CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 12-May-2022

Day Change Summary
	Previous	Current
	11-May-2022	12-May-2022	Change	Change %	Previous Week
Open	1,758.5	1,723.0	-35.5	-2.0%	1,868.7
High	1,792.0	1,752.7	-39.3	-2.2%	1,951.5
Low	1,712.3	1,698.3	-14.0	-0.8%	1,815.3
Close	1,715.7	1,737.5	21.8	1.3%	1,836.6
Range	79.7	54.4	-25.3	-31.7%	136.2
ATR	62.8	62.2	-0.6	-1.0%	0.0
Volume	289,265	305,234	15,969	5.5%	1,257,737

Daily Pivots for day following 12-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,892.7	1,869.5	1,767.4
R3	1,838.3	1,815.1	1,752.5
R2	1,783.9	1,783.9	1,747.5
R1	1,760.7	1,760.7	1,742.5	1,772.3
PP	1,729.5	1,729.5	1,729.5	1,735.3
S1	1,706.3	1,706.3	1,732.5	1,717.9
S2	1,675.1	1,675.1	1,727.5
S3	1,620.7	1,651.9	1,722.5
S4	1,566.3	1,597.5	1,707.6

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	1,876.4	1,698.3	178.1	10.3%	70.0	4.0%	22%	False	True	299,451
10	1,951.5	1,698.3	253.2	14.6%	70.7	4.1%	15%	False	True	272,142
20	2,060.9	1,698.3	362.6	20.9%	61.4	3.5%	11%	False	True	242,767
40	2,137.1	1,698.3	438.8	25.3%	52.3	3.0%	9%	False	True	215,120
60	2,137.1	1,698.3	438.8	25.3%	57.2	3.3%	9%	False	True	166,821
80	2,137.1	1,698.3	438.8	25.3%	59.2	3.4%	9%	False	True	125,207
100	2,285.0	1,698.3	586.7	33.8%	56.3	3.2%	7%	False	True	100,203

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	19.3
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,983.9
2.618	1,895.1
1.618	1,840.7
1.000	1,807.1
0.618	1,786.3
HIGH	1,752.7
0.618	1,731.9
0.500	1,725.5
0.382	1,719.1
LOW	1,698.3
0.618	1,664.7
1.000	1,643.9
1.618	1,610.3
2.618	1,555.9
4.250	1,467.1

Fisher Pivots for day following 12-May-2022
Pivot	1 day	3 day
R1	1,733.5	1,748.7
PP	1,729.5	1,744.9
S1	1,725.5	1,741.2

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

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