CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 14-Jun-2022
Day Change Summary
Previous Current
13-Jun-2022 14-Jun-2022 Change Change % Previous Week
Open 1,793.6 1,716.2 -77.4 -4.3% 1,881.7
High 1,794.0 1,741.5 -52.5 -2.9% 1,919.6
Low 1,706.4 1,690.9 -15.5 -0.9% 1,790.5
Close 1,715.4 1,708.4 -7.0 -0.4% 1,800.6
Range 87.6 50.6 -37.0 -42.2% 129.1
ATR 57.6 57.1 -0.5 -0.9% 0.0
Volume 323,273 188,776 -134,497 -41.6% 1,026,440
Daily Pivots for day following 14-Jun-2022
Classic Woodie Camarilla DeMark
R4 1,865.4 1,837.5 1,736.2
R3 1,814.8 1,786.9 1,722.3
R2 1,764.2 1,764.2 1,717.7
R1 1,736.3 1,736.3 1,713.0 1,725.0
PP 1,713.6 1,713.6 1,713.6 1,707.9
S1 1,685.7 1,685.7 1,703.8 1,674.4
S2 1,663.0 1,663.0 1,699.1
S3 1,612.4 1,635.1 1,694.5
S4 1,561.8 1,584.5 1,680.6
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 1,919.1 1,690.9 228.2 13.4% 60.0 3.5% 8% False True 239,533
10 1,919.6 1,690.9 228.7 13.4% 52.0 3.0% 8% False True 213,859
20 1,919.6 1,690.9 228.7 13.4% 55.8 3.3% 8% False True 214,602
40 2,060.9 1,690.9 370.0 21.7% 59.7 3.5% 5% False True 231,178
60 2,137.1 1,690.9 446.2 26.1% 53.7 3.1% 4% False True 214,916
80 2,137.1 1,690.9 446.2 26.1% 57.1 3.3% 4% False True 183,553
100 2,137.1 1,690.9 446.2 26.1% 58.1 3.4% 4% False True 146,905
120 2,285.0 1,690.9 594.1 34.8% 56.1 3.3% 3% False True 122,464
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 10.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,956.6
2.618 1,874.0
1.618 1,823.4
1.000 1,792.1
0.618 1,772.8
HIGH 1,741.5
0.618 1,722.2
0.500 1,716.2
0.382 1,710.2
LOW 1,690.9
0.618 1,659.6
1.000 1,640.3
1.618 1,609.0
2.618 1,558.4
4.250 1,475.9
Fisher Pivots for day following 14-Jun-2022
Pivot 1 day 3 day
R1 1,716.2 1,773.9
PP 1,713.6 1,752.0
S1 1,711.0 1,730.2

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

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