CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 14-Nov-2022
Day Change Summary
Previous Current
11-Nov-2022 14-Nov-2022 Change Change % Previous Week
Open 1,877.8 1,881.1 3.3 0.2% 1,791.8
High 1,906.1 1,895.4 -10.7 -0.6% 1,906.1
Low 1,869.9 1,863.4 -6.5 -0.3% 1,759.0
Close 1,886.8 1,866.0 -20.8 -1.1% 1,886.8
Range 36.2 32.0 -4.2 -11.6% 147.1
ATR 54.8 53.2 -1.6 -3.0% 0.0
Volume 229,449 189,560 -39,889 -17.4% 1,057,888
Daily Pivots for day following 14-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,970.9 1,950.5 1,883.6
R3 1,938.9 1,918.5 1,874.8
R2 1,906.9 1,906.9 1,871.9
R1 1,886.5 1,886.5 1,868.9 1,880.7
PP 1,874.9 1,874.9 1,874.9 1,872.1
S1 1,854.5 1,854.5 1,863.1 1,848.7
S2 1,842.9 1,842.9 1,860.1
S3 1,810.9 1,822.5 1,857.2
S4 1,778.9 1,790.5 1,848.4
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,291.9 2,236.5 1,967.7
R3 2,144.8 2,089.4 1,927.3
R2 1,997.7 1,997.7 1,913.8
R1 1,942.3 1,942.3 1,900.3 1,970.0
PP 1,850.6 1,850.6 1,850.6 1,864.5
S1 1,795.2 1,795.2 1,873.3 1,822.9
S2 1,703.5 1,703.5 1,859.8
S3 1,556.4 1,648.1 1,846.3
S4 1,409.3 1,501.0 1,805.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,906.1 1,759.0 147.1 7.9% 57.7 3.1% 73% False False 215,789
10 1,906.1 1,758.3 147.8 7.9% 52.2 2.8% 73% False False 220,478
20 1,906.1 1,695.3 210.8 11.3% 51.8 2.8% 81% False False 235,981
40 1,906.1 1,643.8 262.3 14.1% 55.8 3.0% 85% False False 246,147
60 1,979.6 1,643.8 335.8 18.0% 52.3 2.8% 66% False False 197,764
80 2,038.8 1,643.8 395.0 21.2% 48.4 2.6% 56% False False 148,379
100 2,038.8 1,643.8 395.0 21.2% 47.0 2.5% 56% False False 118,723
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,031.4
2.618 1,979.2
1.618 1,947.2
1.000 1,927.4
0.618 1,915.2
HIGH 1,895.4
0.618 1,883.2
0.500 1,879.4
0.382 1,875.6
LOW 1,863.4
0.618 1,843.6
1.000 1,831.4
1.618 1,811.6
2.618 1,779.6
4.250 1,727.4
Fisher Pivots for day following 14-Nov-2022
Pivot 1 day 3 day
R1 1,879.4 1,855.6
PP 1,874.9 1,845.2
S1 1,870.5 1,834.9

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

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