CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 04-May-2022

Day Change Summary
	Previous	Current
	03-May-2022	04-May-2022	Change	Change %	Previous Week
Open	1,876.8	1,896.6	19.8	1.1%	1,931.5
High	1,906.4	1,951.5	45.1	2.4%	1,957.6
Low	1,867.5	1,867.8	0.3	0.0%	1,855.7
Close	1,895.4	1,947.2	51.8	2.7%	1,861.3
Range	38.9	83.7	44.8	115.2%	101.9
ATR	52.0	54.3	2.3	4.3%	0.0
Volume	203,730	207,869	4,139	2.0%	1,332,468

Daily Pivots for day following 04-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,173.3	2,143.9	1,993.2
R3	2,089.6	2,060.2	1,970.2
R2	2,005.9	2,005.9	1,962.5
R1	1,976.5	1,976.5	1,954.9	1,991.2
PP	1,922.2	1,922.2	1,922.2	1,929.5
S1	1,892.8	1,892.8	1,939.5	1,907.5
S2	1,838.5	1,838.5	1,931.9
S3	1,754.8	1,809.1	1,924.2
S4	1,671.1	1,725.4	1,901.2

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,197.2	2,131.2	1,917.3
R3	2,095.3	2,029.3	1,889.3
R2	1,993.4	1,993.4	1,880.0
R1	1,927.4	1,927.4	1,870.6	1,909.5
PP	1,891.5	1,891.5	1,891.5	1,882.6
S1	1,825.5	1,825.5	1,852.0	1,807.6
S2	1,789.6	1,789.6	1,842.6
S3	1,687.7	1,723.6	1,833.3
S4	1,585.8	1,621.7	1,805.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,951.5	1,834.5	117.0	6.0%	63.7	3.3%	96%	True	False	241,667
10	2,060.9	1,834.5	226.4	11.6%	62.4	3.2%	50%	False	False	247,499
20	2,060.9	1,834.5	226.4	11.6%	51.9	2.7%	50%	False	False	216,323
40	2,137.1	1,834.5	302.6	15.5%	50.7	2.6%	37%	False	False	205,641
60	2,137.1	1,834.5	302.6	15.5%	54.9	2.8%	37%	False	False	137,442
80	2,206.4	1,834.5	371.9	19.1%	57.4	2.9%	30%	False	False	103,171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.6
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	2,307.2
2.618	2,170.6
1.618	2,086.9
1.000	2,035.2
0.618	2,003.2
HIGH	1,951.5
0.618	1,919.5
0.500	1,909.7
0.382	1,899.8
LOW	1,867.8
0.618	1,816.1
1.000	1,784.1
1.618	1,732.4
2.618	1,648.7
4.250	1,512.1

Fisher Pivots for day following 04-May-2022
Pivot	1 day	3 day
R1	1,934.7	1,929.1
PP	1,922.2	1,911.1
S1	1,909.7	1,893.0

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

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