CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 21-Jan-2022

Day Change Summary
	Previous	Current
	20-Jan-2022	21-Jan-2022	Change	Change %	Previous Week
Open	2,060.4	2,020.0	-40.4	-2.0%	2,162.3
High	2,104.3	2,044.2	-60.1	-2.9%	2,168.6
Low	2,010.6	1,982.0	-28.6	-1.4%	1,982.0
Close	2,021.2	1,985.4	-35.8	-1.8%	1,985.4
Range	93.7	62.2	-31.5	-33.6%	186.6
ATR	55.1	55.6	0.5	0.9%	0.0
Volume	296,537	458,527	161,990	54.6%	1,361,224

Daily Pivots for day following 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,190.5	2,150.1	2,019.6
R3	2,128.3	2,087.9	2,002.5
R2	2,066.1	2,066.1	1,996.8
R1	2,025.7	2,025.7	1,991.1	2,014.8
PP	2,003.9	2,003.9	2,003.9	1,998.4
S1	1,963.5	1,963.5	1,979.7	1,952.6
S2	1,941.7	1,941.7	1,974.0
S3	1,879.5	1,901.3	1,968.3
S4	1,817.3	1,839.1	1,951.2

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,605.1	2,481.9	2,088.0
R3	2,418.5	2,295.3	2,036.7
R2	2,231.9	2,231.9	2,019.6
R1	2,108.7	2,108.7	2,002.5	2,077.0
PP	2,045.3	2,045.3	2,045.3	2,029.5
S1	1,922.1	1,922.1	1,968.3	1,890.4
S2	1,858.7	1,858.7	1,951.2
S3	1,672.1	1,735.5	1,934.1
S4	1,485.5	1,548.9	1,882.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,168.6	1,982.0	186.6	9.4%	66.5	3.3%	2%	False	True	322,354
10	2,219.8	1,982.0	237.8	12.0%	58.4	2.9%	1%	False	True	278,245
20	2,288.6	1,982.0	306.6	15.4%	49.0	2.5%	1%	False	True	225,216
40	2,343.3	1,982.0	361.3	18.2%	58.9	3.0%	1%	False	True	180,501
60	2,458.2	1,982.0	476.2	24.0%	52.8	2.7%	1%	False	True	120,435
80	2,458.2	1,982.0	476.2	24.0%	48.4	2.4%	1%	False	True	90,359

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	18.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,308.6
2.618	2,207.0
1.618	2,144.8
1.000	2,106.4
0.618	2,082.6
HIGH	2,044.2
0.618	2,020.4
0.500	2,013.1
0.382	2,005.8
LOW	1,982.0
0.618	1,943.6
1.000	1,919.8
1.618	1,881.4
2.618	1,819.2
4.250	1,717.7

Fisher Pivots for day following 21-Jan-2022
Pivot	1 day	3 day
R1	2,013.1	2,045.2
PP	2,003.9	2,025.3
S1	1,994.6	2,005.3

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

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