CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	1,851.6	1,896.9	45.3	2.4%	1,891.1
High	1,898.3	1,902.7	4.4	0.2%	1,908.3
Low	1,844.4	1,867.7	23.3	1.3%	1,827.5
Close	1,896.9	1,881.3	-15.6	-0.8%	1,881.3
Range	53.9	35.0	-18.9	-35.1%	80.8
ATR	59.0	57.3	-1.7	-2.9%	0.0
Volume	183,476	175,389	-8,087	-4.4%	867,053

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,988.9	1,970.1	1,900.6
R3	1,953.9	1,935.1	1,890.9
R2	1,918.9	1,918.9	1,887.7
R1	1,900.1	1,900.1	1,884.5	1,892.0
PP	1,883.9	1,883.9	1,883.9	1,879.9
S1	1,865.1	1,865.1	1,878.1	1,857.0
S2	1,848.9	1,848.9	1,874.9
S3	1,813.9	1,830.1	1,871.7
S4	1,778.9	1,795.1	1,862.1

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,114.8	2,078.8	1,925.7
R3	2,034.0	1,998.0	1,903.5
R2	1,953.2	1,953.2	1,896.1
R1	1,917.2	1,917.2	1,888.7	1,894.8
PP	1,872.4	1,872.4	1,872.4	1,861.2
S1	1,836.4	1,836.4	1,873.9	1,814.0
S2	1,791.6	1,791.6	1,866.5
S3	1,710.8	1,755.6	1,859.1
S4	1,630.0	1,674.8	1,836.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,908.3	1,827.5	80.8	4.3%	52.2	2.8%	67%	False	False	207,346
10	1,908.3	1,727.3	181.0	9.6%	54.3	2.9%	85%	False	False	208,221
20	1,908.3	1,698.3	210.0	11.2%	59.7	3.2%	87%	False	False	231,710
40	2,060.9	1,698.3	362.6	19.3%	57.2	3.0%	50%	False	False	223,849
60	2,137.1	1,698.3	438.8	23.3%	54.3	2.9%	42%	False	False	218,491
80	2,137.1	1,698.3	438.8	23.3%	57.0	3.0%	42%	False	False	164,345
100	2,206.4	1,698.3	508.1	27.0%	58.4	3.1%	36%	False	False	131,546

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2,051.5
2.618	1,994.3
1.618	1,959.3
1.000	1,937.7
0.618	1,924.3
HIGH	1,902.7
0.618	1,889.3
0.500	1,885.2
0.382	1,881.1
LOW	1,867.7
0.618	1,846.1
1.000	1,832.7
1.618	1,811.1
2.618	1,776.1
4.250	1,719.0

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	1,885.2	1,875.9
PP	1,883.9	1,870.5
S1	1,882.6	1,865.1

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

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