CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 28-Apr-2022

Day Change Summary
	Previous	Current
	27-Apr-2022	28-Apr-2022	Change	Change %	Previous Week
Open	1,879.7	1,890.8	11.1	0.6%	2,001.0
High	1,909.3	1,925.8	16.5	0.9%	2,060.9
Low	1,873.7	1,857.8	-15.9	-0.8%	1,927.8
Close	1,881.1	1,914.9	33.8	1.8%	1,938.7
Range	35.6	68.0	32.4	91.0%	133.1
ATR	50.1	51.4	1.3	2.6%	0.0
Volume	271,029	251,177	-19,852	-7.3%	920,782

Daily Pivots for day following 28-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,103.5	2,077.2	1,952.3
R3	2,035.5	2,009.2	1,933.6
R2	1,967.5	1,967.5	1,927.4
R1	1,941.2	1,941.2	1,921.1	1,954.4
PP	1,899.5	1,899.5	1,899.5	1,906.1
S1	1,873.2	1,873.2	1,908.7	1,886.4
S2	1,831.5	1,831.5	1,902.4
S3	1,763.5	1,805.2	1,896.2
S4	1,695.5	1,737.2	1,877.5

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	1,991.7	1,857.8	133.9	7.0%	59.1	3.1%	43%	False	True	260,867
10	2,060.9	1,857.8	203.1	10.6%	52.1	2.7%	28%	False	True	213,391
20	2,107.9	1,857.8	250.1	13.1%	47.5	2.5%	23%	False	True	206,018
40	2,137.1	1,857.8	279.3	14.6%	51.0	2.7%	20%	False	True	182,024
60	2,137.1	1,857.8	279.3	14.6%	53.9	2.8%	20%	False	True	121,509
80	2,285.0	1,857.8	427.2	22.3%	57.0	3.0%	13%	False	True	91,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,214.8
2.618	2,103.8
1.618	2,035.8
1.000	1,993.8
0.618	1,967.8
HIGH	1,925.8
0.618	1,899.8
0.500	1,891.8
0.382	1,883.8
LOW	1,857.8
0.618	1,815.8
1.000	1,789.8
1.618	1,747.8
2.618	1,679.8
4.250	1,568.8

Fisher Pivots for day following 28-Apr-2022
Pivot	1 day	3 day
R1	1,907.2	1,912.5
PP	1,899.5	1,910.1
S1	1,891.8	1,907.7

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

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