CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	1,727.5	1,741.5	14.0	0.8%	1,763.5
High	1,742.8	1,750.5	7.7	0.4%	1,795.1
Low	1,680.2	1,710.6	30.4	1.8%	1,680.4
Close	1,741.7	1,728.6	-13.1	-0.8%	1,728.5
Range	62.6	39.9	-22.7	-36.3%	114.7
ATR	54.2	53.2	-1.0	-1.9%	0.0
Volume	202,324	186,369	-15,955	-7.9%	996,073

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,849.6	1,829.0	1,750.5
R3	1,809.7	1,789.1	1,739.6
R2	1,769.8	1,769.8	1,735.9
R1	1,749.2	1,749.2	1,732.3	1,739.6
PP	1,729.9	1,729.9	1,729.9	1,725.1
S1	1,709.3	1,709.3	1,724.9	1,699.7
S2	1,690.0	1,690.0	1,721.3
S3	1,650.1	1,669.4	1,717.6
S4	1,610.2	1,629.5	1,706.7

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,078.8	2,018.3	1,791.6
R3	1,964.1	1,903.6	1,760.0
R2	1,849.4	1,849.4	1,749.5
R1	1,788.9	1,788.9	1,739.0	1,761.8
PP	1,734.7	1,734.7	1,734.7	1,721.1
S1	1,674.2	1,674.2	1,718.0	1,647.1
S2	1,620.0	1,620.0	1,707.5
S3	1,505.3	1,559.5	1,697.0
S4	1,390.6	1,444.8	1,665.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,750.5	1,680.2	70.3	4.1%	48.7	2.8%	69%	True	False	199,742
10	1,795.1	1,658.8	136.3	7.9%	48.3	2.8%	51%	False	False	206,216
20	1,920.4	1,640.7	279.7	16.2%	54.9	3.2%	31%	False	False	223,579
40	1,920.4	1,640.7	279.7	16.2%	55.5	3.2%	31%	False	False	112,130
60	2,062.0	1,640.7	421.3	24.4%	54.8	3.2%	21%	False	False	74,785

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	11.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,920.1
2.618	1,855.0
1.618	1,815.1
1.000	1,790.4
0.618	1,775.2
HIGH	1,750.5
0.618	1,735.3
0.500	1,730.6
0.382	1,725.8
LOW	1,710.6
0.618	1,685.9
1.000	1,670.7
1.618	1,646.0
2.618	1,606.1
4.250	1,541.0

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	1,730.6	1,724.2
PP	1,729.9	1,719.8
S1	1,729.3	1,715.4

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

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