CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 16-Feb-2022
Day Change Summary
Previous Current
15-Feb-2022 16-Feb-2022 Change Change % Previous Week
Open 2,020.0 2,066.0 46.0 2.3% 1,994.0
High 2,072.8 2,082.5 9.7 0.5% 2,100.7
Low 2,009.5 2,052.0 42.5 2.1% 1,978.0
Close 2,071.1 2,074.6 3.5 0.2% 2,022.9
Range 63.3 30.5 -32.8 -51.8% 122.7
ATR 57.9 56.0 -2.0 -3.4% 0.0
Volume 274 177 -97 -35.4% 1,162
Daily Pivots for day following 16-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,161.2 2,148.4 2,091.4
R3 2,130.7 2,117.9 2,083.0
R2 2,100.2 2,100.2 2,080.2
R1 2,087.4 2,087.4 2,077.4 2,093.8
PP 2,069.7 2,069.7 2,069.7 2,072.9
S1 2,056.9 2,056.9 2,071.8 2,063.3
S2 2,039.2 2,039.2 2,069.0
S3 2,008.7 2,026.4 2,066.2
S4 1,978.2 1,995.9 2,057.8
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 2,402.0 2,335.1 2,090.4
R3 2,279.3 2,212.4 2,056.6
R2 2,156.6 2,156.6 2,045.4
R1 2,089.7 2,089.7 2,034.1 2,123.2
PP 2,033.9 2,033.9 2,033.9 2,050.6
S1 1,967.0 1,967.0 2,011.7 2,000.5
S2 1,911.2 1,911.2 2,000.4
S3 1,788.5 1,844.3 1,989.2
S4 1,665.8 1,721.6 1,955.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,100.7 1,999.1 101.6 4.9% 54.2 2.6% 74% False False 254
10 2,100.7 1,955.0 145.7 7.0% 48.9 2.4% 82% False False 249
20 2,100.7 1,890.8 209.9 10.1% 63.9 3.1% 88% False False 313
40 2,285.0 1,890.8 394.2 19.0% 53.9 2.6% 47% False False 280
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 False
Stretch 15.1
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 2,212.1
2.618 2,162.3
1.618 2,131.8
1.000 2,113.0
0.618 2,101.3
HIGH 2,082.5
0.618 2,070.8
0.500 2,067.3
0.382 2,063.7
LOW 2,052.0
0.618 2,033.2
1.000 2,021.5
1.618 2,002.7
2.618 1,972.2
4.250 1,922.4
Fisher Pivots for day following 16-Feb-2022
Pivot 1 day 3 day
R1 2,072.2 2,063.3
PP 2,069.7 2,052.1
S1 2,067.3 2,040.8

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

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