CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 09-Nov-2022
Day Change Summary
Previous Current
08-Nov-2022 09-Nov-2022 Change Change % Previous Week
Open 1,812.6 1,812.6 0.0 0.0% 1,852.5
High 1,837.7 1,818.6 -19.1 -1.0% 1,876.4
Low 1,790.9 1,759.0 -31.9 -1.8% 1,758.3
Close 1,813.2 1,763.4 -49.8 -2.7% 1,804.7
Range 46.8 59.6 12.8 27.4% 118.1
ATR 51.2 51.8 0.6 1.2% 0.0
Volume 198,083 194,363 -3,720 -1.9% 1,166,753
Daily Pivots for day following 09-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,959.1 1,920.9 1,796.2
R3 1,899.5 1,861.3 1,779.8
R2 1,839.9 1,839.9 1,774.3
R1 1,801.7 1,801.7 1,768.9 1,791.0
PP 1,780.3 1,780.3 1,780.3 1,775.0
S1 1,742.1 1,742.1 1,757.9 1,731.4
S2 1,720.7 1,720.7 1,752.5
S3 1,661.1 1,682.5 1,747.0
S4 1,601.5 1,622.9 1,730.6
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 1,837.7 1,758.3 79.4 4.5% 46.3 2.6% 6% False False 207,722
10 1,876.4 1,758.3 118.1 6.7% 47.6 2.7% 4% False False 224,340
20 1,876.4 1,643.8 232.6 13.2% 54.7 3.1% 51% False False 241,402
40 1,876.4 1,643.8 232.6 13.2% 54.5 3.1% 51% False False 244,811
60 2,035.0 1,643.8 391.2 22.2% 51.3 2.9% 31% False False 186,346
80 2,038.8 1,643.8 395.0 22.4% 47.7 2.7% 30% False False 139,799
100 2,038.8 1,643.8 395.0 22.4% 46.5 2.6% 30% False False 111,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,071.9
2.618 1,974.6
1.618 1,915.0
1.000 1,878.2
0.618 1,855.4
HIGH 1,818.6
0.618 1,795.8
0.500 1,788.8
0.382 1,781.8
LOW 1,759.0
0.618 1,722.2
1.000 1,699.4
1.618 1,662.6
2.618 1,603.0
4.250 1,505.7
Fisher Pivots for day following 09-Nov-2022
Pivot 1 day 3 day
R1 1,788.8 1,798.4
PP 1,780.3 1,786.7
S1 1,771.9 1,775.1

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

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