CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	1,943.5	1,915.0	-28.5	-1.5%	1,888.0
High	1,947.9	1,972.5	24.6	1.3%	1,923.3
Low	1,904.1	1,908.6	4.5	0.2%	1,854.8
Close	1,914.6	1,969.5	54.9	2.9%	1,921.8
Range	43.8	63.9	20.1	45.9%	68.5
ATR	42.0	43.5	1.6	3.7%	0.0
Volume	158,925	170,833	11,908	7.5%	919,325

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,141.9	2,119.6	2,004.6
R3	2,078.0	2,055.7	1,987.1
R2	2,014.1	2,014.1	1,981.2
R1	1,991.8	1,991.8	1,975.4	2,003.0
PP	1,950.2	1,950.2	1,950.2	1,955.8
S1	1,927.9	1,927.9	1,963.6	1,939.1
S2	1,886.3	1,886.3	1,957.8
S3	1,822.4	1,864.0	1,951.9
S4	1,758.5	1,800.1	1,934.4

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	1,972.5	1,884.7	87.8	4.5%	43.0	2.2%	97%	True	False	169,383
10	1,972.5	1,830.5	142.0	7.2%	40.6	2.1%	98%	True	False	173,856
20	1,972.5	1,682.3	290.2	14.7%	41.4	2.1%	99%	True	False	177,366
40	1,972.5	1,640.7	331.8	16.8%	46.0	2.3%	99%	True	False	199,971
60	1,972.5	1,640.7	331.8	16.8%	48.6	2.5%	99%	True	False	148,800
80	2,062.0	1,640.7	421.3	21.4%	51.7	2.6%	78%	False	False	111,633
100	2,137.9	1,640.7	497.2	25.2%	49.5	2.5%	66%	False	False	89,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.6
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	2,244.1
2.618	2,139.8
1.618	2,075.9
1.000	2,036.4
0.618	2,012.0
HIGH	1,972.5
0.618	1,948.1
0.500	1,940.6
0.382	1,933.0
LOW	1,908.6
0.618	1,869.1
1.000	1,844.7
1.618	1,805.2
2.618	1,741.3
4.250	1,637.0

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	1,959.9	1,959.1
PP	1,950.2	1,948.7
S1	1,940.6	1,938.3

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

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