CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 03-Feb-2022

Day Change Summary
	Previous	Current
	02-Feb-2022	03-Feb-2022	Change	Change %	Previous Week
Open	2,041.1	2,025.0	-16.1	-0.8%	1,986.6
High	2,058.4	2,025.6	-32.8	-1.6%	2,049.9
Low	2,005.7	1,983.0	-22.7	-1.1%	1,892.4
Close	2,025.0	1,986.4	-38.6	-1.9%	1,965.6
Range	52.7	42.6	-10.1	-19.2%	157.5
ATR	66.0	64.3	-1.7	-2.5%	0.0
Volume	245,740	258,203	12,463	5.1%	1,941,688

Daily Pivots for day following 03-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,126.1	2,098.9	2,009.8
R3	2,083.5	2,056.3	1,998.1
R2	2,040.9	2,040.9	1,994.2
R1	2,013.7	2,013.7	1,990.3	2,006.0
PP	1,998.3	1,998.3	1,998.3	1,994.5
S1	1,971.1	1,971.1	1,982.5	1,963.4
S2	1,955.7	1,955.7	1,978.6
S3	1,913.1	1,928.5	1,974.7
S4	1,870.5	1,885.9	1,963.0

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	8.4%	62.7	3.2%	57%	False	False	276,607
10	2,058.4	1,892.4	166.0	8.4%	75.7	3.8%	57%	False	False	343,247
20	2,220.5	1,892.4	328.1	16.5%	66.3	3.3%	29%	False	False	301,211
40	2,288.6	1,892.4	396.2	19.9%	58.2	2.9%	24%	False	False	254,285
60	2,439.3	1,892.4	546.9	27.5%	57.6	2.9%	17%	False	False	169,983
80	2,458.2	1,892.4	565.8	28.5%	52.9	2.7%	17%	False	False	127,515
100	2,458.2	1,892.4	565.8	28.5%	50.5	2.5%	17%	False	False	102,032

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	25.0
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	2,206.7
2.618	2,137.1
1.618	2,094.5
1.000	2,068.2
0.618	2,051.9
HIGH	2,025.6
0.618	2,009.3
0.500	2,004.3
0.382	1,999.3
LOW	1,983.0
0.618	1,956.7
1.000	1,940.4
1.618	1,914.1
2.618	1,871.5
4.250	1,802.0

Fisher Pivots for day following 03-Feb-2022
Pivot	1 day	3 day
R1	2,004.3	2,020.7
PP	1,998.3	2,009.3
S1	1,992.4	1,997.8

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

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