CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 18-Apr-2022

Day Change Summary
	Previous	Current
	14-Apr-2022	18-Apr-2022	Change	Change %	Previous Week
Open	2,020.1	2,001.0	-19.1	-0.9%	1,994.2
High	2,036.7	2,004.5	-32.2	-1.6%	2,036.7
Low	1,999.8	1,977.7	-22.1	-1.1%	1,966.6
Close	2,001.5	1,987.7	-13.8	-0.7%	2,001.5
Range	36.9	26.8	-10.1	-27.4%	70.1
ATR	47.8	46.3	-1.5	-3.1%	0.0
Volume	151,457	132,198	-19,259	-12.7%	707,181

Daily Pivots for day following 18-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,070.4	2,055.8	2,002.4
R3	2,043.6	2,029.0	1,995.1
R2	2,016.8	2,016.8	1,992.6
R1	2,002.2	2,002.2	1,990.2	1,996.1
PP	1,990.0	1,990.0	1,990.0	1,986.9
S1	1,975.4	1,975.4	1,985.2	1,969.3
S2	1,963.2	1,963.2	1,982.8
S3	1,936.4	1,948.6	1,980.3
S4	1,909.6	1,921.8	1,973.0

Weekly Pivots for week ending 15-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,211.9	2,176.8	2,040.1
R3	2,141.8	2,106.7	2,020.8
R2	2,071.7	2,071.7	2,014.4
R1	2,036.6	2,036.6	2,007.9	2,054.2
PP	2,001.6	2,001.6	2,001.6	2,010.4
S1	1,966.5	1,966.5	1,995.1	1,984.1
S2	1,931.5	1,931.5	1,988.6
S3	1,861.4	1,896.4	1,982.2
S4	1,791.3	1,826.3	1,962.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,036.7	1,966.6	70.1	3.5%	40.9	2.1%	30%	False	False	167,875
10	2,107.9	1,966.6	141.3	7.1%	42.6	2.1%	15%	False	False	186,561
20	2,137.1	1,966.6	170.5	8.6%	41.6	2.1%	12%	False	False	182,393
40	2,137.1	1,881.7	255.4	12.8%	54.6	2.7%	42%	False	False	135,929
60	2,137.1	1,881.7	255.4	12.8%	57.1	2.9%	42%	False	False	90,724
80	2,285.0	1,881.7	403.3	20.3%	54.3	2.7%	26%	False	False	68,107

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	True
Bear Hook	False
Bull Hook	False
Stretch	9.7
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,118.4
2.618	2,074.7
1.618	2,047.9
1.000	2,031.3
0.618	2,021.1
HIGH	2,004.5
0.618	1,994.3
0.500	1,991.1
0.382	1,987.9
LOW	1,977.7
0.618	1,961.1
1.000	1,950.9
1.618	1,934.3
2.618	1,907.5
4.250	1,863.8

Fisher Pivots for day following 18-Apr-2022
Pivot	1 day	3 day
R1	1,991.1	2,007.2
PP	1,990.0	2,000.7
S1	1,988.8	1,994.2

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

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