CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 1,853.1 1,842.5 -10.6 -0.6% 1,881.1
High 1,857.9 1,865.4 7.5 0.4% 1,913.3
Low 1,829.8 1,837.3 7.5 0.4% 1,820.6
Close 1,843.2 1,863.8 20.6 1.1% 1,853.2
Range 28.1 28.1 0.0 0.0% 92.7
ATR 49.1 47.6 -1.5 -3.1% 0.0
Volume 124,042 136,678 12,636 10.2% 952,620
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 1,939.8 1,929.9 1,879.3
R3 1,911.7 1,901.8 1,871.5
R2 1,883.6 1,883.6 1,869.0
R1 1,873.7 1,873.7 1,866.4 1,878.7
PP 1,855.5 1,855.5 1,855.5 1,858.0
S1 1,845.6 1,845.6 1,861.2 1,850.6
S2 1,827.4 1,827.4 1,858.6
S3 1,799.3 1,817.5 1,856.1
S4 1,771.2 1,789.4 1,848.3
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 1,903.0 1,820.6 82.4 4.4% 37.0 2.0% 52% False False 158,393
10 1,913.3 1,759.0 154.3 8.3% 47.0 2.5% 68% False False 190,464
20 1,913.3 1,758.3 155.0 8.3% 46.8 2.5% 68% False False 210,881
40 1,913.3 1,643.8 269.5 14.5% 52.8 2.8% 82% False False 234,017
60 1,935.4 1,643.8 291.6 15.6% 52.1 2.8% 75% False False 214,790
80 2,038.8 1,643.8 395.0 21.2% 48.7 2.6% 56% False False 161,160
100 2,038.8 1,643.8 395.0 21.2% 46.5 2.5% 56% False False 128,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.7
Fibonacci Retracements and Extensions
4.250 1,984.8
2.618 1,939.0
1.618 1,910.9
1.000 1,893.5
0.618 1,882.8
HIGH 1,865.4
0.618 1,854.7
0.500 1,851.4
0.382 1,848.0
LOW 1,837.3
0.618 1,819.9
1.000 1,809.2
1.618 1,791.8
2.618 1,763.7
4.250 1,717.9
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 1,859.7 1,859.0
PP 1,855.5 1,854.2
S1 1,851.4 1,849.4

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

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