CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 02-Feb-2022

Day Change Summary
	Previous	Current
	01-Feb-2022	02-Feb-2022	Change	Change %	Previous Week
Open	2,015.0	2,041.1	26.1	1.3%	1,986.6
High	2,049.2	2,058.4	9.2	0.4%	2,049.9
Low	1,992.7	2,005.7	13.0	0.7%	1,892.4
Close	2,045.9	2,025.0	-20.9	-1.0%	1,965.6
Range	56.5	52.7	-3.8	-6.7%	157.5
ATR	67.0	66.0	-1.0	-1.5%	0.0
Volume	259,989	245,740	-14,249	-5.5%	1,941,688

Daily Pivots for day following 02-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,187.8	2,159.1	2,054.0
R3	2,135.1	2,106.4	2,039.5
R2	2,082.4	2,082.4	2,034.7
R1	2,053.7	2,053.7	2,029.8	2,041.7
PP	2,029.7	2,029.7	2,029.7	2,023.7
S1	2,001.0	2,001.0	2,020.2	1,989.0
S2	1,977.0	1,977.0	2,015.3
S3	1,924.3	1,948.3	2,010.5
S4	1,871.6	1,895.6	1,996.0

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,441.8	2,361.2	2,052.2
R3	2,284.3	2,203.7	2,008.9
R2	2,126.8	2,126.8	1,994.5
R1	2,046.2	2,046.2	1,980.0	2,007.8
PP	1,969.3	1,969.3	1,969.3	1,950.1
S1	1,888.7	1,888.7	1,951.2	1,850.3
S2	1,811.8	1,811.8	1,936.7
S3	1,654.3	1,731.2	1,922.3
S4	1,496.8	1,573.7	1,879.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,058.4	1,892.4	166.0	8.2%	72.4	3.6%	80%	True	False	292,235
10	2,104.3	1,892.4	211.9	10.5%	80.8	4.0%	63%	False	False	347,081
20	2,276.4	1,892.4	384.0	19.0%	68.6	3.4%	35%	False	False	300,709
40	2,288.6	1,892.4	396.2	19.6%	59.0	2.9%	33%	False	False	247,975
60	2,458.2	1,892.4	565.8	27.9%	57.9	2.9%	23%	False	False	165,684
80	2,458.2	1,892.4	565.8	27.9%	52.8	2.6%	23%	False	False	124,289
100	2,458.2	1,892.4	565.8	27.9%	50.3	2.5%	23%	False	False	99,450

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	29.3
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2,282.4
2.618	2,196.4
1.618	2,143.7
1.000	2,111.1
0.618	2,091.0
HIGH	2,058.4
0.618	2,038.3
0.500	2,032.1
0.382	2,025.8
LOW	2,005.7
0.618	1,973.1
1.000	1,953.0
1.618	1,920.4
2.618	1,867.7
4.250	1,781.7

Fisher Pivots for day following 02-Feb-2022
Pivot	1 day	3 day
R1	2,032.1	2,016.0
PP	2,029.7	2,007.1
S1	2,027.4	1,998.1

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

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