CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	1,909.0	1,908.3	-0.7	0.0%	1,888.0
High	1,920.7	1,923.3	2.6	0.1%	1,923.3
Low	1,897.5	1,884.7	-12.8	-0.7%	1,854.8
Close	1,907.8	1,921.8	14.0	0.7%	1,921.8
Range	23.2	38.6	15.4	66.4%	68.5
ATR	41.8	41.5	-0.2	-0.5%	0.0
Volume	161,500	194,251	32,751	20.3%	919,325

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,025.7	2,012.4	1,943.0
R3	1,987.1	1,973.8	1,932.4
R2	1,948.5	1,948.5	1,928.9
R1	1,935.2	1,935.2	1,925.3	1,941.9
PP	1,909.9	1,909.9	1,909.9	1,913.3
S1	1,896.6	1,896.6	1,918.3	1,903.3
S2	1,871.3	1,871.3	1,914.7
S3	1,832.7	1,858.0	1,911.2
S4	1,794.1	1,819.4	1,900.6

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,105.5	2,082.1	1,959.5
R3	2,037.0	2,013.6	1,940.6
R2	1,968.5	1,968.5	1,934.4
R1	1,945.1	1,945.1	1,928.1	1,956.8
PP	1,900.0	1,900.0	1,900.0	1,905.8
S1	1,876.6	1,876.6	1,915.5	1,888.3
S2	1,831.5	1,831.5	1,909.2
S3	1,763.0	1,808.1	1,903.0
S4	1,694.5	1,739.6	1,884.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,923.3	1,854.8	68.5	3.6%	35.1	1.8%	98%	True	False	183,865
10	1,923.3	1,797.5	125.8	6.5%	34.8	1.8%	99%	True	False	170,907
20	1,923.3	1,682.3	241.0	12.5%	40.2	2.1%	99%	True	False	181,153
40	1,923.3	1,640.7	282.6	14.7%	47.4	2.5%	99%	True	False	209,926
60	1,923.3	1,640.7	282.6	14.7%	49.4	2.6%	99%	True	False	140,625
80	2,062.0	1,640.7	421.3	21.9%	51.5	2.7%	67%	False	False	105,496
100	2,137.9	1,640.7	497.2	25.9%	49.5	2.6%	57%	False	False	84,409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,087.4
2.618	2,024.4
1.618	1,985.8
1.000	1,961.9
0.618	1,947.2
HIGH	1,923.3
0.618	1,908.6
0.500	1,904.0
0.382	1,899.4
LOW	1,884.7
0.618	1,860.8
1.000	1,846.1
1.618	1,822.2
2.618	1,783.6
4.250	1,720.7

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	1,915.9	1,915.1
PP	1,909.9	1,908.3
S1	1,904.0	1,901.6

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

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