CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 10-Feb-2022

Day Change Summary
	Previous	Current
	09-Feb-2022	10-Feb-2022	Change	Change %	Previous Week
Open	2,042.0	2,079.4	37.4	1.8%	1,960.8
High	2,080.0	2,103.9	23.9	1.1%	2,058.4
Low	2,041.6	2,034.3	-7.3	-0.4%	1,937.8
Close	2,079.1	2,048.5	-30.6	-1.5%	1,996.9
Range	38.4	69.6	31.2	81.3%	120.6
ATR	59.4	60.2	0.7	1.2%	0.0
Volume	182,679	332,749	150,070	82.1%	1,268,299

Daily Pivots for day following 10-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,271.0	2,229.4	2,086.8
R3	2,201.4	2,159.8	2,067.6
R2	2,131.8	2,131.8	2,061.3
R1	2,090.2	2,090.2	2,054.9	2,076.2
PP	2,062.2	2,062.2	2,062.2	2,055.3
S1	2,020.6	2,020.6	2,042.1	2,006.6
S2	1,992.6	1,992.6	2,035.7
S3	1,923.0	1,951.0	2,029.4
S4	1,853.4	1,881.4	2,010.2

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	2,103.9	1,956.8	147.1	7.2%	50.3	2.5%	62%	True	False	220,971
10	2,103.9	1,892.4	211.5	10.3%	56.5	2.8%	74%	True	False	248,789
20	2,197.5	1,892.4	305.1	14.9%	66.4	3.2%	51%	False	False	295,822
40	2,288.6	1,892.4	396.2	19.3%	58.3	2.8%	39%	False	False	255,252
60	2,407.3	1,892.4	514.9	25.1%	59.0	2.9%	30%	False	False	188,381
80	2,458.2	1,892.4	565.8	27.6%	53.8	2.6%	28%	False	False	141,316
100	2,458.2	1,892.4	565.8	27.6%	51.0	2.5%	28%	False	False	113,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.9
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,399.7
2.618	2,286.1
1.618	2,216.5
1.000	2,173.5
0.618	2,146.9
HIGH	2,103.9
0.618	2,077.3
0.500	2,069.1
0.382	2,060.9
LOW	2,034.3
0.618	1,991.3
1.000	1,964.7
1.618	1,921.7
2.618	1,852.1
4.250	1,738.5

Fisher Pivots for day following 10-Feb-2022
Pivot	1 day	3 day
R1	2,069.1	2,053.2
PP	2,062.2	2,051.6
S1	2,055.4	2,050.1

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

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