CME E-mini Russell 2000 Index Futures June 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	1,854.0	1,793.6	-60.4	-3.3%	1,881.7
High	1,856.8	1,794.0	-62.8	-3.4%	1,919.6
Low	1,790.5	1,706.4	-84.1	-4.7%	1,790.5
Close	1,800.6	1,715.4	-85.2	-4.7%	1,800.6
Range	66.3	87.6	21.3	32.1%	129.1
ATR	54.8	57.6	2.8	5.1%	0.0
Volume	265,941	323,273	57,332	21.6%	1,026,440

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,001.4	1,946.0	1,763.6
R3	1,913.8	1,858.4	1,739.5
R2	1,826.2	1,826.2	1,731.5
R1	1,770.8	1,770.8	1,723.4	1,754.7
PP	1,738.6	1,738.6	1,738.6	1,730.6
S1	1,683.2	1,683.2	1,707.4	1,667.1
S2	1,651.0	1,651.0	1,699.3
S3	1,563.4	1,595.6	1,691.3
S4	1,475.8	1,508.0	1,667.2

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	1,706.4	213.2	12.4%	60.1	3.5%	4%	False	True	236,189
10	1,919.6	1,706.4	213.2	12.4%	52.7	3.1%	4%	False	True	221,676
20	1,919.6	1,706.4	213.2	12.4%	55.0	3.2%	4%	False	True	213,571
40	2,060.9	1,698.3	362.6	21.1%	59.1	3.4%	5%	False	False	229,764
60	2,137.1	1,698.3	438.8	25.6%	53.6	3.1%	4%	False	False	214,968
80	2,137.1	1,698.3	438.8	25.6%	57.2	3.3%	4%	False	False	181,197
100	2,137.1	1,698.3	438.8	25.6%	58.6	3.4%	4%	False	False	145,020
120	2,285.0	1,698.3	586.7	34.2%	56.1	3.3%	3%	False	False	120,891

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	9.2
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	2,166.3
2.618	2,023.3
1.618	1,935.7
1.000	1,881.6
0.618	1,848.1
HIGH	1,794.0
0.618	1,760.5
0.500	1,750.2
0.382	1,739.9
LOW	1,706.4
0.618	1,652.3
1.000	1,618.8
1.618	1,564.7
2.618	1,477.1
4.250	1,334.1

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	1,750.2	1,805.8
PP	1,738.6	1,775.7
S1	1,727.0	1,745.5

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

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