CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	1,888.0	1,883.4	-4.6	-0.2%	1,808.0
High	1,897.1	1,903.5	6.4	0.3%	1,890.7
Low	1,854.8	1,867.5	12.7	0.7%	1,797.5
Close	1,885.4	1,883.0	-2.4	-0.1%	1,885.3
Range	42.3	36.0	-6.3	-14.9%	93.2
ATR	44.4	43.8	-0.6	-1.4%	0.0
Volume	167,960	196,250	28,290	16.8%	789,754

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,992.7	1,973.8	1,902.8
R3	1,956.7	1,937.8	1,892.9
R2	1,920.7	1,920.7	1,889.6
R1	1,901.8	1,901.8	1,886.3	1,893.3
PP	1,884.7	1,884.7	1,884.7	1,880.4
S1	1,865.8	1,865.8	1,879.7	1,857.3
S2	1,848.7	1,848.7	1,876.4
S3	1,812.7	1,829.8	1,873.1
S4	1,776.7	1,793.8	1,863.2

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,137.4	2,104.6	1,936.6
R3	2,044.2	2,011.4	1,910.9
R2	1,951.0	1,951.0	1,902.4
R1	1,918.2	1,918.2	1,893.8	1,934.6
PP	1,857.8	1,857.8	1,857.8	1,866.1
S1	1,825.0	1,825.0	1,876.8	1,841.4
S2	1,764.6	1,764.6	1,868.2
S3	1,671.4	1,731.8	1,859.7
S4	1,578.2	1,638.6	1,834.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,903.5	1,806.8	96.7	5.1%	41.0	2.2%	79%	True	False	170,213
10	1,903.5	1,790.8	112.7	6.0%	38.2	2.0%	82%	True	False	171,907
20	1,903.5	1,682.3	221.2	11.7%	41.6	2.2%	91%	True	False	179,195
40	1,920.4	1,640.7	279.7	14.9%	47.9	2.5%	87%	False	False	196,856
60	1,920.4	1,640.7	279.7	14.9%	51.2	2.7%	87%	False	False	131,384
80	2,062.0	1,640.7	421.3	22.4%	51.5	2.7%	58%	False	False	98,559

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,056.5
2.618	1,997.7
1.618	1,961.7
1.000	1,939.5
0.618	1,925.7
HIGH	1,903.5
0.618	1,889.7
0.500	1,885.5
0.382	1,881.3
LOW	1,867.5
0.618	1,845.3
1.000	1,831.5
1.618	1,809.3
2.618	1,773.3
4.250	1,714.5

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	1,885.5	1,881.7
PP	1,884.7	1,880.4
S1	1,883.8	1,879.2

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