CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 1,842.4 1,814.0 -28.4 -1.5% 1,867.0
High 1,847.5 1,827.6 -19.9 -1.1% 1,906.1
Low 1,803.1 1,803.4 0.3 0.0% 1,821.2
Close 1,814.1 1,808.0 -6.1 -0.3% 1,894.4
Range 44.4 24.2 -20.2 -45.5% 84.9
ATR 45.6 44.0 -1.5 -3.3% 0.0
Volume 191,457 176,588 -14,869 -7.8% 1,002,832
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 1,885.6 1,871.0 1,821.3
R3 1,861.4 1,846.8 1,814.7
R2 1,837.2 1,837.2 1,812.4
R1 1,822.6 1,822.6 1,810.2 1,817.8
PP 1,813.0 1,813.0 1,813.0 1,810.6
S1 1,798.4 1,798.4 1,805.8 1,793.6
S2 1,788.8 1,788.8 1,803.6
S3 1,764.6 1,774.2 1,801.3
S4 1,740.4 1,750.0 1,794.7
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% 43.8 2.4% 5% False False 195,862
10 1,906.1 1,803.1 103.0 5.7% 39.3 2.2% 5% False False 179,345
20 1,913.3 1,759.0 154.3 8.5% 43.2 2.4% 32% False False 184,904
40 1,913.3 1,643.8 269.5 14.9% 48.5 2.7% 61% False False 213,786
60 1,913.3 1,643.8 269.5 14.9% 50.2 2.8% 61% False False 225,806
80 2,038.8 1,643.8 395.0 21.8% 48.9 2.7% 42% False False 183,560
100 2,038.8 1,643.8 395.0 21.8% 46.6 2.6% 42% False False 146,877
120 2,038.8 1,643.8 395.0 21.8% 45.7 2.5% 42% False False 122,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,930.5
2.618 1,891.0
1.618 1,866.8
1.000 1,851.8
0.618 1,842.6
HIGH 1,827.6
0.618 1,818.4
0.500 1,815.5
0.382 1,812.6
LOW 1,803.4
0.618 1,788.4
1.000 1,779.2
1.618 1,764.2
2.618 1,740.0
4.250 1,700.6
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 1,815.5 1,849.0
PP 1,813.0 1,835.3
S1 1,810.5 1,821.7

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

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