CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 22-Apr-2022

Day Change Summary
	Previous	Current
	21-Apr-2022	22-Apr-2022	Change	Change %	Previous Week
Open	2,040.0	1,986.1	-53.9	-2.6%	2,001.0
High	2,060.9	1,991.7	-69.2	-3.4%	2,060.9
Low	1,982.3	1,927.8	-54.5	-2.7%	1,927.8
Close	1,988.9	1,938.7	-50.2	-2.5%	1,938.7
Range	78.6	63.9	-14.7	-18.7%	133.1
ATR	48.0	49.1	1.1	2.4%	0.0
Volume	213,501	242,659	29,158	13.7%	920,782

Daily Pivots for day following 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,144.4	2,105.5	1,973.8
R3	2,080.5	2,041.6	1,956.3
R2	2,016.6	2,016.6	1,950.4
R1	1,977.7	1,977.7	1,944.6	1,965.2
PP	1,952.7	1,952.7	1,952.7	1,946.5
S1	1,913.8	1,913.8	1,932.8	1,901.3
S2	1,888.8	1,888.8	1,927.0
S3	1,824.9	1,849.9	1,921.1
S4	1,761.0	1,786.0	1,903.6

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,375.1	2,290.0	2,011.9
R3	2,242.0	2,156.9	1,975.3
R2	2,108.9	2,108.9	1,963.1
R1	2,023.8	2,023.8	1,950.9	1,999.8
PP	1,975.8	1,975.8	1,975.8	1,963.8
S1	1,890.7	1,890.7	1,926.5	1,866.7
S2	1,842.7	1,842.7	1,914.3
S3	1,709.6	1,757.6	1,902.1
S4	1,576.5	1,624.5	1,865.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,060.9	1,927.8	133.1	6.9%	50.5	2.6%	8%	False	True	184,156
10	2,060.9	1,927.8	133.1	6.9%	45.9	2.4%	8%	False	True	180,355
20	2,137.1	1,927.8	209.3	10.8%	44.7	2.3%	5%	False	True	189,263
40	2,137.1	1,911.8	225.3	11.6%	52.8	2.7%	12%	False	False	155,545
60	2,137.1	1,881.7	255.4	13.2%	55.1	2.8%	22%	False	False	103,834
80	2,285.0	1,881.7	403.3	20.8%	55.5	2.9%	14%	False	False	77,961

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	10.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,263.3
2.618	2,159.0
1.618	2,095.1
1.000	2,055.6
0.618	2,031.2
HIGH	1,991.7
0.618	1,967.3
0.500	1,959.8
0.382	1,952.2
LOW	1,927.8
0.618	1,888.3
1.000	1,863.9
1.618	1,824.4
2.618	1,760.5
4.250	1,656.2

Fisher Pivots for day following 22-Apr-2022
Pivot	1 day	3 day
R1	1,959.8	1,994.4
PP	1,952.7	1,975.8
S1	1,945.7	1,957.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols