CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 10-May-2022

Day Change Summary
	Previous	Current
	09-May-2022	10-May-2022	Change	Change %	Previous Week
Open	1,821.6	1,762.3	-59.3	-3.3%	1,868.7
High	1,828.0	1,799.0	-29.0	-1.6%	1,951.5
Low	1,750.8	1,721.6	-29.2	-1.7%	1,815.3
Close	1,760.4	1,759.9	-0.5	0.0%	1,836.6
Range	77.2	77.4	0.2	0.3%	136.2
ATR	60.2	61.5	1.2	2.0%	0.0
Volume	297,897	300,505	2,608	0.9%	1,257,737

Daily Pivots for day following 10-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,992.4	1,953.5	1,802.5
R3	1,915.0	1,876.1	1,781.2
R2	1,837.6	1,837.6	1,774.1
R1	1,798.7	1,798.7	1,767.0	1,779.5
PP	1,760.2	1,760.2	1,760.2	1,750.5
S1	1,721.3	1,721.3	1,752.8	1,702.1
S2	1,682.8	1,682.8	1,745.7
S3	1,605.4	1,643.9	1,738.6
S4	1,528.0	1,566.5	1,717.3

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	1,721.6	229.9	13.1%	81.2	4.6%	17%	False	True	275,527
10	1,951.5	1,721.6	229.9	13.1%	67.7	3.8%	17%	False	True	264,913
20	2,060.9	1,721.6	339.3	19.3%	60.0	3.4%	11%	False	True	230,800
40	2,137.1	1,721.6	415.5	23.6%	52.4	3.0%	9%	False	True	215,380
60	2,137.1	1,721.6	415.5	23.6%	56.8	3.2%	9%	False	True	156,921
80	2,164.8	1,721.6	443.2	25.2%	59.0	3.4%	9%	False	True	117,783
100	2,285.0	1,721.6	563.4	32.0%	56.2	3.2%	7%	False	True	94,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	17.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,128.0
2.618	2,001.6
1.618	1,924.2
1.000	1,876.4
0.618	1,846.8
HIGH	1,799.0
0.618	1,769.4
0.500	1,760.3
0.382	1,751.2
LOW	1,721.6
0.618	1,673.8
1.000	1,644.2
1.618	1,596.4
2.618	1,519.0
4.250	1,392.7

Fisher Pivots for day following 10-May-2022
Pivot	1 day	3 day
R1	1,760.3	1,799.0
PP	1,760.2	1,786.0
S1	1,760.0	1,772.9

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

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