CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 07-Feb-2022

Day Change Summary
	Previous	Current
	04-Feb-2022	07-Feb-2022	Change	Change %	Previous Week
Open	1,998.4	1,996.6	-1.8	-0.1%	1,960.8
High	2,014.1	2,024.3	10.2	0.5%	2,058.4
Low	1,956.8	1,980.0	23.2	1.2%	1,937.8
Close	1,996.9	2,007.3	10.4	0.5%	1,996.9
Range	57.3	44.3	-13.0	-22.7%	120.6
ATR	63.8	62.4	-1.4	-2.2%	0.0
Volume	236,037	185,338	-50,699	-21.5%	1,268,299

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,136.8	2,116.3	2,031.7
R3	2,092.5	2,072.0	2,019.5
R2	2,048.2	2,048.2	2,015.4
R1	2,027.7	2,027.7	2,011.4	2,038.0
PP	2,003.9	2,003.9	2,003.9	2,009.0
S1	1,983.4	1,983.4	2,003.2	1,993.7
S2	1,959.6	1,959.6	1,999.2
S3	1,915.3	1,939.1	1,995.1
S4	1,871.0	1,894.8	1,982.9

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,359.5	2,298.8	2,063.2
R3	2,238.9	2,178.2	2,030.1
R2	2,118.3	2,118.3	2,019.0
R1	2,057.6	2,057.6	2,008.0	2,088.0
PP	1,997.7	1,997.7	1,997.7	2,012.9
S1	1,937.0	1,937.0	1,985.8	1,967.4
S2	1,877.1	1,877.1	1,974.8
S3	1,756.5	1,816.4	1,963.7
S4	1,635.9	1,695.8	1,930.6

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	1,956.8	101.6	5.1%	50.7	2.5%	50%	False	False	237,061
10	2,058.4	1,892.4	166.0	8.3%	68.4	3.4%	69%	False	False	286,667
20	2,209.3	1,892.4	316.9	15.8%	66.7	3.3%	36%	False	False	297,364
40	2,288.6	1,892.4	396.2	19.7%	58.4	2.9%	29%	False	False	262,180
60	2,425.1	1,892.4	532.7	26.5%	57.9	2.9%	22%	False	False	177,001
80	2,458.2	1,892.4	565.8	28.2%	53.4	2.7%	20%	False	False	132,776
100	2,458.2	1,892.4	565.8	28.2%	50.7	2.5%	20%	False	False	106,246

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	20.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,212.6
2.618	2,140.3
1.618	2,096.0
1.000	2,068.6
0.618	2,051.7
HIGH	2,024.3
0.618	2,007.4
0.500	2,002.2
0.382	1,996.9
LOW	1,980.0
0.618	1,952.6
1.000	1,935.7
1.618	1,908.3
2.618	1,864.0
4.250	1,791.7

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	2,005.6	2,001.9
PP	2,003.9	1,996.6
S1	2,002.2	1,991.2

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

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