CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	1,915.0	1,969.1	54.1	2.8%	1,888.0
High	1,972.5	2,008.7	36.2	1.8%	1,923.3
Low	1,908.6	1,967.4	58.8	3.1%	1,854.8
Close	1,969.5	1,976.3	6.8	0.3%	1,921.8
Range	63.9	41.3	-22.6	-35.4%	68.5
ATR	43.5	43.4	-0.2	-0.4%	0.0
Volume	170,833	197,304	26,471	15.5%	919,325

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,108.0	2,083.5	1,999.0
R3	2,066.7	2,042.2	1,987.7
R2	2,025.4	2,025.4	1,983.9
R1	2,000.9	2,000.9	1,980.1	2,013.2
PP	1,984.1	1,984.1	1,984.1	1,990.3
S1	1,959.6	1,959.6	1,972.5	1,971.9
S2	1,942.8	1,942.8	1,968.7
S3	1,901.5	1,918.3	1,964.9
S4	1,860.2	1,877.0	1,953.6

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	2,008.7	1,884.7	124.0	6.3%	46.6	2.4%	74%	True	False	176,544
10	2,008.7	1,854.8	153.9	7.8%	39.7	2.0%	79%	True	False	177,333
20	2,008.7	1,702.6	306.1	15.5%	41.2	2.1%	89%	True	False	176,896
40	2,008.7	1,640.7	368.0	18.6%	45.7	2.3%	91%	True	False	195,665
60	2,008.7	1,640.7	368.0	18.6%	48.7	2.5%	91%	True	False	152,088
80	2,062.0	1,640.7	421.3	21.3%	51.9	2.6%	80%	False	False	114,099
100	2,137.9	1,640.7	497.2	25.2%	49.5	2.5%	67%	False	False	91,294

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	9.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,184.2
2.618	2,116.8
1.618	2,075.5
1.000	2,050.0
0.618	2,034.2
HIGH	2,008.7
0.618	1,992.9
0.500	1,988.1
0.382	1,983.2
LOW	1,967.4
0.618	1,941.9
1.000	1,926.1
1.618	1,900.6
2.618	1,859.3
4.250	1,791.9

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	1,988.1	1,969.7
PP	1,984.1	1,963.0
S1	1,980.2	1,956.4

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

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