CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 26-May-2022

Day Change Summary
	Previous	Current
	25-May-2022	26-May-2022	Change	Change %	Previous Week
Open	1,769.2	1,797.1	27.9	1.6%	1,792.6
High	1,807.7	1,847.8	40.1	2.2%	1,841.6
Low	1,753.4	1,792.5	39.1	2.2%	1,727.3
Close	1,796.8	1,836.3	39.5	2.2%	1,772.2
Range	54.3	55.3	1.0	1.8%	114.3
ATR	60.3	59.9	-0.4	-0.6%	0.0
Volume	211,052	178,919	-32,133	-15.2%	1,093,700

Daily Pivots for day following 26-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,991.4	1,969.2	1,866.7
R3	1,936.1	1,913.9	1,851.5
R2	1,880.8	1,880.8	1,846.4
R1	1,858.6	1,858.6	1,841.4	1,869.7
PP	1,825.5	1,825.5	1,825.5	1,831.1
S1	1,803.3	1,803.3	1,831.2	1,814.4
S2	1,770.2	1,770.2	1,826.2
S3	1,714.9	1,748.0	1,821.1
S4	1,659.6	1,692.7	1,805.9

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,123.3	2,062.0	1,835.1
R3	2,009.0	1,947.7	1,803.6
R2	1,894.7	1,894.7	1,793.2
R1	1,833.4	1,833.4	1,782.7	1,806.9
PP	1,780.4	1,780.4	1,780.4	1,767.1
S1	1,719.1	1,719.1	1,761.7	1,692.6
S2	1,666.1	1,666.1	1,751.2
S3	1,551.8	1,604.8	1,740.8
S4	1,437.5	1,490.5	1,709.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,847.8	1,727.3	120.5	6.6%	56.3	3.1%	90%	True	False	209,095
10	1,847.8	1,727.3	120.5	6.6%	58.4	3.2%	90%	True	False	210,023
20	1,951.5	1,698.3	253.2	13.8%	64.5	3.5%	55%	False	False	241,082
40	2,107.9	1,698.3	409.6	22.3%	56.0	3.1%	34%	False	False	223,550
60	2,137.1	1,698.3	438.8	23.9%	55.5	3.0%	31%	False	False	201,710
80	2,137.1	1,698.3	438.8	23.9%	56.6	3.1%	31%	False	False	151,402
100	2,285.0	1,698.3	586.7	32.0%	58.5	3.2%	24%	False	False	121,198

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	9.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,082.8
2.618	1,992.6
1.618	1,937.3
1.000	1,903.1
0.618	1,882.0
HIGH	1,847.8
0.618	1,826.7
0.500	1,820.2
0.382	1,813.6
LOW	1,792.5
0.618	1,758.3
1.000	1,737.2
1.618	1,703.0
2.618	1,647.7
4.250	1,557.5

Fisher Pivots for day following 26-May-2022
Pivot	1 day	3 day
R1	1,830.9	1,820.9
PP	1,825.5	1,805.5
S1	1,820.2	1,790.1

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

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