CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 22-Feb-2022

Day Change Summary
	Previous	Current
	18-Feb-2022	22-Feb-2022	Change	Change %	Previous Week
Open	2,028.0	1,997.6	-30.4	-1.5%	2,028.3
High	2,049.2	2,025.9	-23.3	-1.1%	2,086.2
Low	2,000.4	1,959.8	-40.6	-2.0%	2,000.4
Close	2,006.6	1,979.2	-27.4	-1.4%	2,006.6
Range	48.8	66.1	17.3	35.5%	85.8
ATR	57.4	58.0	0.6	1.1%	0.0
Volume	205,738	296,786	91,048	44.3%	973,697

Daily Pivots for day following 22-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,186.6	2,149.0	2,015.6
R3	2,120.5	2,082.9	1,997.4
R2	2,054.4	2,054.4	1,991.3
R1	2,016.8	2,016.8	1,985.3	2,002.6
PP	1,988.3	1,988.3	1,988.3	1,981.2
S1	1,950.7	1,950.7	1,973.1	1,936.5
S2	1,922.2	1,922.2	1,967.1
S3	1,856.1	1,884.6	1,961.0
S4	1,790.0	1,818.5	1,942.8

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,288.5	2,233.3	2,053.8
R3	2,202.7	2,147.5	2,030.2
R2	2,116.9	2,116.9	2,022.3
R1	2,061.7	2,061.7	2,014.5	2,046.4
PP	2,031.1	2,031.1	2,031.1	2,023.4
S1	1,975.9	1,975.9	1,998.7	1,960.6
S2	1,945.3	1,945.3	1,990.9
S3	1,859.5	1,890.1	1,983.0
S4	1,773.7	1,804.3	1,959.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,086.2	1,959.8	126.4	6.4%	54.3	2.7%	15%	False	True	205,519
10	2,103.9	1,959.8	144.1	7.3%	53.4	2.7%	13%	False	True	220,564
20	2,103.9	1,892.4	211.5	10.7%	60.9	3.1%	41%	False	False	253,616
40	2,288.6	1,892.4	396.2	20.0%	57.1	2.9%	22%	False	False	249,245
60	2,343.3	1,892.4	450.9	22.8%	60.9	3.1%	19%	False	False	213,648
80	2,458.2	1,892.4	565.8	28.6%	55.7	2.8%	15%	False	False	160,337
100	2,458.2	1,892.4	565.8	28.6%	51.7	2.6%	15%	False	False	128,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,306.8
2.618	2,198.9
1.618	2,132.8
1.000	2,092.0
0.618	2,066.7
HIGH	2,025.9
0.618	2,000.6
0.500	1,992.9
0.382	1,985.1
LOW	1,959.8
0.618	1,919.0
1.000	1,893.7
1.618	1,852.9
2.618	1,786.8
4.250	1,678.9

Fisher Pivots for day following 22-Feb-2022
Pivot	1 day	3 day
R1	1,992.9	2,019.7
PP	1,988.3	2,006.2
S1	1,983.8	1,992.7

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

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