CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 10-Jun-2022

Day Change Summary
	Previous	Current
	09-Jun-2022	10-Jun-2022	Change	Change %	Previous Week
Open	1,892.1	1,854.0	-38.1	-2.0%	1,881.7
High	1,905.2	1,856.8	-48.4	-2.5%	1,919.6
Low	1,848.8	1,790.5	-58.3	-3.2%	1,790.5
Close	1,850.7	1,800.6	-50.1	-2.7%	1,800.6
Range	56.4	66.3	9.9	17.6%	129.1
ATR	53.9	54.8	0.9	1.6%	0.0
Volume	237,034	265,941	28,907	12.2%	1,026,440

Daily Pivots for day following 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,014.9	1,974.0	1,837.1
R3	1,948.6	1,907.7	1,818.8
R2	1,882.3	1,882.3	1,812.8
R1	1,841.4	1,841.4	1,806.7	1,828.7
PP	1,816.0	1,816.0	1,816.0	1,809.6
S1	1,775.1	1,775.1	1,794.5	1,762.4
S2	1,749.7	1,749.7	1,788.4
S3	1,683.4	1,708.8	1,782.4
S4	1,617.1	1,642.5	1,764.1

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,224.2	2,141.5	1,871.6
R3	2,095.1	2,012.4	1,836.1
R2	1,966.0	1,966.0	1,824.3
R1	1,883.3	1,883.3	1,812.4	1,860.1
PP	1,836.9	1,836.9	1,836.9	1,825.3
S1	1,754.2	1,754.2	1,788.8	1,731.0
S2	1,707.8	1,707.8	1,776.9
S3	1,578.7	1,625.1	1,765.1
S4	1,449.6	1,496.0	1,729.6

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	1,790.5	129.1	7.2%	48.2	2.7%	8%	False	True	205,288
10	1,919.6	1,790.5	129.1	7.2%	50.2	2.8%	8%	False	True	206,317
20	1,919.6	1,727.3	192.3	10.7%	54.3	3.0%	38%	False	False	208,170
40	2,060.9	1,698.3	362.6	20.1%	57.8	3.2%	28%	False	False	225,468
60	2,137.1	1,698.3	438.8	24.4%	53.0	2.9%	23%	False	False	212,803
80	2,137.1	1,698.3	438.8	24.4%	56.5	3.1%	23%	False	False	177,158
100	2,137.1	1,698.3	438.8	24.4%	58.2	3.2%	23%	False	False	141,800
120	2,285.0	1,698.3	586.7	32.6%	56.0	3.1%	17%	False	False	118,197

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	9.5
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,138.6
2.618	2,030.4
1.618	1,964.1
1.000	1,923.1
0.618	1,897.8
HIGH	1,856.8
0.618	1,831.5
0.500	1,823.7
0.382	1,815.8
LOW	1,790.5
0.618	1,749.5
1.000	1,724.2
1.618	1,683.2
2.618	1,616.9
4.250	1,508.7

Fisher Pivots for day following 10-Jun-2022
Pivot	1 day	3 day
R1	1,823.7	1,854.8
PP	1,816.0	1,836.7
S1	1,808.3	1,818.7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols