CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	1,914.1	1,892.1	-22.0	-1.1%	1,891.1
High	1,919.1	1,905.2	-13.9	-0.7%	1,908.3
Low	1,880.2	1,848.8	-31.4	-1.7%	1,827.5
Close	1,889.5	1,850.7	-38.8	-2.1%	1,881.3
Range	38.9	56.4	17.5	45.0%	80.8
ATR	53.7	53.9	0.2	0.4%	0.0
Volume	182,645	237,034	54,389	29.8%	867,053

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,037.4	2,000.5	1,881.7
R3	1,981.0	1,944.1	1,866.2
R2	1,924.6	1,924.6	1,861.0
R1	1,887.7	1,887.7	1,855.9	1,878.0
PP	1,868.2	1,868.2	1,868.2	1,863.4
S1	1,831.3	1,831.3	1,845.5	1,821.6
S2	1,811.8	1,811.8	1,840.4
S3	1,755.4	1,774.9	1,835.2
S4	1,699.0	1,718.5	1,819.7

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	1,919.6	1,848.8	70.8	3.8%	41.9	2.3%	3%	False	True	187,177
10	1,919.6	1,792.5	127.1	6.9%	49.1	2.7%	46%	False	False	197,614
20	1,919.6	1,698.3	221.3	12.0%	53.7	2.9%	69%	False	False	210,134
40	2,060.9	1,698.3	362.6	19.6%	57.3	3.1%	42%	False	False	222,440
60	2,137.1	1,698.3	438.8	23.7%	53.2	2.9%	35%	False	False	213,364
80	2,137.1	1,698.3	438.8	23.7%	56.5	3.1%	35%	False	False	173,837
100	2,164.8	1,698.3	466.5	25.2%	58.3	3.2%	33%	False	False	139,142
120	2,285.0	1,698.3	586.7	31.7%	55.9	3.0%	26%	False	False	115,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,144.9
2.618	2,052.9
1.618	1,996.5
1.000	1,961.6
0.618	1,940.1
HIGH	1,905.2
0.618	1,883.7
0.500	1,877.0
0.382	1,870.3
LOW	1,848.8
0.618	1,813.9
1.000	1,792.4
1.618	1,757.5
2.618	1,701.1
4.250	1,609.1

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	1,877.0	1,884.2
PP	1,868.2	1,873.0
S1	1,859.5	1,861.9

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

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