CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 08-Apr-2022

Day Change Summary
	Previous	Current
	07-Apr-2022	08-Apr-2022	Change	Change %	Previous Week
Open	2,013.1	2,004.1	-9.0	-0.4%	2,088.5
High	2,026.0	2,015.9	-10.1	-0.5%	2,107.9
Low	1,978.8	1,987.1	8.3	0.4%	1,978.8
Close	2,006.0	1,991.1	-14.9	-0.7%	1,991.1
Range	47.2	28.8	-18.4	-39.0%	129.1
ATR	50.6	49.0	-1.6	-3.1%	0.0
Volume	230,341	175,591	-54,750	-23.8%	1,026,240

Daily Pivots for day following 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,084.4	2,066.6	2,006.9
R3	2,055.6	2,037.8	1,999.0
R2	2,026.8	2,026.8	1,996.4
R1	2,009.0	2,009.0	1,993.7	2,003.5
PP	1,998.0	1,998.0	1,998.0	1,995.3
S1	1,980.2	1,980.2	1,988.5	1,974.7
S2	1,969.2	1,969.2	1,985.8
S3	1,940.4	1,951.4	1,983.2
S4	1,911.6	1,922.6	1,975.3

Weekly Pivots for week ending 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,413.2	2,331.3	2,062.1
R3	2,284.1	2,202.2	2,026.6
R2	2,155.0	2,155.0	2,014.8
R1	2,073.1	2,073.1	2,002.9	2,049.5
PP	2,025.9	2,025.9	2,025.9	2,014.2
S1	1,944.0	1,944.0	1,979.3	1,920.4
S2	1,896.8	1,896.8	1,967.4
S3	1,767.7	1,814.9	1,955.6
S4	1,638.6	1,685.8	1,920.1

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	6.5%	44.2	2.2%	10%	False	False	205,248
10	2,137.1	1,978.8	158.3	8.0%	44.1	2.2%	8%	False	False	200,736
20	2,137.1	1,911.8	225.3	11.3%	46.8	2.3%	35%	False	False	211,028
40	2,137.1	1,881.7	255.4	12.8%	55.9	2.8%	43%	False	False	114,975
60	2,194.4	1,881.7	312.7	15.7%	58.9	3.0%	35%	False	False	76,770
80	2,285.0	1,881.7	403.3	20.3%	55.6	2.8%	27%	False	False	57,616

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,138.3
2.618	2,091.3
1.618	2,062.5
1.000	2,044.7
0.618	2,033.7
HIGH	2,015.9
0.618	2,004.9
0.500	2,001.5
0.382	1,998.1
LOW	1,987.1
0.618	1,969.3
1.000	1,958.3
1.618	1,940.5
2.618	1,911.7
4.250	1,864.7

Fisher Pivots for day following 08-Apr-2022
Pivot	1 day	3 day
R1	2,001.5	2,014.2
PP	1,998.0	2,006.5
S1	1,994.6	1,998.8

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

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