CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 07-Apr-2022
Day Change Summary
Previous Current
06-Apr-2022 07-Apr-2022 Change Change % Previous Week
Open 2,045.0 2,013.1 -31.9 -1.6% 2,075.5
High 2,049.6 2,026.0 -23.6 -1.2% 2,137.1
Low 1,999.5 1,978.8 -20.7 -1.0% 2,043.0
Close 2,014.1 2,006.0 -8.1 -0.4% 2,088.3
Range 50.1 47.2 -2.9 -5.8% 94.1
ATR 50.9 50.6 -0.3 -0.5% 0.0
Volume 273,733 230,341 -43,392 -15.9% 981,127
Daily Pivots for day following 07-Apr-2022
Classic Woodie Camarilla DeMark
R4 2,145.2 2,122.8 2,032.0
R3 2,098.0 2,075.6 2,019.0
R2 2,050.8 2,050.8 2,014.7
R1 2,028.4 2,028.4 2,010.3 2,016.0
PP 2,003.6 2,003.6 2,003.6 1,997.4
S1 1,981.2 1,981.2 2,001.7 1,968.8
S2 1,956.4 1,956.4 1,997.3
S3 1,909.2 1,934.0 1,993.0
S4 1,862.0 1,886.8 1,980.0
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 2,371.8 2,324.1 2,140.1
R3 2,277.7 2,230.0 2,114.2
R2 2,183.6 2,183.6 2,105.6
R1 2,135.9 2,135.9 2,096.9 2,159.8
PP 2,089.5 2,089.5 2,089.5 2,101.4
S1 2,041.8 2,041.8 2,079.7 2,065.7
S2 1,995.4 1,995.4 2,071.0
S3 1,901.3 1,947.7 2,062.4
S4 1,807.2 1,853.6 2,036.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,107.9 1,978.8 129.1 6.4% 43.9 2.2% 21% False True 207,667
10 2,137.1 1,978.8 158.3 7.9% 43.5 2.2% 17% False True 198,171
20 2,137.1 1,911.8 225.3 11.2% 48.9 2.4% 42% False False 215,603
40 2,137.1 1,881.7 255.4 12.7% 56.9 2.8% 49% False False 110,592
60 2,206.4 1,881.7 324.7 16.2% 59.2 2.9% 38% False False 73,846
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,226.6
2.618 2,149.6
1.618 2,102.4
1.000 2,073.2
0.618 2,055.2
HIGH 2,026.0
0.618 2,008.0
0.500 2,002.4
0.382 1,996.8
LOW 1,978.8
0.618 1,949.6
1.000 1,931.6
1.618 1,902.4
2.618 1,855.2
4.250 1,778.2
Fisher Pivots for day following 07-Apr-2022
Pivot 1 day 3 day
R1 2,004.8 2,043.4
PP 2,003.6 2,030.9
S1 2,002.4 2,018.5

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

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