CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 27-Apr-2022

Day Change Summary
	Previous	Current
	26-Apr-2022	27-Apr-2022	Change	Change %	Previous Week
Open	1,950.3	1,879.7	-70.6	-3.6%	2,001.0
High	1,957.6	1,909.3	-48.3	-2.5%	2,060.9
Low	1,879.3	1,873.7	-5.6	-0.3%	1,927.8
Close	1,889.2	1,881.1	-8.1	-0.4%	1,938.7
Range	78.3	35.6	-42.7	-54.5%	133.1
ATR	51.2	50.1	-1.1	-2.2%	0.0
Volume	278,955	271,029	-7,926	-2.8%	920,782

Daily Pivots for day following 27-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,994.8	1,973.6	1,900.7
R3	1,959.2	1,938.0	1,890.9
R2	1,923.6	1,923.6	1,887.6
R1	1,902.4	1,902.4	1,884.4	1,913.0
PP	1,888.0	1,888.0	1,888.0	1,893.4
S1	1,866.8	1,866.8	1,877.8	1,877.4
S2	1,852.4	1,852.4	1,874.6
S3	1,816.8	1,831.2	1,871.3
S4	1,781.2	1,795.6	1,861.5

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	1,873.7	187.2	10.0%	61.2	3.3%	4%	False	True	253,332
10	2,060.9	1,873.7	187.2	10.0%	49.6	2.6%	4%	False	True	202,757
20	2,131.7	1,873.7	258.0	13.7%	46.7	2.5%	3%	False	True	204,309
40	2,137.1	1,873.7	263.4	14.0%	51.1	2.7%	3%	False	True	175,769
60	2,137.1	1,873.7	263.4	14.0%	53.7	2.9%	3%	False	True	117,330
80	2,285.0	1,873.7	411.3	21.9%	56.6	3.0%	2%	False	True	88,088

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	2,060.6
2.618	2,002.5
1.618	1,966.9
1.000	1,944.9
0.618	1,931.3
HIGH	1,909.3
0.618	1,895.7
0.500	1,891.5
0.382	1,887.3
LOW	1,873.7
0.618	1,851.7
1.000	1,838.1
1.618	1,816.1
2.618	1,780.5
4.250	1,722.4

Fisher Pivots for day following 27-Apr-2022
Pivot	1 day	3 day
R1	1,891.5	1,915.7
PP	1,888.0	1,904.1
S1	1,884.6	1,892.6

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

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