CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 11-Feb-2022
Day Change Summary
Previous Current
10-Feb-2022 11-Feb-2022 Change Change % Previous Week
Open 2,079.4 2,045.5 -33.9 -1.6% 1,996.6
High 2,103.9 2,074.2 -29.7 -1.4% 2,103.9
Low 2,034.3 2,009.9 -24.4 -1.2% 1,980.0
Close 2,048.5 2,025.7 -22.8 -1.1% 2,025.7
Range 69.6 64.3 -5.3 -7.6% 123.9
ATR 60.2 60.4 0.3 0.5% 0.0
Volume 332,749 251,682 -81,067 -24.4% 1,120,504
Daily Pivots for day following 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,229.5 2,191.9 2,061.1
R3 2,165.2 2,127.6 2,043.4
R2 2,100.9 2,100.9 2,037.5
R1 2,063.3 2,063.3 2,031.6 2,050.0
PP 2,036.6 2,036.6 2,036.6 2,029.9
S1 1,999.0 1,999.0 2,019.8 1,985.7
S2 1,972.3 1,972.3 2,013.9
S3 1,908.0 1,934.7 2,008.0
S4 1,843.7 1,870.4 1,990.3
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,408.2 2,340.9 2,093.8
R3 2,284.3 2,217.0 2,059.8
R2 2,160.4 2,160.4 2,048.4
R1 2,093.1 2,093.1 2,037.1 2,126.8
PP 2,036.5 2,036.5 2,036.5 2,053.4
S1 1,969.2 1,969.2 2,014.3 2,002.9
S2 1,912.6 1,912.6 2,003.0
S3 1,788.7 1,845.3 1,991.6
S4 1,664.8 1,721.4 1,957.6
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 1,980.0 123.9 6.1% 51.7 2.6% 37% False False 224,100
10 2,103.9 1,937.8 166.1 8.2% 55.6 2.7% 53% False False 238,880
20 2,168.6 1,892.4 276.2 13.6% 67.2 3.3% 48% False False 297,113
40 2,288.6 1,892.4 396.2 19.6% 58.1 2.9% 34% False False 253,428
60 2,403.3 1,892.4 510.9 25.2% 59.7 2.9% 26% False False 192,571
80 2,458.2 1,892.4 565.8 27.9% 54.3 2.7% 24% False False 144,461
100 2,458.2 1,892.4 565.8 27.9% 51.3 2.5% 24% False False 115,596
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 15.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,347.5
2.618 2,242.5
1.618 2,178.2
1.000 2,138.5
0.618 2,113.9
HIGH 2,074.2
0.618 2,049.6
0.500 2,042.1
0.382 2,034.5
LOW 2,009.9
0.618 1,970.2
1.000 1,945.6
1.618 1,905.9
2.618 1,841.6
4.250 1,736.6
Fisher Pivots for day following 11-Feb-2022
Pivot 1 day 3 day
R1 2,042.1 2,056.9
PP 2,036.6 2,046.5
S1 2,031.2 2,036.1

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

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