CME E-mini Russell 2000 Index Futures September 2022


Trading Metrics calculated at close of trading on 31-May-2022
Day Change Summary
Previous Current
27-May-2022 31-May-2022 Change Change % Previous Week
Open 1,838.7 1,888.9 50.2 2.7% 1,780.0
High 1,893.4 1,907.9 14.5 0.8% 1,893.4
Low 1,832.6 1,852.3 19.7 1.1% 1,734.6
Close 1,886.4 1,862.6 -23.8 -1.3% 1,886.4
Range 60.8 55.6 -5.2 -8.6% 158.8
ATR 58.1 58.0 -0.2 -0.3% 0.0
Volume 432 859 427 98.8% 914
Daily Pivots for day following 31-May-2022
Classic Woodie Camarilla DeMark
R4 2,041.1 2,007.4 1,893.2
R3 1,985.5 1,951.8 1,877.9
R2 1,929.9 1,929.9 1,872.8
R1 1,896.2 1,896.2 1,867.7 1,885.3
PP 1,874.3 1,874.3 1,874.3 1,868.8
S1 1,840.6 1,840.6 1,857.5 1,829.7
S2 1,818.7 1,818.7 1,852.4
S3 1,763.1 1,785.0 1,847.3
S4 1,707.5 1,729.4 1,832.0
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 2,314.5 2,259.3 1,973.7
R3 2,155.7 2,100.5 1,930.1
R2 1,996.9 1,996.9 1,915.5
R1 1,941.7 1,941.7 1,901.0 1,969.3
PP 1,838.1 1,838.1 1,838.1 1,852.0
S1 1,782.9 1,782.9 1,871.8 1,810.5
S2 1,679.3 1,679.3 1,857.3
S3 1,520.5 1,624.1 1,842.7
S4 1,361.7 1,465.3 1,799.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,907.9 1,734.6 173.3 9.3% 55.2 3.0% 74% True False 336
10 1,907.9 1,729.5 178.4 9.6% 57.7 3.1% 75% True False 246
20 1,952.7 1,700.0 252.7 13.6% 61.9 3.3% 64% False False 202
40 2,108.5 1,700.0 408.5 21.9% 55.2 3.0% 40% False False 140
Crabel Price Patterns
NR True
NR4 False
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 10.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,144.2
2.618 2,053.5
1.618 1,997.9
1.000 1,963.5
0.618 1,942.3
HIGH 1,907.9
0.618 1,886.7
0.500 1,880.1
0.382 1,873.5
LOW 1,852.3
0.618 1,817.9
1.000 1,796.7
1.618 1,762.3
2.618 1,706.7
4.250 1,616.0
Fisher Pivots for day following 31-May-2022
Pivot 1 day 3 day
R1 1,880.1 1,858.8
PP 1,874.3 1,854.9
S1 1,868.4 1,851.1

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

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