CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 1,892.0 1,842.4 -49.6 -2.6% 1,867.0
High 1,894.9 1,847.5 -47.4 -2.5% 1,906.1
Low 1,834.8 1,803.1 -31.7 -1.7% 1,821.2
Close 1,841.9 1,814.1 -27.8 -1.5% 1,894.4
Range 60.1 44.4 -15.7 -26.1% 84.9
ATR 45.7 45.6 -0.1 -0.2% 0.0
Volume 186,130 191,457 5,327 2.9% 1,002,832
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 1,954.8 1,928.8 1,838.5
R3 1,910.4 1,884.4 1,826.3
R2 1,866.0 1,866.0 1,822.2
R1 1,840.0 1,840.0 1,818.2 1,830.8
PP 1,821.6 1,821.6 1,821.6 1,817.0
S1 1,795.6 1,795.6 1,810.0 1,786.4
S2 1,777.2 1,777.2 1,806.0
S3 1,732.8 1,751.2 1,801.9
S4 1,688.4 1,706.8 1,789.7
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 2,128.6 2,096.4 1,941.1
R3 2,043.7 2,011.5 1,917.7
R2 1,958.8 1,958.8 1,910.0
R1 1,926.6 1,926.6 1,902.2 1,942.7
PP 1,873.9 1,873.9 1,873.9 1,882.0
S1 1,841.7 1,841.7 1,886.6 1,857.8
S2 1,789.0 1,789.0 1,878.8
S3 1,704.1 1,756.8 1,871.1
S4 1,619.2 1,671.9 1,847.7
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 1,803.1 103.0 5.7% 54.2 3.0% 11% False True 213,025
10 1,906.1 1,803.1 103.0 5.7% 39.7 2.2% 11% False True 175,354
20 1,913.3 1,759.0 154.3 8.5% 44.3 2.4% 36% False False 185,979
40 1,913.3 1,643.8 269.5 14.9% 49.3 2.7% 63% False False 215,595
60 1,935.4 1,643.8 291.6 16.1% 51.6 2.8% 58% False False 229,330
80 2,038.8 1,643.8 395.0 21.8% 48.9 2.7% 43% False False 181,358
100 2,038.8 1,643.8 395.0 21.8% 46.8 2.6% 43% False False 145,111
120 2,038.8 1,643.8 395.0 21.8% 46.3 2.6% 43% False False 120,960
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 7.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,036.2
2.618 1,963.7
1.618 1,919.3
1.000 1,891.9
0.618 1,874.9
HIGH 1,847.5
0.618 1,830.5
0.500 1,825.3
0.382 1,820.1
LOW 1,803.1
0.618 1,775.7
1.000 1,758.7
1.618 1,731.3
2.618 1,686.9
4.250 1,614.4
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 1,825.3 1,852.7
PP 1,821.6 1,839.8
S1 1,817.8 1,827.0

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

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