CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 09-Feb-2022

Day Change Summary
	Previous	Current
	08-Feb-2022	09-Feb-2022	Change	Change %	Previous Week
Open	2,010.5	2,042.0	31.5	1.6%	1,960.8
High	2,044.5	2,080.0	35.5	1.7%	2,058.4
Low	2,002.5	2,041.6	39.1	2.0%	1,937.8
Close	2,040.8	2,079.1	38.3	1.9%	1,996.9
Range	42.0	38.4	-3.6	-8.6%	120.6
ATR	61.0	59.4	-1.6	-2.6%	0.0
Volume	168,056	182,679	14,623	8.7%	1,268,299

Daily Pivots for day following 09-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,182.1	2,169.0	2,100.2
R3	2,143.7	2,130.6	2,089.7
R2	2,105.3	2,105.3	2,086.1
R1	2,092.2	2,092.2	2,082.6	2,098.8
PP	2,066.9	2,066.9	2,066.9	2,070.2
S1	2,053.8	2,053.8	2,075.6	2,060.4
S2	2,028.5	2,028.5	2,072.1
S3	1,990.1	2,015.4	2,068.5
S4	1,951.7	1,977.0	2,058.0

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	2,080.0	1,956.8	123.2	5.9%	44.9	2.2%	99%	True	False	206,062
10	2,080.0	1,892.4	187.6	9.0%	58.7	2.8%	100%	True	False	249,149
20	2,209.3	1,892.4	316.9	15.2%	65.3	3.1%	59%	False	False	289,381
40	2,288.6	1,892.4	396.2	19.1%	57.6	2.8%	47%	False	False	255,262
60	2,425.1	1,892.4	532.7	25.6%	58.4	2.8%	35%	False	False	182,841
80	2,458.2	1,892.4	565.8	27.2%	53.5	2.6%	33%	False	False	137,159
100	2,458.2	1,892.4	565.8	27.2%	51.1	2.5%	33%	False	False	109,752

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	17.2
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	2,243.2
2.618	2,180.5
1.618	2,142.1
1.000	2,118.4
0.618	2,103.7
HIGH	2,080.0
0.618	2,065.3
0.500	2,060.8
0.382	2,056.3
LOW	2,041.6
0.618	2,017.9
1.000	2,003.2
1.618	1,979.5
2.618	1,941.1
4.250	1,878.4

Fisher Pivots for day following 09-Feb-2022
Pivot	1 day	3 day
R1	2,073.0	2,062.7
PP	2,066.9	2,046.4
S1	2,060.8	2,030.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols