807.8 1,811.9
S1 1,791.6 1,791.6 1,810.4 1,799.7
S2 1,769.3 1,769.3 1,806.8
S3 1,730.8 1,753.1 1,803.3
S4 1,692.3 1,714.6 1,792.7
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,167.4 2,104.2 1,869.7
R3 2,049.3 1,986.1 1,837.2
R2 1,931.2 1,931.2 1,826.4
R1 1,868.0 1,868.0 1,815.5 1,840.6
PP 1,813.1 1,813.1 1,813.1 1,799.4
S1 1,749.9 1,749.9 1,793.9 1,722.5
S2 1,695.0 1,695.0 1,783.0
S3 1,576.9 1,631.8 1,772.2
S4 1,458.8 1,513.7 1,739.7
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 1,758.3 118.1 6.5% 46.8 2.6% 47% False False 225,167
10 1,876.4 1,744.9 131.5 7.2% 48.3 2.7% 52% False False 236,510
20 1,876.4 1,643.8 232.6 12.8% 54.2 3.0% 73% False False 245,211
40 1,935.4 1,643.8 291.6 16.1% 55.2 3.0% 58% False False 251,005
60 2,038.8 1,643.8 395.0 21.8% 50.4 2.8% 43% False False 179,818
80 2,038.8 1,643.8 395.0 21.8% 47.4 2.6% 43% False False 134,894
100 2,038.8 1,643.8 395.0 21.8% 46.7 2.6% 43% False False 107,956
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 True
Bear Hook False
Bull Hook False
Stretch 9.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,987.6
2.618 1,924.8
1.618 1,886.3
1.000 1,862.5
0.618 1,847.8
HIGH 1,824.0
0.618 1,809.3
0.500 1,804.8
0.382 1,800.2
LOW 1,785.5
0.618 1,761.7
1.000 1,747.0
1.618 1,723.2
2.618 1,684.7
4.250 1,621.9
Fisher Pivots for day following 07-Nov-2022
Pivot 1 day 3 day
R1 1,810.9 1,806.3
PP 1,807.8 1,798.7
S1 1,804.8 1,791.2

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

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