CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 2,268.9 2,267.2 -1.7 -0.1% 2,238.0
High 2,288.6 2,276.4 -12.2 -0.5% 2,275.2
Low 2,250.8 2,187.5 -63.3 -2.8% 2,222.7
Close 2,266.5 2,190.6 -75.9 -3.3% 2,242.8
Range 37.8 88.9 51.1 135.2% 52.5
ATR 47.9 50.8 2.9 6.1% 0.0
Volume 182,380 248,172 65,792 36.1% 665,405
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 2,484.9 2,426.6 2,239.5
R3 2,396.0 2,337.7 2,215.0
R2 2,307.1 2,307.1 2,206.9
R1 2,248.8 2,248.8 2,198.7 2,233.5
PP 2,218.2 2,218.2 2,218.2 2,210.5
S1 2,159.9 2,159.9 2,182.5 2,144.6
S2 2,129.3 2,129.3 2,174.3
S3 2,040.4 2,071.0 2,166.2
S4 1,951.5 1,982.1 2,141.7
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,404.4 2,376.1 2,271.7
R3 2,351.9 2,323.6 2,257.2
R2 2,299.4 2,299.4 2,252.4
R1 2,271.1 2,271.1 2,247.6 2,285.3
PP 2,246.9 2,246.9 2,246.9 2,254.0
S1 2,218.6 2,218.6 2,238.0 2,232.8
S2 2,194.4 2,194.4 2,233.2
S3 2,141.9 2,166.1 2,228.4
S4 2,089.4 2,113.6 2,213.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,288.6 2,187.5 101.1 4.6% 45.8 2.1% 3% False True 181,989
10 2,288.6 2,187.5 101.1 4.6% 38.5 1.8% 3% False True 163,271
20 2,288.6 2,102.3 186.3 8.5% 50.2 2.3% 47% False False 207,360
40 2,439.3 2,102.3 337.0 15.4% 53.2 2.4% 26% False False 104,369
60 2,458.2 2,102.3 355.9 16.2% 48.4 2.2% 25% False False 69,617
80 2,458.2 2,102.3 355.9 16.2% 46.5 2.1% 25% False False 52,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2,654.2
2.618 2,509.1
1.618 2,420.2
1.000 2,365.3
0.618 2,331.3
HIGH 2,276.4
0.618 2,242.4
0.500 2,232.0
0.382 2,221.5
LOW 2,187.5
0.618 2,132.6
1.000 2,098.6
1.618 2,043.7
2.618 1,954.8
4.250 1,809.7
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 2,232.0 2,238.1
PP 2,218.2 2,222.2
S1 2,204.4 2,206.4

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

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