CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 1,780.0 1,839.1 59.1 3.3% 1,821.6
High 1,840.2 1,841.6 1.4 0.1% 1,828.0
Low 1,780.0 1,760.3 -19.7 -1.1% 1,698.3
Close 1,837.2 1,772.8 -64.4 -3.5% 1,789.5
Range 60.2 81.3 21.1 35.0% 129.7
ATR 60.9 62.3 1.5 2.4% 0.0
Volume 200,587 242,530 41,943 20.9% 1,408,136
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 2,035.5 1,985.4 1,817.5
R3 1,954.2 1,904.1 1,795.2
R2 1,872.9 1,872.9 1,787.7
R1 1,822.8 1,822.8 1,780.3 1,807.2
PP 1,791.6 1,791.6 1,791.6 1,783.8
S1 1,741.5 1,741.5 1,765.3 1,725.9
S2 1,710.3 1,710.3 1,757.9
S3 1,629.0 1,660.2 1,750.4
S4 1,547.7 1,578.9 1,728.1
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 2,161.0 2,105.0 1,860.8
R3 2,031.3 1,975.3 1,825.2
R2 1,901.6 1,901.6 1,813.3
R1 1,845.6 1,845.6 1,801.4 1,808.8
PP 1,771.9 1,771.9 1,771.9 1,753.5
S1 1,715.9 1,715.9 1,777.6 1,679.1
S2 1,642.2 1,642.2 1,765.7
S3 1,512.5 1,586.2 1,753.8
S4 1,382.8 1,456.5 1,718.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,841.6 1,698.3 143.3 8.1% 60.7 3.4% 52% True False 226,350
10 1,950.8 1,698.3 252.5 14.2% 70.6 4.0% 30% False False 259,078
20 2,060.9 1,698.3 362.6 20.5% 66.5 3.8% 21% False False 253,289
40 2,137.1 1,698.3 438.8 24.8% 54.0 3.0% 17% False False 217,540
60 2,137.1 1,698.3 438.8 24.8% 58.0 3.3% 17% False False 180,573
80 2,137.1 1,698.3 438.8 24.8% 58.3 3.3% 17% False False 135,508
100 2,285.0 1,698.3 586.7 33.1% 57.0 3.2% 13% False False 108,466
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,187.1
2.618 2,054.4
1.618 1,973.1
1.000 1,922.9
0.618 1,891.8
HIGH 1,841.6
0.618 1,810.5
0.500 1,801.0
0.382 1,791.4
LOW 1,760.3
0.618 1,710.1
1.000 1,679.0
1.618 1,628.8
2.618 1,547.5
4.250 1,414.8
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 1,801.0 1,801.0
PP 1,791.6 1,791.6
S1 1,782.2 1,782.2

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

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