CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 2,032.5 1,985.0 -47.5 -2.3% 2,012.4
High 2,036.4 2,011.3 -25.1 -1.2% 2,071.3
Low 1,981.7 1,943.3 -38.4 -1.9% 1,971.7
Close 1,999.8 1,950.5 -49.3 -2.5% 1,999.8
Range 54.7 68.0 13.3 24.3% 99.6
ATR 65.1 65.3 0.2 0.3% 0.0
Volume 214,478 236,105 21,627 10.1% 1,197,259
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 2,172.4 2,129.4 1,987.9
R3 2,104.4 2,061.4 1,969.2
R2 2,036.4 2,036.4 1,963.0
R1 1,993.4 1,993.4 1,956.7 1,980.9
PP 1,968.4 1,968.4 1,968.4 1,962.1
S1 1,925.4 1,925.4 1,944.3 1,912.9
S2 1,900.4 1,900.4 1,938.0
S3 1,832.4 1,857.4 1,931.8
S4 1,764.4 1,789.4 1,913.1
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 2,313.1 2,256.0 2,054.6
R3 2,213.5 2,156.4 2,027.2
R2 2,113.9 2,113.9 2,018.1
R1 2,056.8 2,056.8 2,008.9 2,035.6
PP 2,014.3 2,014.3 2,014.3 2,003.6
S1 1,957.2 1,957.2 1,990.7 1,936.0
S2 1,914.7 1,914.7 1,981.5
S3 1,815.1 1,857.6 1,972.4
S4 1,715.5 1,758.0 1,945.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,071.3 1,943.3 128.0 6.6% 65.5 3.4% 6% False True 218,608
10 2,071.3 1,883.1 188.2 9.6% 74.1 3.8% 36% False False 254,306
20 2,103.9 1,883.1 220.8 11.3% 62.7 3.2% 31% False False 231,863
40 2,219.8 1,883.1 336.7 17.3% 64.7 3.3% 20% False False 265,742
60 2,288.6 1,883.1 405.5 20.8% 60.1 3.1% 17% False False 250,539
80 2,428.7 1,883.1 545.6 28.0% 59.2 3.0% 12% False False 188,402
100 2,458.2 1,883.1 575.1 29.5% 55.0 2.8% 12% False False 150,744
120 2,458.2 1,883.1 575.1 29.5% 52.6 2.7% 12% False False 125,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 25.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,300.3
2.618 2,189.3
1.618 2,121.3
1.000 2,079.3
0.618 2,053.3
HIGH 2,011.3
0.618 1,985.3
0.500 1,977.3
0.382 1,969.3
LOW 1,943.3
0.618 1,901.3
1.000 1,875.3
1.618 1,833.3
2.618 1,765.3
4.250 1,654.3
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 1,977.3 2,007.3
PP 1,968.4 1,988.4
S1 1,959.4 1,969.4

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

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