CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	1,833.4	1,808.0	-25.4	-1.4%	1,749.9
High	1,845.6	1,822.7	-22.9	-1.2%	1,845.6
Low	1,793.1	1,797.5	4.4	0.2%	1,733.5
Close	1,808.4	1,817.4	9.0	0.5%	1,808.4
Range	52.5	25.2	-27.3	-52.0%	112.1
ATR	48.8	47.1	-1.7	-3.5%	0.0
Volume	198,572	155,351	-43,221	-21.8%	920,613

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,888.1	1,878.0	1,831.3
R3	1,862.9	1,852.8	1,824.3
R2	1,837.7	1,837.7	1,822.0
R1	1,827.6	1,827.6	1,819.7	1,832.7
PP	1,812.5	1,812.5	1,812.5	1,815.1
S1	1,802.4	1,802.4	1,815.1	1,807.5
S2	1,787.3	1,787.3	1,812.8
S3	1,762.1	1,777.2	1,810.5
S4	1,736.9	1,752.0	1,803.5

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,132.1	2,082.4	1,870.1
R3	2,020.0	1,970.3	1,839.2
R2	1,907.9	1,907.9	1,829.0
R1	1,858.2	1,858.2	1,818.7	1,883.1
PP	1,795.8	1,795.8	1,795.8	1,808.3
S1	1,746.1	1,746.1	1,798.1	1,771.0
S2	1,683.7	1,683.7	1,787.8
S3	1,571.6	1,634.0	1,777.6
S4	1,459.5	1,521.9	1,746.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,845.6	1,740.0	105.6	5.8%	44.0	2.4%	73%	False	False	182,403
10	1,845.6	1,682.3	163.3	9.0%	43.9	2.4%	83%	False	False	189,257
20	1,845.6	1,680.2	165.4	9.1%	45.0	2.5%	83%	False	False	189,184
40	1,920.4	1,640.7	279.7	15.4%	50.0	2.8%	63%	False	False	172,053
60	1,952.7	1,640.7	312.0	17.2%	54.3	3.0%	57%	False	False	114,748
80	2,132.6	1,640.7	491.9	27.1%	51.9	2.9%	36%	False	False	86,080

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.8
Narrowest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	1,929.8
2.618	1,888.7
1.618	1,863.5
1.000	1,847.9
0.618	1,838.3
HIGH	1,822.7
0.618	1,813.1
0.500	1,810.1
0.382	1,807.1
LOW	1,797.5
0.618	1,781.9
1.000	1,772.3
1.618	1,756.7
2.618	1,731.5
4.250	1,690.4

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	1,815.0	1,819.4
PP	1,812.5	1,818.7
S1	1,810.1	1,818.1

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

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