CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 11-Mar-2022

Day Change Summary
	Previous	Current
	10-Mar-2022	11-Mar-2022	Change	Change %	Previous Week
Open	2,014.1	2,012.0	-2.1	-0.1%	1,985.0
High	2,015.4	2,048.9	33.5	1.7%	2,048.9
Low	1,977.7	1,976.8	-0.9	0.0%	1,922.6
Close	2,010.9	1,978.3	-32.6	-1.6%	1,978.3
Range	37.7	72.1	34.4	91.2%	126.3
ATR	65.0	65.5	0.5	0.8%	0.0
Volume	232,932	234,633	1,701	0.7%	1,200,195

Daily Pivots for day following 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,217.6	2,170.1	2,018.0
R3	2,145.5	2,098.0	1,998.1
R2	2,073.4	2,073.4	1,991.5
R1	2,025.9	2,025.9	1,984.9	2,013.6
PP	2,001.3	2,001.3	2,001.3	1,995.2
S1	1,953.8	1,953.8	1,971.7	1,941.5
S2	1,929.2	1,929.2	1,965.1
S3	1,857.1	1,881.7	1,958.5
S4	1,785.0	1,809.6	1,938.6

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,362.2	2,296.5	2,047.8
R3	2,235.9	2,170.2	2,013.0
R2	2,109.6	2,109.6	2,001.5
R1	2,043.9	2,043.9	1,989.9	2,013.6
PP	1,983.3	1,983.3	1,983.3	1,968.1
S1	1,917.6	1,917.6	1,966.7	1,887.3
S2	1,857.0	1,857.0	1,955.1
S3	1,730.7	1,791.3	1,943.6
S4	1,604.4	1,665.0	1,908.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,048.9	1,922.6	126.3	6.4%	67.1	3.4%	44%	True	False	240,039
10	2,071.3	1,922.6	148.7	7.5%	68.3	3.5%	37%	False	False	239,745
20	2,086.2	1,883.1	203.1	10.3%	66.3	3.4%	47%	False	False	236,626
40	2,197.5	1,883.1	314.4	15.9%	66.3	3.4%	30%	False	False	266,224
60	2,288.6	1,883.1	405.5	20.5%	61.0	3.1%	23%	False	False	249,044
80	2,407.3	1,883.1	524.2	26.5%	60.8	3.1%	18%	False	False	200,443
100	2,458.2	1,883.1	575.1	29.1%	56.3	2.8%	17%	False	False	160,378
120	2,458.2	1,883.1	575.1	29.1%	53.6	2.7%	17%	False	False	133,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,355.3
2.618	2,237.7
1.618	2,165.6
1.000	2,121.0
0.618	2,093.5
HIGH	2,048.9
0.618	2,021.4
0.500	2,012.9
0.382	2,004.3
LOW	1,976.8
0.618	1,932.2
1.000	1,904.7
1.618	1,860.1
2.618	1,788.0
4.250	1,670.4

Fisher Pivots for day following 11-Mar-2022
Pivot	1 day	3 day
R1	2,012.9	2,000.0
PP	2,001.3	1,992.7
S1	1,989.8	1,985.5

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

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