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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