CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 25-Mar-2022
Day Change Summary
Previous Current
24-Mar-2022 25-Mar-2022 Change Change % Previous Week
Open 2,047.1 2,072.6 25.5 1.2% 2,082.1
High 2,074.4 2,079.9 5.5 0.3% 2,097.0
Low 2,039.8 2,057.6 17.8 0.9% 2,039.8
Close 2,070.8 2,075.2 4.4 0.2% 2,075.2
Range 34.6 22.3 -12.3 -35.5% 57.2
ATR 57.4 54.9 -2.5 -4.4% 0.0
Volume 143,350 149,940 6,590 4.6% 801,129
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 2,137.8 2,128.8 2,087.5
R3 2,115.5 2,106.5 2,081.3
R2 2,093.2 2,093.2 2,079.3
R1 2,084.2 2,084.2 2,077.2 2,088.7
PP 2,070.9 2,070.9 2,070.9 2,073.2
S1 2,061.9 2,061.9 2,073.2 2,066.4
S2 2,048.6 2,048.6 2,071.1
S3 2,026.3 2,039.6 2,069.1
S4 2,004.0 2,017.3 2,062.9
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 2,242.3 2,215.9 2,106.7
R3 2,185.1 2,158.7 2,090.9
R2 2,127.9 2,127.9 2,085.7
R1 2,101.5 2,101.5 2,080.4 2,086.1
PP 2,070.7 2,070.7 2,070.7 2,063.0
S1 2,044.3 2,044.3 2,070.0 2,028.9
S2 2,013.5 2,013.5 2,064.7
S3 1,956.3 1,987.1 2,059.5
S4 1,899.1 1,929.9 2,043.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,097.0 2,039.8 57.2 2.8% 37.5 1.8% 62% False False 160,225
10 2,097.0 1,911.8 185.2 8.9% 49.5 2.4% 88% False False 221,320
20 2,097.0 1,911.8 185.2 8.9% 58.4 2.8% 88% False False 129,307
40 2,100.7 1,881.7 219.0 10.6% 58.7 2.8% 88% False False 64,863
60 2,285.0 1,881.7 403.3 19.4% 59.2 2.9% 48% False False 43,359
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.7
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 2,174.7
2.618 2,138.3
1.618 2,116.0
1.000 2,102.2
0.618 2,093.7
HIGH 2,079.9
0.618 2,071.4
0.500 2,068.8
0.382 2,066.1
LOW 2,057.6
0.618 2,043.8
1.000 2,035.3
1.618 2,021.5
2.618 1,999.2
4.250 1,962.8
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 2,073.1 2,071.5
PP 2,070.9 2,067.8
S1 2,068.8 2,064.1

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

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