CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 02-Feb-2022
Day Change Summary
Previous Current
01-Feb-2022 02-Feb-2022 Change Change % Previous Week
Open 2,014.5 2,047.0 32.5 1.6% 1,982.7
High 2,045.7 2,054.7 9.0 0.4% 2,045.0
Low 1,990.8 2,003.5 12.7 0.6% 1,890.8
Close 2,043.3 2,022.3 -21.0 -1.0% 1,962.7
Range 54.9 51.2 -3.7 -6.7% 154.2
ATR 64.3 63.4 -0.9 -1.5% 0.0
Volume 415 410 -5 -1.2% 2,189
Daily Pivots for day following 02-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,180.4 2,152.6 2,050.5
R3 2,129.2 2,101.4 2,036.4
R2 2,078.0 2,078.0 2,031.7
R1 2,050.2 2,050.2 2,027.0 2,038.5
PP 2,026.8 2,026.8 2,026.8 2,021.0
S1 1,999.0 1,999.0 2,017.6 1,987.3
S2 1,975.6 1,975.6 2,012.9
S3 1,924.4 1,947.8 2,008.2
S4 1,873.2 1,896.6 1,994.1
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 2,428.8 2,349.9 2,047.5
R3 2,274.6 2,195.7 2,005.1
R2 2,120.4 2,120.4 1,991.0
R1 2,041.5 2,041.5 1,976.8 2,003.9
PP 1,966.2 1,966.2 1,966.2 1,947.3
S1 1,887.3 1,887.3 1,948.6 1,849.7
S2 1,812.0 1,812.0 1,934.4
S3 1,657.8 1,733.1 1,920.3
S4 1,503.6 1,578.9 1,877.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,054.7 1,890.8 163.9 8.1% 70.7 3.5% 80% True False 324
10 2,100.3 1,890.8 209.5 10.4% 79.0 3.9% 63% False False 378
20 2,272.8 1,890.8 382.0 18.9% 66.9 3.3% 34% False False 398
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 29.6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,272.3
2.618 2,188.7
1.618 2,137.5
1.000 2,105.9
0.618 2,086.3
HIGH 2,054.7
0.618 2,035.1
0.500 2,029.1
0.382 2,023.1
LOW 2,003.5
0.618 1,971.9
1.000 1,952.3
1.618 1,920.7
2.618 1,869.5
4.250 1,785.9
Fisher Pivots for day following 02-Feb-2022
Pivot 1 day 3 day
R1 2,029.1 2,013.3
PP 2,026.8 2,004.4
S1 2,024.6 1,995.4

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

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