CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 1,844.1 1,853.1 9.0 0.5% 1,881.1
High 1,869.0 1,857.9 -11.1 -0.6% 1,913.3
Low 1,836.3 1,829.8 -6.5 -0.4% 1,820.6
Close 1,853.2 1,843.2 -10.0 -0.5% 1,853.2
Range 32.7 28.1 -4.6 -14.1% 92.7
ATR 50.7 49.1 -1.6 -3.2% 0.0
Volume 164,777 124,042 -40,735 -24.7% 952,620
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,927.9 1,913.7 1,858.7
R3 1,899.8 1,885.6 1,850.9
R2 1,871.7 1,871.7 1,848.4
R1 1,857.5 1,857.5 1,845.8 1,850.6
PP 1,843.6 1,843.6 1,843.6 1,840.2
S1 1,829.4 1,829.4 1,840.6 1,822.5
S2 1,815.5 1,815.5 1,838.0
S3 1,787.4 1,801.3 1,835.5
S4 1,759.3 1,773.2 1,827.7
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,140.5 2,089.5 1,904.2
R3 2,047.8 1,996.8 1,878.7
R2 1,955.1 1,955.1 1,870.2
R1 1,904.1 1,904.1 1,861.7 1,883.3
PP 1,862.4 1,862.4 1,862.4 1,851.9
S1 1,811.4 1,811.4 1,844.7 1,790.6
S2 1,769.7 1,769.7 1,836.2
S3 1,677.0 1,718.7 1,827.7
S4 1,584.3 1,626.0 1,802.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,913.3 1,820.6 92.7 5.0% 40.1 2.2% 24% False False 177,420
10 1,913.3 1,759.0 154.3 8.4% 48.9 2.7% 55% False False 196,605
20 1,913.3 1,744.9 168.4 9.1% 48.6 2.6% 58% False False 216,557
40 1,913.3 1,643.8 269.5 14.6% 53.2 2.9% 74% False False 237,595
60 1,935.4 1,643.8 291.6 15.8% 52.1 2.8% 68% False False 212,517
80 2,038.8 1,643.8 395.0 21.4% 48.9 2.7% 50% False False 159,453
100 2,038.8 1,643.8 395.0 21.4% 46.8 2.5% 50% False False 127,581
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,977.3
2.618 1,931.5
1.618 1,903.4
1.000 1,886.0
0.618 1,875.3
HIGH 1,857.9
0.618 1,847.2
0.500 1,843.9
0.382 1,840.5
LOW 1,829.8
0.618 1,812.4
1.000 1,801.7
1.618 1,784.3
2.618 1,756.2
4.250 1,710.4
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 1,843.9 1,844.8
PP 1,843.6 1,844.3
S1 1,843.4 1,843.7

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

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