CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	1,848.6	1,900.0	51.4	2.8%	1,888.9
High	1,898.4	1,902.5	4.1	0.2%	1,907.9
Low	1,845.6	1,868.9	23.3	1.3%	1,827.6
Close	1,897.6	1,881.8	-15.8	-0.8%	1,881.8
Range	52.8	33.6	-19.2	-36.4%	80.3
ATR	57.2	55.5	-1.7	-2.9%	0.0
Volume	731	3,346	2,615	357.7%	5,841

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,985.2	1,967.1	1,900.3
R3	1,951.6	1,933.5	1,891.0
R2	1,918.0	1,918.0	1,888.0
R1	1,899.9	1,899.9	1,884.9	1,892.2
PP	1,884.4	1,884.4	1,884.4	1,880.5
S1	1,866.3	1,866.3	1,878.7	1,858.6
S2	1,850.8	1,850.8	1,875.6
S3	1,817.2	1,832.7	1,872.6
S4	1,783.6	1,799.1	1,863.3

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,113.3	2,077.9	1,926.0
R3	2,033.0	1,997.6	1,903.9
R2	1,952.7	1,952.7	1,896.5
R1	1,917.3	1,917.3	1,889.2	1,894.9
PP	1,872.4	1,872.4	1,872.4	1,861.2
S1	1,837.0	1,837.0	1,874.4	1,814.6
S2	1,792.1	1,792.1	1,867.1
S3	1,711.8	1,756.7	1,859.7
S4	1,631.5	1,676.4	1,837.6

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	1,827.6	80.3	4.3%	50.8	2.7%	67%	False	False	1,254
10	1,907.9	1,729.5	178.4	9.5%	52.2	2.8%	85%	False	False	706
20	1,907.9	1,700.0	207.9	11.0%	57.6	3.1%	87%	False	False	442
40	2,062.0	1,700.0	362.0	19.2%	55.2	2.9%	50%	False	False	262

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	8.6
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2,045.3
2.618	1,990.5
1.618	1,956.9
1.000	1,936.1
0.618	1,923.3
HIGH	1,902.5
0.618	1,889.7
0.500	1,885.7
0.382	1,881.7
LOW	1,868.9
0.618	1,848.1
1.000	1,835.3
1.618	1,814.5
2.618	1,780.9
4.250	1,726.1

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	1,885.7	1,876.2
PP	1,884.4	1,870.6
S1	1,883.1	1,865.1

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