CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 06-May-2022

Day Change Summary
	Previous	Current
	05-May-2022	06-May-2022	Change	Change %	Previous Week
Open	1,943.3	1,873.8	-69.5	-3.6%	1,868.7
High	1,950.8	1,876.4	-74.4	-3.8%	1,951.5
Low	1,844.1	1,815.3	-28.8	-1.6%	1,815.3
Close	1,868.1	1,836.6	-31.5	-1.7%	1,836.6
Range	106.7	61.1	-45.6	-42.7%	136.2
ATR	58.1	58.3	0.2	0.4%	0.0
Volume	267,011	304,355	37,344	14.0%	1,257,737

Daily Pivots for day following 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,026.1	1,992.4	1,870.2
R3	1,965.0	1,931.3	1,853.4
R2	1,903.9	1,903.9	1,847.8
R1	1,870.2	1,870.2	1,842.2	1,856.5
PP	1,842.8	1,842.8	1,842.8	1,835.9
S1	1,809.1	1,809.1	1,831.0	1,795.4
S2	1,781.7	1,781.7	1,825.4
S3	1,720.6	1,748.0	1,819.8
S4	1,659.5	1,686.9	1,803.0

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,276.4	2,192.7	1,911.5
R3	2,140.2	2,056.5	1,874.1
R2	2,004.0	2,004.0	1,861.6
R1	1,920.3	1,920.3	1,849.1	1,894.1
PP	1,867.8	1,867.8	1,867.8	1,854.7
S1	1,784.1	1,784.1	1,824.1	1,757.9
S2	1,731.6	1,731.6	1,811.6
S3	1,595.4	1,647.9	1,799.1
S4	1,459.2	1,511.7	1,761.7

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	1,815.3	136.2	7.4%	69.0	3.8%	16%	False	True	251,547
10	1,957.6	1,815.3	142.3	7.7%	65.0	3.5%	15%	False	True	259,020
20	2,060.9	1,815.3	245.6	13.4%	55.4	3.0%	9%	False	True	219,687
40	2,137.1	1,815.3	321.8	17.5%	52.2	2.8%	7%	False	True	217,645
60	2,137.1	1,815.3	321.8	17.5%	56.4	3.1%	7%	False	True	146,957
80	2,206.4	1,815.3	391.1	21.3%	58.2	3.2%	5%	False	True	110,307

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	16.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,136.1
2.618	2,036.4
1.618	1,975.3
1.000	1,937.5
0.618	1,914.2
HIGH	1,876.4
0.618	1,853.1
0.500	1,845.9
0.382	1,838.6
LOW	1,815.3
0.618	1,777.5
1.000	1,754.2
1.618	1,716.4
2.618	1,655.3
4.250	1,555.6

Fisher Pivots for day following 06-May-2022
Pivot	1 day	3 day
R1	1,845.9	1,883.4
PP	1,842.8	1,867.8
S1	1,839.7	1,852.2

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

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