CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 16-Mar-2022

Day Change Summary
	Previous	Current
	15-Mar-2022	16-Mar-2022	Change	Change %	Previous Week
Open	1,940.1	1,961.7	21.6	1.1%	1,978.0
High	1,967.3	2,038.1	70.8	3.6%	2,044.9
Low	1,911.8	1,958.1	46.3	2.4%	1,919.9
Close	1,964.7	2,028.3	63.6	3.2%	1,974.3
Range	55.5	80.0	24.5	44.1%	125.0
ATR	64.4	65.5	1.1	1.7%	0.0
Volume	305,330	299,569	-5,761	-1.9%	367,100

Daily Pivots for day following 16-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,248.2	2,218.2	2,072.3
R3	2,168.2	2,138.2	2,050.3
R2	2,088.2	2,088.2	2,043.0
R1	2,058.2	2,058.2	2,035.6	2,073.2
PP	2,008.2	2,008.2	2,008.2	2,015.7
S1	1,978.2	1,978.2	2,021.0	1,993.2
S2	1,928.2	1,928.2	2,013.6
S3	1,848.2	1,898.2	2,006.3
S4	1,768.2	1,818.2	1,984.3

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,354.7	2,289.5	2,043.1
R3	2,229.7	2,164.5	2,008.7
R2	2,104.7	2,104.7	1,997.2
R1	2,039.5	2,039.5	1,985.8	2,009.6
PP	1,979.7	1,979.7	1,979.7	1,964.8
S1	1,914.5	1,914.5	1,962.8	1,884.6
S2	1,854.7	1,854.7	1,951.4
S3	1,729.7	1,789.5	1,939.9
S4	1,604.7	1,664.5	1,905.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,044.9	1,911.8	133.1	6.6%	64.2	3.2%	88%	False	False	273,539
10	2,067.3	1,911.8	155.5	7.7%	65.3	3.2%	75%	False	False	139,760
20	2,082.5	1,881.7	200.8	9.9%	67.0	3.3%	73%	False	False	70,222
40	2,105.3	1,881.7	223.6	11.0%	66.0	3.3%	66%	False	False	35,294
60	2,285.0	1,881.7	403.3	19.9%	58.9	2.9%	36%	False	False	23,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,378.1
2.618	2,247.5
1.618	2,167.5
1.000	2,118.1
0.618	2,087.5
HIGH	2,038.1
0.618	2,007.5
0.500	1,998.1
0.382	1,988.7
LOW	1,958.1
0.618	1,908.7
1.000	1,878.1
1.618	1,828.7
2.618	1,748.7
4.250	1,618.1

Fisher Pivots for day following 16-Mar-2022
Pivot	1 day	3 day
R1	2,018.2	2,010.5
PP	2,008.2	1,992.7
S1	1,998.1	1,975.0

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

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